Mahendrarajah Nimalendran

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

Assistant Professor

P.O. Box 117168

Gainesville, FL 32611

United States

SCHOLARLY PAPERS

15

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SSRN CITATIONS
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Top 13,060

in Total Papers Citations

59

CROSSREF CITATIONS

31

Scholarly Papers (15)

1.

Informed Trading and Option Spreads

Number of pages: 34 Posted: 19 May 2004
Gautam Kaul, Mahendrarajah Nimalendran and Donghang Zhang
University of Michigan, Stephen M. Ross School of Business, University of Florida - Department of Finance, Insurance and Real Estate and University of South Carolina
Downloads 847 (40,249)
Citation 26

Abstract:

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Options, spreads, informed trading

2.

Informational Linkages Between Dark and Lit Trading Venues

Number of pages: 50 Posted: 08 Jul 2011 Last Revised: 27 Jul 2012
Mahendrarajah Nimalendran and Sugata Ray
University of Florida - Department of Finance, Insurance and Real Estate and University of Alabama - Department of Economics, Finance and Legal Studies
Downloads 545 (71,426)
Citation 21

Abstract:

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Crossing networks, algorithmic trading, price discovery, information trasmission

3.

Market Evidence on the Opaqueness of Banking Firms' Assets

Number of pages: 48 Posted: 11 Jul 2000
Mark J. Flannery, Simon H. Kwan and Mahendrarajah Nimalendran
University of Florida - Department of Finance, Insurance and Real Estate, Federal Reserve Bank of San Francisco and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 484 (82,405)
Citation 25

Abstract:

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4.

Do Today's Trades Affect Tomorrow's IPO Allocations?

AFA 2005 Philadelphia Meetings, Forthcoming
Number of pages: 36 Posted: 05 Jan 2005
Mahendrarajah Nimalendran, Jay R. Ritter and Donghang Zhang
University of Florida - Department of Finance, Insurance and Real Estate, University of Florida - Department of Finance, Insurance and Real Estate and University of South Carolina
Downloads 303 (139,653)
Citation 25

Abstract:

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IPOs, brokerage commissions

5.

The Effect of Fiduciary Standards and Institutions' Preference for Dividend-Paying Stocks

Financial Management, December 2008
Number of pages: 36 Posted: 26 Mar 2005 Last Revised: 11 Feb 2010
Kristine Watson Hankins, Mark J. Flannery and Mahendrarajah Nimalendran
University of Kentucky, University of Florida - Department of Finance, Insurance and Real Estate and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 236 (179,288)
Citation 5

Abstract:

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institutional investors, dividends, Prudent Man

6.

Order Flow Fragmentation and Flight-To-Transparency during Stressed Market Conditions: Evidence from COVID-19

Finance Research Letters, Forthcoming
Posted: 17 Jun 2021
Giulio Anselmi, Giovanni Petrella and Mahendrarajah Nimalendran
Catholic University of the Sacred Heart of Milan, Università Cattolica del Sacro Cuore and University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

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COVID-19, Fragmentation, Dark trading, Stressed market conditions

7.

Estimation of the Bid-Ask Spread and its Components: A New Approach

Review of Financial Studies, Vol. 4, pp. 623-656, 1991
Posted: 09 Mar 2008
Gautam Kaul, Thomas J. George and Mahendrarajah Nimalendran
University of Michigan, Stephen M. Ross School of Business, University of Houston - Department of Finance and University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

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bid-ask spread, components, microstructure, adverse-selection

8.

Trading Volume and Transaction Costs in Specialist Markets

Journal of Finance, Vol. 49, No. 4, pp. 1489-1505, September 1994
Posted: 09 Mar 2008
Thomas J. George, Gautam Kaul and Mahendrarajah Nimalendran
University of Houston - Department of Finance, University of Michigan, Stephen M. Ross School of Business and University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

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9.

Do 'Thinly-Traded' Stocks Benefit from Specialist Intervention?

Posted: 17 Jun 2004
Mahendrarajah Nimalendran and Giovanni Petrella
University of Florida - Department of Finance, Insurance and Real Estate and Università Cattolica del Sacro Cuore

Abstract:

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Thin Markets, Specialist, Market Quality, Trading Costs

Market Structure and Trader Anonymity: An Analysis of Insider Trading

Posted: 11 Jun 2002
Jon A. Garfinkel and Mahendrarajah Nimalendran
University of Iowa - Tippie College of Business and University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

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Market Structure, Anonymity, Insider Trading

Market Structure and Trader Anonymity: An Analysis of Insider Trading

Posted: 08 Jun 2001
Jon A. Garfinkel and Mahendrarajah Nimalendran
University of Iowa - Tippie College of Business and University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

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Market microstructure, anonymity, insider trading

11.

Government Intervention and Adverse Selection Costs in Foreign Exchange Markets

Posted: 08 Dec 1999
Mahendrarajah Nimalendran and Andy Naranjo
University of Florida - Department of Finance, Insurance and Real Estate and University of Florida - Warrington College of Business Administration

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12.

The Information Content of Stock Splits in the Presence of Contemporaneous Dividend Announcements

Posted: 15 Sep 1999
Anand S. Desai, Mahendrarajah Nimalendran and Subu Venkataraman
Kansas State University, University of Florida - Department of Finance, Insurance and Real Estate and Morgan Stanley

Abstract:

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13.

Changes in Trading Patterns Following Stock Splits and Their Impact on Market Microstructure: Theory and Evidence

Posted: 28 Jul 1999
Anand S. Desai, Mahendrarajah Nimalendran and Subu Venkataraman
Kansas State University, University of Florida - Department of Finance, Insurance and Real Estate and Morgan Stanley

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14.

Estimating the Effects of Information Surprises and Trading on Stock Returns Using a Mixed Jump-Diffusion Model

REVIEW OF FINANCIAL STUDIES Volume 7, Number 3, 1994
Posted: 20 Dec 1998
Mahendrarajah Nimalendran
University of Florida - Department of Finance, Insurance and Real Estate

Abstract:

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15.

Changes in Trading Activity Following Stock Splits and Their Effect on Volatility and the Adverse Information Component of the Bid-Ask Spread

Journal of Financial Research, Summer 1998
Posted: 18 Apr 1998
Anand S. Desai, Mahendrarajah Nimalendran and Subu Venkataraman
Kansas State University, University of Florida - Department of Finance, Insurance and Real Estate and Morgan Stanley

Abstract:

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