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

4

DOWNLOADS

692

SSRN CITATIONS

8

CROSSREF CITATIONS

2

Scholarly Papers (4)

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 563 (60,012)
Citation 10

Abstract:

Loading...

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

2.

High-Frequency Trading (HFT) in the Stock Market and the Costs of Option Market Making

Number of pages: 47 Posted: 18 Feb 2021 Last Revised: 19 Apr 2021
Mahendrarajah Nimalendran, Khaladdin Rzayev and Satchit Sagade
University of Florida - Department of Finance, Insurance and Real Estate, University of Edinburgh and Goethe University Frankfurt - Department of Finance
Downloads 85 (356,590)

Abstract:

Loading...

market microstructure, high-frequency trading, option market making, hedging, liquidity.

3.

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 44 (493,868)

Abstract:

Loading...

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

4.

Informational Efficiency of Cryptocurrency Markets

Posted: 06 Apr 2021 Last Revised: 07 Jun 2021
Mahendrarajah Nimalendran, Praveen Pathak, Mariia Petryk and Liangfei Qiu
University of Florida - Department of Finance, Insurance and Real Estate, University of Florida, University of Florida - Warrington College of Business and University of Florida - Warrington College of Business Administration

Abstract:

Loading...

Cryptocurrency, ICO, IEO, IPO, Market Efficiency, Variance Ratios