Tarun Ramadorai

Imperial College London

Professor of Financial Economics

South Kensington Campus

Exhibition Road

London, Greater London SW7 2AZ

United Kingdom

http://www.tarunramadorai.com

Centre for Economic Policy Research (CEPR)

Research Fellow

London

United Kingdom

European Corporate Governance Institute (ECGI)

c/o the Royal Academies of Belgium

Rue Ducale 1 Hertogsstraat

1000 Brussels

Belgium

  • Imperial College London

  • Centre for Economic Policy Research (CEPR)

  • European Corporate Governance Institute (ECGI)

SCHOLARLY PAPERS

56

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43,446

SSRN CITATIONS
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Top 388

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1,100

CROSSREF CITATIONS

1,273

Scholarly Papers (56)

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1.

Hedge Funds: Performance, Risk, and Capital Formation

Downloads 5,898 ( 1,854)
Citation 233

Hedge Funds: Performance, Risk, and Capital Formation

The Journal of Finance, Vol. LXIII, No. 4, August 2008
Number of pages: 44 Posted: 16 Aug 2005 Last Revised: 11 Jul 2011
William Fung, David A. Hsieh, Tarun Ramadorai and Narayan Y. Naik
PI Asset Management, LLC, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting
Downloads 5,843 (1,857)
Citation 8

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hedge funds, funds-of-funds, performance, alpha, survival, flows, capacity constraints

Hedge Funds: Performance, Risk and Capital Formation

CEPR Discussion Paper No. 5565
Number of pages: 33 Posted: 27 Jun 2006
William Fung, David A. Hsieh, Tarun Ramadorai and Narayan Y. Naik
PI Asset Management, LLC, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting
Downloads 55 (510,786)
Citation 83
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Hedge funds, performance, alpha, factor models, flow, funds-of-hedge funds

2.

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Downloads 5,671 ( 1,959)
Citation 69

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Journal of Finance, Forthcoming
Number of pages: 92 Posted: 17 Nov 2017 Last Revised: 24 Jun 2021
Andreas Fuster, Paul S. Goldsmith-Pinkham, Tarun Ramadorai and Ansgar Walther
Ecole Polytechnique Fédérale de Lausanne, Yale School of Management, Imperial College London and Imperial College London
Downloads 5,667 (1,937)
Citation 74

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machine learning, credit, mortgages, disparate impact, race

Predictably Unequal? The Effects of Machine Learning on Credit Markets

CEPR Discussion Paper No. DP12448
Number of pages: 60 Posted: 20 Nov 2017
Andreas Fuster, Paul S. Goldsmith-Pinkham, Tarun Ramadorai and Ansgar Walther
Ecole Polytechnique Fédérale de Lausanne, Yale School of Management, Imperial College London and Imperial College London
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credit access, Machine Learning, Mortgages, statistical discrimination

3.

Household Finance

Downloads 2,284 ( 9,057)
Citation 23

Household Finance

Journal of Economic Literature, Forthcoming
Number of pages: 141 Posted: 16 Apr 2020
Francisco Gomes, Michael Haliassos and Tarun Ramadorai
London Business School, Goethe University Frankfurt - Faculty of Economics and Business Administration and Imperial College London
Downloads 2,278 (8,941)
Citation 18

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household finance, asset allocation, lifecycle, retirement savings, mortgages, unsecured credit, peer effects, financial literacy, financial advice

Household Finance

CEPR Discussion Paper No. DP14502
Number of pages: 144 Posted: 25 Mar 2020 Last Revised: 06 May 2020
Francisco Gomes, Michael Haliassos and Tarun Ramadorai
London Business School, Goethe University Frankfurt - Faculty of Economics and Business Administration and Imperial College London
Downloads 6 (861,950)
Citation 8
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household finance

4.

