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Mahendrarajah Nimalendran

John H. and Mary Lou Dasburg Chair
Full Professor
University of Florida,
Warrington College of Business
Finance, Insurance and Real Estate Department
PO Box 117168 Gainesville FL 32611
Stuzin Hall 303C
(352) 392-9526

Education

PhD - Business Administration (Finance), University of Michigan, 1990
MBA - University of Michigan, 1986
MSME - Mechanical Engineering, University of Hawaii, 1978
BSc - University of Sri Lanka, 1973

Research Areas

Asset pricing models, Econometrics, market microstructure, Information Economics, Investments, Empirical Methods in Finance
Errors in variables problems in finance
Published Year: 1996
Authors: G. Maddala G. Maddala C. Rao Mahendrarajah Nimalendran
Sources of stock return volatility
Published Year: 1997
Authors: M. Zhu Mahendrarajah Nimalendran

Market evidence on the opaqueness of financial firms' assets
Published Year: 1997
Authors: M. Flannery S. Kwan Mahendrarajah Nimalendran
Informational Linkages Between Dark and Lit Trading Venues
Journal: Journal of Financial Markets
Published Year: 2014
Authors: Ray Sugata Mahendrarajah Nimalendran

The 2007-09 Financial Crisis and Bank Opaqueness
Journal: Journal of Financial Intermediation
Published Year: 2013
Authors: Mark Flannery S. Kwan Mahendrarajah Nimalendran

Margins and Hedge Fund Contagion
Journal: Journal of Financial and Quantitative Analysis
Published Year: 2011
Authors: E. Dudley Mahendrarajah Nimalendran

Are Institutional Investors Really Prudent Investors? The Effect of Fiduciary Standards on Institutional Holdings of (Non-) Dividend-Paying Stocks
Journal: Financial Management
Published Year: 2008
Authors: K. Hankins M. Flannery Mahendrarajah Nimalendran

Do Today's Trades Affect Tomorrow's IPO Allocations?
Journal: Journal of Financial Economics
Published Year: 2007
Authors: J. Ritter D. Zhang Mahendrarajah Nimalendran

Market Evidence on the Opaqueness of Financial Firms' Assets
Journal: Journal of Financial Economics
Published Year: 2004
Authors: M. Flannery S. Kwan Mahendrarajah Nimalendran

Do Thinly-Traded Stocks Benefit from Specialist Intervention
Journal: Journal of Banking & Finance
Published Year: 2003
Authors: Giovanni Petrella Mahendrarajah Nimalendran

Market Structure and Trader Anonymity: An Analysis of Insider Trading
Journal: Journal of Financial and Quantitative Analysis
Published Year: 2003
Authors: J. Garfinkel Mahendrarajah Nimalendran

Time Variation of Ex-Dividend Day Stock Returns and Corporate Dividend Capture
Journal: Journal of Finance
Published Year: 2000
Authors: A. Naranjo M. Ryngaert Mahendrarajah Nimalendran

Estimating Returns on Commercial Real Estate: A New Methodology Using Latent Variable Models
Journal: Real Estate Economics
Published Year: 2000
Authors: D. Ling A. Naranjo Mahendrarajah Nimalendran

The Impact of Government Intervention on Transactions Costs in Foreign Exchange Markets
Journal: Review of Financial Studies, The
Published Year: 2000
Authors: A. Naranjo Mahendrarajah Nimalendran

Stock Returns, Dividend Yields, and Taxes
Journal: Journal of Finance
Published Year: 1998
Authors: A. Naranjo M. Ryngaert Mahendrarajah Nimalendran

Changes in Trading Activity Following Stock Splits and Their Effect on Volatility and the Adverse Information Component of the Bid-Ask Spread
Journal: Journal of Financial Research, The
Published Year: 1998
Authors: A. Desai S. Venkataraman Mahendrarajah Nimalendran

An Unobserved Component Panel Data Model to Study the Effects of Earnings Surprises on Stock Prices, Volume of Trading and Bid-Ask Spreads
Journal: Journal of Econometrics
Published Year: 1995
Authors: G. Maddala Mahendrarajah Nimalendran

Estimating the Effects of Information Surprises and Trading on Stock Returns Using a Mixed Jump Diffusion Model
Journal: Review of Financial Studies, The
Published Year: 1994
Authors: Mahendrarajah Nimalendran

Trading Volume and Transactions Costs in Specialist Markets
Journal: Journal of Finance
Published Year: 1994
Authors: T. George G. Kaul Mahendrarajah Nimalendran

Estimation of the Bid-Ask Spread and its Components: A New Approach,
Journal: Review of Financial Studies, The
Published Year: 1991
Authors: G. Kaul Mahendrarajah Nimalendran

Components of Short Horizon Individual Security Returns
Journal: Journal of Financial Economics
Published Year: 1991
Authors: J. Conrad G. Kaul Mahendrarajah Nimalendran

Price Reversals: Bid-Ask Errors or Market Overreaction?
Journal: Journal of Financial Economics
Published Year: 1991
Authors: G. Kaul Mahendrarajah Nimalendran
Warrington Directory