When the silicate layers are completely and uniformly dispersed in a continuous polymer matrix, an exfoliated or delaminated structure is obtained. In the case of exfoliated structures, extensive layer separation associated with delamination of the original silicate structure in the polymer matrix leads to the disappearance of any coherent x-ray scattering from the layers. In this case you will obtain a maximum surface area of the nanoclay which can contact with the polymer. However to achieve a better mechanical properties you also need to have a good interface interaction between your polymer and exfoliated clay layers.

Refer this link:https://books.google.co.in/books?id=HLo0CgAAQBAJ&pg=PA19&lpg=PA19&dq=exfoliation+of+nanoclay+yields+better+mechanical+properties&source=bl&ots=vOdEztfLob&sig=SxpzupU1_6Dn5HIlTGd_a7NHP-o&hl=en&sa=X&ved=0CC8Q6AEwAmoVChMItaHmmezfyAIViiSUCh0TJgmW#v=onepage&q=exfoliation%20of%20nanoclay%20yields%20better%20mechanical%20properties&f=false

Look at this review:

http://www.sciencedirect.com/science/article/pii/S1369702104005097

Any good book on nano clay composites will tell you even more.

Wrt to the mechanical model often that from Halpin-Tsai is used for such composites. 

https://www.google.nl/search?q=Halpin-Tsai+composite+model

You can check the quality exfoliation very easy with Rontgen diffraction.  Electron microscopy may give addition information.

If you read about nano particles you will find lesser the size more the number of nanoparticles on the surface. This ensures the interface among polymer chain and exfoliated nano clay platelets will share very high interface area. The mechanical load is mostly born by exfoliated platelet as it is much stronger partner. This ensures that any mechanical stress is promptly passed on to stronger partner nanoclay. Thus much higher mechanical property is ensured for the nanocomposite than the polymer alone.

Thanks Asit sir, for the insight, it was helpful.

thanks Andre and Babu Bhaskaran for the links.

When the silicate layers are completely and uniformly dispersed in a continuous polymer matrix, an exfoliated or delaminated structure is obtained. In the case of exfoliated structures, extensive layer separation associated with delamination of the original silicate structure in the polymer matrix leads to the disappearance of any coherent x-ray scattering from the layers. In this case you will obtain a maximum surface area of the nanoclay which can contact with the polymer. However to achieve a better mechanical properties you also need to have a good interface interaction between your polymer and exfoliated clay layers.