| Estimation of the bid–ask spread and its components: A new approach TJ George, G Kaul, M Nimalendran The Review of Financial Studies 4 (4), 623-656, 1991 | 924 | 1991 |
| Market evidence on the opaqueness of banking firms’ assets MJ Flannery, SH Kwan, M Nimalendran Journal of Financial Economics 71 (3), 419-460, 2004 | 598 | 2004 |
| The 2007–2009 financial crisis and bank opaqueness MJ Flannery, SH Kwan, M Nimalendran Journal of Financial Intermediation 22 (1), 55-84, 2013 | 470 | 2013 |
| Price reversals: Bid-ask errors or market overreaction? G Kaul, M Nimalendran Journal of Financial Economics 28 (1-2), 67-93, 1990 | 336 | 1990 |
| Stock returns, dividend yields, and taxes A Naranjo, M Nimalendran, M Ryngaert The Journal of Finance 53 (6), 2029-2057, 1998 | 264 | 1998 |
| Do today's trades affect tomorrow's IPO allocations? M Nimalendran, JR Ritter, D Zhang Journal of Financial Economics 84 (1), 87-109, 2007 | 199 | 2007 |
| Components of short-horizon individual security returns J Conrad, G Kaul, M Nimalendran Journal of Financial Economics 29 (2), 365-384, 1991 | 186 | 1991 |
| Changes in trading activity following stock splits and their effect on volatility and the adverse‐information component of the bid‐ask spread AS Desai, M Nimalendran, S Venkataraman Journal of Financial Research 21 (2), 159-183, 1998 | 177 | 1998 |
| Market structure and trader anonymity: An analysis of insider trading JA Garfinkel, M Nimalendran Journal of Financial and Quantitative Analysis 38 (3), 591-610, 2003 | 160 | 2003 |
| Informational linkages between dark and lit trading venues M Nimalendran, S Ray Journal of Financial Markets 17, 230-261, 2014 | 121 | 2014 |
| Time variation of ex‐dividend day stock returns and corporate dividend capture: A reexamination A Naranjo, M Nimalendran, M Ryngaert The Journal of Finance 55 (5), 2357-2372, 2000 | 120 | 2000 |
| Do ‘thinly-traded’stocks benefit from specialist intervention? M Nimalendran, G Petrella Journal of banking & finance 27 (9), 1823-1854, 2003 | 118 | 2003 |
| Government intervention and adverse selection costs in foreign exchange markets A Naranjo, M Nimalendran The Review of Financial Studies 13 (2), 453-477, 2000 | 115 | 2000 |
| Informed trading and option spreads G Kaul, M Nimalendran, D Zhang Available at SSRN 547462, 2004 | 81 | 2004 |
| Trading volume and transaction costs in specialist markets TJ George, G Kaul, M Nimalendran The journal of Finance 49 (4), 1489-1505, 1994 | 80 | 1994 |
| Margins and hedge fund contagion E Dudley, M Nimalendran Journal of Financial and Quantitative Analysis 46 (5), 1227-1257, 2011 | 76 | 2011 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 66 | 2024 |
| Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model M Nimalendran Review of Financial Studies 7 (3), 451-473, 1994 | 52 | 1994 |
| An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads GS Maddala, M Nimalendran Journal of Econometrics 68 (1), 229-242, 1995 | 39 | 1995 |
| The Effect of Fiduciary Standards on Institutions' Preference for Dividend‐Paying Stocks KW Hankins, MJ Flannery, M Nimalendran Financial Management 37 (4), 647-671, 2008 | 31 | 2008 |
Mark FlanneryProfessor of Finance, University of FloridaVerified email at ufl.edu
