Mahendrarajah Nimalendran

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-6702-5371

University of Florida Warrington College of Business

Publications

• Informational Efficiency of Cryptocurrency Markets — Journal of Financial and Quantitative Analysis 2025
• High-frequency trading in the stock market and the costs of options market making — Journal of Financial Economics 2024
• Margins and Hedge Fund Contagion — Journal of Financial and Quantitative Analysis 2011
• Market Structure and Trader Anonymity: An Analysis of Insider Trading — Journal of Financial and Quantitative Analysis 2003
• Time Variation of Ex-Dividend Day Stock Returns and Corporate Dividend Capture: A Reexamination — The Journal of Finance 2000
• Government Intervention and Adverse Selection Costs in Foreign Exchange Markets — The Review of Financial Studies 2000
• Stock Returns, Dividend Yields, and Taxes — The Journal of Finance 1998
• Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model — The Review of Financial Studies 1994
• Trading Volume and Transaction Costs in Specialist Markets — The Journal of Finance 1994
• Components of short-horizon individual security returns — Journal of Financial Economics 1991
• Estimation of the Bid–Ask Spread and Its Components: A New Approach — The Review of Financial Studies 1991
• Price reversals — Journal of Financial Economics 1990