Mahendrarajah Nimalendran.
University of Florida
H-index: 22
North America-United States
Top articles of Mahendrarajah Nimalendran.
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Betting on Elusive Returns: Retail Trading in Complex Options | Available at SSRN 4404393 | Andy Naranjo Mahendrarajah Nimalendran Yanbin Wu | 2023/3/21 |
What If Option Closing Prices Were Trustworthy? A Machine Learning Approach | A Machine Learning Approach (March 1, 2023) | Alejandro Lopez-Lira Mahendrarajah Nimalendran Matthew Son | 2023/3/1 |
Order flow fragmentation and flight-to-transparency during stressed market conditions: Evidence from COVID-19 | Finance Research Letters | Giulio Anselmi Mahendrarajah Nimalendran Giovanni Petrella | 2022/1/1 |
Informational Efficiency of Cryptocurrency Markets | Available at SSRN 3818818 | Mahendrarajah Nimalendran Praveen Pathak Mariia Petryk Liangfei Qiu | 2021/2/11 |
High-Frequency Trading (HFT) in the Stock Market and the Costs of Option Market Making | Mahendrarajah Nimalendran Khaladdin Rzayev Satchit Sagade | 2021 | |
Bid-ask spread: theory and empirical evidence | Mahendrarajah Nimalendran Giovanni Petrella | 2020/12/17 | |
High-frequency trading in the stock market and the costs of option market making | Available at SSRN 3776590 | Mahendrarajah Nimalendran Khaladdin Rzayev Satchit Sagade | 2020 |
Co-Authors
