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Do 'thinly-traded' stocks benefit from specialist intervention?

Nimalendran, Mahendrarajah; Petrella, Giovanni - In: Journal of banking & finance 27 (2003) 9, pp. 1823-1854

Persistent link: https://www.econbiz.de/10001783390

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

Anselmi, Giulio; Petrella, Giovanni; Nimalendran, … - 2021

The proliferation of trading venues has resulted in a fragmented secondary markets landscape both in the US and Europe. Different factors drive the fragmentation of order flow during normal market conditions. This paper studies the composition of order flow during stressed market conditions...

Persistent link: https://www.econbiz.de/10013223357

Order flow fragmentation and flight-to-transparency during stressed market conditions : evidence from COVID-19

Anselmi, Giulio; Nimalendran, Mahendrarajah; Petrella, … - In: Finance research letters 44 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10014495040

Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model

Nimalendran, Mahendrarajah - In: The review of financial studies 7 (1994) 3, pp. 451-473

Persistent link: https://www.econbiz.de/10001169085

Third market broker-dealers : cost competitors or cream skimmers?

Battalio, Robert H. - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 341-352

Persistent link: https://www.econbiz.de/10001217790

What has changed in four years? : are retail broker routing decisions in 4Q2016 consistent with the pursuit of best execution?

Battalio, Robert H. - In: Global algorithmic capital markets : high frequency …, (pp. 147-164). 2019

Persistent link: https://www.econbiz.de/10011975329

Market evidence on the opaqueness of banking firms' assets

Flannery, Mark J.; Kwan, Simon H.; Nimalendran, … - 1999

Persistent link: https://www.econbiz.de/10001407238

Government intervention and adverse selection costs in foreign exchange markets

Naranjo, Andy; Nimalendran, Mahendrarajah - In: The review of financial studies 13 (2000) 2, pp. 453-477

Persistent link: https://www.econbiz.de/10001485517

Estimating returns on commercial real estate : a new methodology using latent-variable models

Ling, David C.; Naranjo, Andy; Nimalendran, Mahendrarajah - In: Real estate economics : journal of the American Real … 28 (2000) 2, pp. 205-231

Persistent link: https://www.econbiz.de/10001489818

Information and noise in speculative markets : two essays

Nimalendran, Mahendrarajah - 1990

Persistent link: https://www.econbiz.de/10000827497