Search Results - "Nimalendran, M."

Market evidence on the opaqueness of banking firms’ assets by Flannery, Mark J., Kwan, Simon H., Nimalendran, M.

“…We assess the market microstructure properties of U.S. banking firms’ equity, to determine whether they exhibit more or less evidence of asset opaqueness than…”
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Do today's trades affect tomorrow's IPO allocations? by Nimalendran, M., Ritter, Jay R., Zhang, Donghang

“…Underwriters using bookbuilding can allocate shares of initial public offerings (IPOs) on the basis of, among other things, commissions paid by investors. In…”
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Do ‘thinly-traded’ stocks benefit from specialist intervention? by Nimalendran, M., Petrella, Giovanni

“…This paper addresses the issue of the optimal trading system for less actively traded (i.e., ‘thinly-traded’) stocks. We compare the performance of a pure…”
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Stock Returns, Dividend Yields, and Taxes by Naranjo, Andy, Nimalendran, M., Ryngaert, Mike

“…Using an improved measure of a common stock's annualized dividend yield, we document that risk-adjusted NYSE stock returns increase in dividend yield during…”
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Market Structure and Trader Anonymity: An Analysis of Insider Trading by Garfinkel, Jon A., Nimalendran, M.

“…This paper examines the degree of anonymity—the extent to which a trader is recognized as informed—on alternative market structures. We find evidence that is…”
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The Effect of Fiduciary Standards on Institutions' Preference for Dividend-Paying Stocks by Hankins, Kristine Watson, Flannery, Mark J., Nimalendran, M.

“…Many researchers apparently believe that some institutional investors prefer dividend-paying stocks because they are subject to the "prudent man" (PM) standard…”
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Government Intervention and Adverse Selection Costs in Foreign Exchange Markets by Naranjo, Andy, Nimalendran, M.

“…An important group of traders in the foreign exchange market is governments who often adhere to a foreign exchange rate policy of occasional interventions with…”
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Time Variation of Ex-Dividend Day Stock Returns and Corporate Dividend Capture: A Reexamination by Naranjo, Andy, Nimalendran, M., Ryngaert, Mike

“…This paper documents some empirical facts about ex-day abnormal returns to high dividend yield stocks that are potentially subject to corporate dividend…”
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Estimation of the Bid-Ask Spread and its Components: A New Approach by George, Thomas J., Kaul, Gautam, Nimalendran, M.

“…We show that time variation in expected returns and/or partial price adjustments lead to a downward bias in previous estimators of both the spread and its…”
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Government Intervention and Adverse Selection Costs in Foreign Exchange Markets by Naranjo, Andy, Nimalendran, M.

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CHANGES IN TRADING ACTIVITY FOLLOWING STOCK SPLITS AND THEIR EFFECT ON VOLATILITY AND THE ADVERSE‐INFORMATION COMPONENT OF THE BID‐ASK SPREAD by Desai, Anand S., Nimalendran, M., Venkataraman, S.

“…We examine changes in trading activity around stock splits and their effect on volatility and the adverse‐information component of the bid‐ask spread. Even…”
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The 2007–2009 financial crisis and bank opaqueness by Flannery, Mark J., Kwan, Simon H., Nimalendran, Mahendrarajah

“…Doubts about the accuracy with which outside investors can assess a banking firm’s value motivate many government interventions in the banking market. Although…”
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Estimating the Effects of Information Surprises and Trading on Stock Returns Using a Mixed Jump-Diffusion Model by Nimalendran, M.

“…I present a methodology that uses the mixed jump-diffusion model for stock returns to estimate the separate effects of information surprises and strategic…”
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Trading Volume and Transaction Costs in Specialist Markets by GEORGE, THOMAS J., KAUL, GAUTAM, NIMALENDRAN, M.

“…Prior work with competitive rational expectations equilibrium models indicates that there should be a positive relation between trading volume and differences…”
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Estimating Returns on Commercial Real Estate: A New Methodology Using Latent-Variable Models by Ling, David C., Naranjo, Andy, Nimalendran, M.

“…Despite their widespreao use as benchmarks of U.S. commercial real estate returns, indexes produced by the National Council of Real Estate Investment…”
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An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads by Maddala, G.S., Nimalendran, M.

“…Previous empirical work on the effect of earnings announcements on trading volume and bid-ask spreads relied on OLS estimation of equations using price changes…”
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Do today's trades affect tomorrows IPO aIIocations? by Nimalendran, M, Ritter, Jay R, Zhang, Donghang

“…Underwriters using bookbuilding can allocate shares of initial public offerings (IPOs) on the basis of, among other things, commissions paid by investors. In…”
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An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads: Annals of econometrics : panel data by MADDALA, G. S, NIMALENDRAN, M

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Conference on 'the future of stock exchanges in a globalizing world' by Halpern, Paul, Jennings, Robert, Errunza, Vihang R, Miller, Darius P, Foerster, Stephen R, Mittoo, Usha R, Heidle, Hans G, Boehmer, Beatrice, Boehmer, Ekkehart, Peterson, Mark, Kam, Tai-Kong, Panchapagesan, Venkatesh, Weaver, Daniel G, Edwards, Amy K, Hasan, Iftekhar, Malkamäki, Markku, Schmiedel, Heiko, Neave, Edwin H, Næs, Randi, Skjeltorp, Johannes A, Jain, Pankaj, Nimalendran, M, Petrella, Giovanni, Battalio, Robert, Krishnamurti, Chandrasekhar, Sequeira, John M, Fangjian, Fu, Angel, James J, Oppenheimer, Henry R, Sabherwal, Sanjiv, Werner, Ingrid M

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Estimation of the BidAsk Spread and Its Components: A New Approach by George, Thomas J, Kaul, Gautam, Nimalendran, M

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