Mahendrarajah Nimalendran

University of Florida - Department of Finance, Insurance and Real Estate

Bank of America Professor

P.O. Box 117168

Gainesville, FL 32611

United States

SCHOLARLY PAPERS

2

DOWNLOADS

590

SSRN CITATIONS

7

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Margins and Hedge Fund Contagion

Journal of Financial and Quantitative Analysis (JFQA), Vol. 46, No. 5, 2011
Number of pages: 57 Posted: 21 Mar 2009 Last Revised: 13 May 2013
Evan Dudley and Mahendrarajah Nimalendran
Queen's University - Smith School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 548 (51,286)
Citation 9

Abstract:

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Hedge fund, contagion, asymmetric correlation, copula, market liquidity, funding liquidity, exceedance correlation

2.

Hedge Fund Leverage, Asset Liquidity, and Financial Fragility

Number of pages: 68 Posted: 25 Jul 2017
Evan Dudley and Mahendrarajah Nimalendran
Queen's University - Smith School of Business and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 42 (431,584)

Abstract:

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Hedge fund, leverage, financial fragility, margin, flow-performance, redemption terms, liquidity