Author Page for Mahendrarajah Nimalendran

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 - Darla Moore School of Business

Downloads 755 (34,802)

Citation 26

Abstract:

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 511 (58,134)

Citation 30

Abstract:

3.

Market Evidence on the Opaqueness of Banking Firms' Assets

Eleventh Annual Utah Winter Conference

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 468 (64,856)

Citation 24

Abstract:

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 - Darla Moore School of Business

Downloads 282 (115,685)

Citation 16

Abstract:

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 229 (142,971)

Citation 4

Abstract:

6.

Toxic Hedging

Number of pages: 50

Mahendrarajah Nimalendran, Khaladdin Rzayev and Satchit Sagade

University of Florida - Department of Finance, Insurance and Real Estate, London School of Economics, Systemic Risk Centre and Goethe University Frankfurt - Department of Finance

Downloads 2

Abstract:

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:

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:

9.

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

Journal of Banking and Finance, Vol. 27, No. 9, pp. 1823-1854, September 2003

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:

10.

Market Structure and Trader Anonymity: An Analysis of Insider Trading

Downloads 0 (710,004)

2

Market Structure and Trader Anonymity: An Analysis of Insider Trading

Forthcoming in Journal of Financial and Quantitative Analysis

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:

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:

11.

Government Intervention and Adverse Selection Costs in Foreign Exchange Markets

Review of Financial Studies, Vol. 13, Iss. 2

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

Abstract:

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:

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

Abstract:

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:

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

Mahendrarajah Nimalendran

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

Assistant Professor

15

Top 22,799

2,247

Top 12,526

48

33

Scholarly Papers (15)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: