University of Florida
Warrington College of Business
Finance, Insurance and Real Estate Department
Stuzin Hall 303C
Contact details
Bio
Expertise and interest areas
Education All years
- 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
News All articles
- Regulation makes crypto markets more efficient — February 2, 2024 — First-of-its-kind research from PricewaterhouseCoopers Professor Liangfei Qiu, John H. and Mary Lou Dasburg Chair Mahendrarajah Nimalendran...
- Retail investors play a losing game with complex options, according to research — April 25, 2023 — GAINESVILLE, Fla. – In 2018, the Robinhood fintech app made a change that lowered the barrier to investing in the stock market – reducin...
- Flannery, Nimalendran win best paper honors — June 23, 2014 — GAINESVILLE, Fla. – Bank of America Eminent Scholar Chair Dr. Mark Flannery and John H. and Mary Lou Dasburg Chair Dr. Mahendrarajah (Nima...
Courses taught Last 3 years
- Asset Val Risk Return (FIN5437)
- Capital Stru Risk Man (FIN5439)
- Corporate Finance (FIN6425)
- Machine Learning in Finance (FIN6930)
Journal article publications Last 5 years
- Informational Efficiency of Cryptocurrency Markets Status: AcceptedJournal: Journal of Financial and Quantitative AnalysisAccepted Year: 2024Authors: Mahendrarajah Nimalendran, Praveen Pathak, Mariia Petryk, Liangfei Qiu
- “Betting on Elusive Returns: Retail Trading in Complex Options” Status: SubmittedJournal: Review of Financial Studies, TheAuthors: Andy Naranjo, Mahendrarajah Nimalendran, Yanbin Wu
- Seasoned Public Offerings and Adverse Selections Costs Status: 1st Revise and ResubmitJournal: Journal of Law and EconomicsAuthors: MAHENDRARAJAH NIMALENDRAN, Cindy Alexander
- Non-Standard Errors Status: AcceptedJournal: Journal of FinanceAccepted Year: 2023Authors: Mahendrarajah Nimalendran, Albert Menkveld, Many Others (see link)
- Order Flow Fragmentation and Flight-to-Transparency During Stressed Market Conditions: Evidence from COVID-19u0022 Status: PublishedJournal: Finance Research LettersPublished Year: 2022Authors: Mahendrarajah Nimalendran, Giulio Anselmi, Giovanni Petrella
- CVaR-LASSO Enhanced Index Replication (CLEIR): Outperforming by Minimizing Downside Risk Status: PublishedJournal: The Journal of Applied EconomicsPublished Year: 2019Authors: Mahendrarajah Nimalendran, Brian Gendreau, Yong 'Jimmy' Jin, Xiaolong Zhong
Research monograph publications Last 5 years
- Bid-Ask Spread: Theory and Empirical Evidence Status: PublishedPublished Year: 2020Authors: MAHENDRARAJAH NIMALENDRAN, Giovanni Petrella