Volatility Risk Premia and Exchange Rate Predictability

Downloads 2,176 ( 9,814)
Citation 36

Volatility Risk Premia and Exchange Rate Predictability

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 71 Posted: 16 Mar 2013 Last Revised: 01 Jun 2015
Pasquale Della Corte, Tarun Ramadorai and Lucio Sarno
Imperial College Business School, Imperial College London and University of Cambridge - Judge Business School
Downloads 2,176 (9,643)
Citation 10

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Exchange Rates, Volatility Risk Premium, Predictability, Minimum-Variance Currency Portfolio

Volatility Risk Premia and Exchange Rate Predictability

CEPR Discussion Paper No. DP9549
Number of pages: 80 Posted: 09 Jul 2013
Pasquale Della Corte, Tarun Ramadorai and Lucio Sarno
Imperial College Business School, Imperial College London and University of Cambridge - Judge Business School
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Citation 11
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Exchange Rate, Hedgers, Order Flow, Predictability, Speculators, Volatility Risk Premium

5.

Home Away from Home? Foreign Demand and London House Prices

Number of pages: 75 Posted: 12 Nov 2013 Last Revised: 29 Nov 2016
Cristian Badarinza and Tarun Ramadorai
National University of Singapore (NUS) and Imperial College London
Downloads 1,890 (12,369)
Citation 38

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house prices, foreign demand, safe-haven, London, political risk, price-pressure

6.

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

Downloads 1,563 ( 16,642)
Citation 89

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 57 Posted: 14 Mar 2008 Last Revised: 15 Dec 2015
Viral V. Acharya, Viral V. Acharya, Tarun Ramadorai and Lars A. Lochstoer
ProfessorNew York University - Leonard N. Stern School of Business, Imperial College London and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 885 (37,634)
Citation 5

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Corporate Hedging, Commodity Pricing, Default Risk, Incomplete Markets, Limits to Arbitrage

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 51 Posted: 09 Mar 2009 Last Revised: 08 Jan 2013
Viral V. Acharya, Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai
ProfessorNew York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 564 (68,190)
Citation 7

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commodities, hedging, limits to arbitrage, oil and gas, futures

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

NYU Working Paper No. 2451/29543
Number of pages: 57 Posted: 10 Sep 2013
Viral V. Acharya, Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai
ProfessorNew York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 63 (478,143)

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Limits to Arbitrage and Hedging: Evidence from Commodity Markets

NBER Working Paper No. w16875
Number of pages: 57 Posted: 14 Mar 2011 Last Revised: 10 Feb 2022
Viral V. Acharya, Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai
ProfessorNew York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 50 (533,455)
Citation 4

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Limits to Arbitrage and Hedging: Evidence from Commodity Markets

CEPR Discussion Paper No. DP7327
Number of pages: 57 Posted: 15 Jul 2009
Viral V. Acharya, Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai
ProfessorNew York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
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Citation 17
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Commodities, Futures, Hedging, Limits to Arbitrage

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

NYU Working Paper No. 2451/29543, Columbia Business School Research Paper No. 13-48
Posted: 26 Jun 2013
Viral V. Acharya, Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai
ProfessorNew York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London

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7.

The International CAPM Redux

Saïd Business School WP 2014-11
Number of pages: 74 Posted: 09 Nov 2014 Last Revised: 18 Feb 2017
Francesca Brusa, Tarun Ramadorai, Adrien Verdelhan and Adrien Verdelhan
Temple University - Fox School of Business, Imperial College London and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,507 (17,600)
Citation 17

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Equity, Exchange rates, Risk

8.

Change You Can Believe In? Hedge Fund Data Revisions

Downloads 1,407 ( 19,481)
Citation 19

Change You Can Believe In? Hedge Fund Data Revisions

Journal of Finance, Forthcoming
Number of pages: 87 Posted: 30 Sep 2011 Last Revised: 21 Mar 2018
Andrew J. Patton, Tarun Ramadorai and Michael Streatfield
Duke University - Department of Economics, Imperial College London and University of Oxford - Said Business School
Downloads 1,404 (19,179)
Citation 3

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hedge funds, disclosure, asymmetric information, finance regulation, performance

Change You Can Believe in? Hedge Fund Data Revisions

CEPR Discussion Paper No. DP8898
Number of pages: 75 Posted: 04 Apr 2012
Andrew J. Patton, Tarun Ramadorai and Michael Streatfield
Duke University - Department of Economics, Imperial College London and University of Oxford - Said Business School
Downloads 3 (898,222)
Citation 11
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asymmetric information, disclosure, finance regulation, hedge funds, performance

9.

Learning from Noise: Evidence from India’s IPO Lotteries

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 96 Posted: 24 Feb 2015 Last Revised: 08 Sep 2020
Santosh Anagol, Vimal Balasubramaniam and Tarun Ramadorai
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department, Queen Mary University of London and Imperial College London
Downloads 1,319 (21,444)
Citation 15

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investor behavior, experience, investment, learning, lotteries, causal inference, India, noise trading

10.

Levelling the Trading Field

Journal of Financial Markets, Forthcoming
Number of pages: 48 Posted: 05 Feb 2007 Last Revised: 30 Jun 2013
David Easley, Terrence Hendershott and Tarun Ramadorai
Cornell University - Department of Economics, University of California, Berkeley - Haas School of Business and Imperial College London
Downloads 1,271 (22,686)
Citation 3

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market structure, stock exchange, trading volume, transparency, information, latency, technology upgrade

11.

Asset Fire Sales and Purchases and the International Transmission of Funding Shocks

Journal of Finance Forthcoming, AFA 2011 Denver Meetings Paper
Number of pages: 82 Posted: 16 Dec 2009 Last Revised: 19 Sep 2012
Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 1,047 (30,114)
Citation 77

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co-movement, contagion, international finance, mutual funds, asset fire sales

12.

Reference Dependence in the Housing Market

Downloads 1,008 ( 31,770)
Citation 8

Reference Dependence in the Housing Market

Number of pages: 152 Posted: 14 Jun 2019 Last Revised: 18 Apr 2022
Steffen Andersen, Cristian Badarinza, Lu Liu, Julie Marx and Tarun Ramadorai
Copenhagen Business School - Department of Finance, National University of Singapore (NUS), University of Pennsylvania - Finance Department, Copenhagen Business School and Imperial College London
Downloads 1,007 (31,349)
Citation 8

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housing, mortgages, loss aversion, reference dependence, down-payment constraints

Reference Dependence in the Housing Market

CEPR Discussion Paper No. DP14147
Number of pages: 153 Posted: 04 Dec 2019 Last Revised: 29 Mar 2022
Steffen Andersen, Cristian Badarinza, Lu Liu, Julie Marx and Tarun Ramadorai
Copenhagen Business School - Department of Finance, National University of Singapore (NUS), University of Pennsylvania - Finance Department, Copenhagen Business School and Imperial College London
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down-payment constraints, housing, loss aversion, Mortgages, reference dependence

13.

Getting Better or Feeling Better? How Equity Investors Respond to Investment Experiences

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Citation 7

Getting Better or Feeling Better? How Equity Investors Respond to Investment Experiences

Number of pages: 60 Posted: 17 Nov 2012 Last Revised: 05 Dec 2014
John Y. Campbell, Tarun Ramadorai and Benjamin Ranish
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
Downloads 890 (37,361)
Citation 7

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learning, feedback, investing, style-investing, disposition effect, diversification, turnover, India

Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience

NBER Working Paper No. w20000
Number of pages: 64 Posted: 24 Mar 2014 Last Revised: 24 Feb 2022
John Y. Campbell, Tarun Ramadorai and Benjamin Ranish
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
Downloads 39 (589,959)
Citation 1

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Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience

CEPR Discussion Paper No. DP9907
Number of pages: 66 Posted: 02 Jun 2014
John Y. Campbell and Tarun Ramadorai
Harvard University - Department of Economics and Imperial College London
Downloads 1 (929,419)
Citation 1
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disposition effect, diversification, feedback, India, investing, learning, style-investing, turnover

14.

Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market

Downloads 883 ( 38,295)
Citation 53

Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market

American Economic Review, Forthcoming
Number of pages: 67 Posted: 09 Jul 2014 Last Revised: 01 Apr 2020
Steffen Andersen, John Y. Campbell, Kasper Meisner Nielsen and Tarun Ramadorai
Copenhagen Business School - Department of Finance, Harvard University - Department of Economics, Copenhagen Business School - Department of Finance and Imperial College London
Downloads 850 (39,783)
Citation 37

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mortgages, refinancing, time-dependent inaction, state-dependent inaction, household finance, monetary policy, Denmark

Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market

NBER Working Paper No. w21386
Number of pages: 65 Posted: 27 Jul 2015 Last Revised: 09 Jun 2022
Steffen Andersen, John Y. Campbell, Kasper Meisner Nielsen and Tarun Ramadorai
Copenhagen Business School - Department of Finance, Harvard University - Department of Economics, Copenhagen Business School - Department of Finance and Imperial College London
Downloads 33 (625,942)
Citation 18

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Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market

CEPR Discussion Paper No. DP10683
Number of pages: 55 Posted: 08 Jul 2015
Steffen Andersen, John Y. Campbell, Kasper Meisner Nielsen and Tarun Ramadorai
Copenhagen Business School - Department of Finance, Harvard University - Department of Economics, Copenhagen Business School - Department of Finance and Imperial College London
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Citation 1
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Denmark, household finance, inattention, inertia, mortgages, refinancing

15.

The Market for Data Privacy

Downloads 802 ( 43,673)
Citation 3

The Market for Data Privacy

Number of pages: 55 Posted: 23 Mar 2019 Last Revised: 29 Mar 2021
Tarun Ramadorai, Antoine Uettwiller and Ansgar Walther
Imperial College London, Imperial College Business School and Imperial College London
Downloads 799 (43,271)
Citation 3

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privacy, data markets, web tracking, third-party sharing

The Market for Data Privacy

CEPR Discussion Paper No. DP13588
Number of pages: 62 Posted: 18 Mar 2019
Tarun Ramadorai, Ansgar Walther and Antoine Uettwiller
Imperial College London, Imperial College London and Imperial College Business School
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data markets, privacy, third-party sharing, web tracking

16.

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Downloads 788 ( 44,693)
Citation 12

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Number of pages: 123 Posted: 18 Mar 2015 Last Revised: 01 Jul 2019
Tania Babina, Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Columbia University - Columbia Business School, Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 788 (44,085)
Citation 14

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Taxes, government debt, municipal bonds, segmentation, ownership, clientele effects, public finance, political risk

Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

CEPR Discussion Paper No. DP10971
Number of pages: 52 Posted: 09 Dec 2015
Tania Babina, Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Columbia University - Columbia Business School, Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
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Citation 1
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clientele effects, fire sales, government debt, municipal bonds, ownership segmentation, public finance, Taxes

17.

Currency Returns, Institutional Investor Flows and Exchange Rate Fundamentals

Downloads 788 ( 44,693)
Citation 8

Currency Returns, Institutional Investor Flows and Exchange Rate Fundamentals

Harvard NOM Working Paper No. 02-21, HBS Finance Working Paper No. 03-008
Number of pages: 50 Posted: 25 Jul 2002
Kenneth Froot and Tarun Ramadorai
Harvard University Graduate School of Business and Imperial College London
Downloads 685 (53,170)

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Foreign Exchange Rates, Expected Returns, Institutions, Investor Behavior, Order Flow, Overreaction, Underreaction

Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals

NBER Working Paper No. w9080
Number of pages: 49 Posted: 15 Aug 2002 Last Revised: 25 Apr 2021
Kenneth Froot and Tarun Ramadorai
Harvard University Graduate School of Business and Imperial College London
Downloads 69 (455,952)

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Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals

NBER Working Paper No. w9101
Number of pages: 49 Posted: 15 May 2012 Last Revised: 16 May 2021
Kenneth Froot and Tarun Ramadorai
Harvard University Graduate School of Business and Imperial College London
Downloads 34 (619,487)
Citation 1

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18.

The Impact of Hedge Funds on Asset Markets

Downloads 747 ( 48,000)
Citation 5

The Impact of Hedge Funds on Asset Markets

Number of pages: 60 Posted: 27 Jun 2013 Last Revised: 09 Mar 2016
Mathias S. Kruttli, Andrew J. Patton and Tarun Ramadorai
Board of Governors of the Federal Reserve System, Duke University - Department of Economics and Imperial College London
Downloads 747 (47,366)
Citation 3

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hedge funds, liquidity, return predictability, equities, bonds, currencies.

The Impact of Hedge Funds on Asset Markets

CEPR Discussion Paper No. DP10151
Number of pages: 66 Posted: 25 Sep 2014
Mathias S. Kruttli, Andrew J. Patton and Tarun Ramadorai
Board of Governors of the Federal Reserve System, Duke University - Department of Economics and Imperial College London
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bonds, currencies, equities, hedge funds, liquidity, return predictability

19.

Caught on Tape: Predicting Institutional Ownership with Order Flow

Number of pages: 50 Posted: 25 Mar 2004
John Y. Campbell, Tuomo Vuolteenaho and Tarun Ramadorai
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
Downloads 686 (53,767)
Citation 10

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institutions, individuals, trading behavior, execution

20.

The Information Content of International Portfolio Flows

Downloads 682 ( 54,181)
Citation 3

The Information Content of International Portfolio Flows

EFMA 2001 Lugano Meetings, HBS Finance Working Paper No. 03-006
Number of pages: 42 Posted: 19 Apr 2001
Kenneth Froot and Tarun Ramadorai
Harvard University Graduate School of Business and Imperial College London
Downloads 626 (59,679)
Citation 4

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International investment, investor behavior, portfolio investment, portfolio flows

The Information Content of International Portfolio Flows

NBER Working Paper No. w8472
Number of pages: 44 Posted: 17 Sep 2001 Last Revised: 25 Feb 2022
Kenneth Froot and Tarun Ramadorai
Harvard University Graduate School of Business and Imperial College London
Downloads 56 (506,571)

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21.

The Household Finance Landscape in Emerging Economies

Downloads 680 ( 54,391)
Citation 7

The Household Finance Landscape in Emerging Economies

WBS Finance Group Research Paper No. 257
Number of pages: 40 Posted: 19 Nov 2018 Last Revised: 26 Dec 2019
Cristian Badarinza, Vimal Balasubramaniam and Tarun Ramadorai
National University of Singapore (NUS), Queen Mary University of London and Imperial College London
Downloads 679 (53,764)
Citation 1

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household finance, real estate, development, credit, insurance, emerging economies

The Household Finance Landscape in Emerging Economies

CEPR Discussion Paper No. DP13318
Number of pages: 41 Posted: 19 Nov 2018
Cristian Badarinza, Tarun Ramadorai and Vimal Balasubramaniam
National University of Singapore (NUS), Imperial College London and University of Warwick
Downloads 1 (929,419)
Citation 7
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credit, Development, emerging economies, household finance, Insurance, real estate

22.

Endowment Effects in the Field: Evidence from India's IPO Lotteries

Downloads 619 ( 61,301)
Citation 23

Endowment Effects in the Field: Evidence from India's IPO Lotteries

Number of pages: 131 Posted: 13 Dec 2015 Last Revised: 02 Nov 2017
Santosh Anagol, Vimal Balasubramaniam and Tarun Ramadorai
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department, Queen Mary University of London and Imperial College London
Downloads 619 (60,566)
Citation 5

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endowment effect, exchange asymmetry, reference dependence, loss aversion, salience, inattention, lotteries, causal inference, India

Endowment Effects in the Field: Evidence from India's IPO Lotteries

CEPR Discussion Paper No. DP11328
Number of pages: 143 Posted: 20 Jun 2016
Santosh Anagol, Vimal Balasubramaniam and Tarun Ramadorai
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department, University of Oxford and Imperial College London
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Citation 14
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causal inference, endowment effect, exchange asymmetry, inattention, India, loss aversion, lotteries, reference dependence, salience

23.

The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium

Downloads 618 ( 61,412)
Citation 14

The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 18 Mar 2008 Last Revised: 29 Jun 2011
Tarun Ramadorai
Imperial College London
Downloads 614 (61,201)
Citation 16

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hedge funds, mutual funds, closed-end fund discount, liquidity, alpha

The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium

CEPR Discussion Paper No. DP6877
Number of pages: 61 Posted: 20 Aug 2008
Tarun Ramadorai
Imperial College London
Downloads 4 (885,318)
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alpha, closed-end funds, hedge funds, liquidity, secondary market

24.

International Comparative Household Finance

Downloads 604 ( 63,224)
Citation 34

International Comparative Household Finance

Number of pages: 40 Posted: 17 Aug 2015 Last Revised: 01 Mar 2016
Cristian Badarinza, John Y. Campbell and Tarun Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
Downloads 542 (71,696)
Citation 1

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household finance, household balance sheet, pension finance, risky investments, mortgage debt, international comparisons

International Comparative Household Finance

NBER Working Paper No. w22066
Number of pages: 41 Posted: 07 Mar 2016 Last Revised: 18 Apr 2021
Cristian Badarinza, John Y. Campbell and Tarun Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
Downloads 62 (482,037)
Citation 19

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International Comparative Household Finance

Annual Review of Economics, Vol. 8, pp. 111-144, 2016
Posted: 18 Nov 2016
Cristian Badarinza, John Y. Campbell and Tarun Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London

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25.

On the High-Frequency Dynamics of Hedge Fund Risk Exposures

Downloads 569 ( 68,236)
Citation 49

On the High-Frequency Dynamics of Hedge Fund Risk Exposures

Number of pages: 62 Posted: 29 Jun 2011 Last Revised: 15 Jan 2014
Andrew J. Patton and Tarun Ramadorai
Duke University - Department of Economics and Imperial College London
Downloads 567 (67,750)
Citation 12

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beta, time-varying risk, performance evaluation, window-dressing, hedge funds, mutual funds

On the High-Frequency Dynamics of Hedge Fund Risk Exposures

CEPR Discussion Paper No. DP8479
Number of pages: 49 Posted: 20 Jul 2011
Andrew J. Patton and Tarun Ramadorai
Duke University - Department of Economics and Imperial College London
Downloads 2 (912,865)
Citation 25
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beta, hedge funds, mutual funds, performance evaluation, time-varying risk, window-dressing

26.

Climate Regulation and Emissions Abatement: Theory and Evidence from Firms’ Disclosures

European Corporate Governance Institute – Finance Working Paper No. 730/2021
Number of pages: 84 Posted: 24 Oct 2019 Last Revised: 19 Feb 2021
Tarun Ramadorai and Federica Zeni
Imperial College London and Imperial College London
Downloads 567 (68,523)
Citation 2

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climate change, climate regulation, carbon emissions, dynamic models, information asymmetry, reputation, abatement

27.

The Indian Household Finance Landscape

Number of pages: 54 Posted: 15 Feb 2017
Cristian Badarinza, Vimal Balasubramaniam and Tarun Ramadorai
National University of Singapore (NUS), Queen Mary University of London and Imperial College London
Downloads 565 (68,820)
Citation 9

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India, savings, households, inflation, experience, gold, real estate

28.

Gravity, Counterparties, and Foreign Investment

Downloads 557 ( 70,068)
Citation 6

Gravity, Counterparties, and Foreign Investment

Number of pages: 81 Posted: 15 Mar 2018 Last Revised: 20 Jul 2021
Cristian Badarinza, Tarun Ramadorai, Chihiro Shimizu and Chihiro Shimizu
National University of Singapore (NUS), Imperial College London and The University of TokyoNihon University
Downloads 557 (69,279)
Citation 5

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Gravity, Foreign investment, Commercial real estate, Investment frictions, Trust, Matching, Cross-border flows

Gravity, Counterparties, and Foreign Investment

CEPR Discussion Paper No. DP13491
Number of pages: 79 Posted: 28 Jan 2019
Cristian Badarinza, Tarun Ramadorai, Chihiro Shimizu and Chihiro Shimizu
National University of Singapore (NUS), Imperial College London and The University of TokyoNihon University
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Citation 3
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Commercial real estate, Cross-border flows, Foreign investment, Gravity, Matching, Trust

29.

Trade Credit and Cross-Country Predictable Firm Returns

Downloads 531 ( 74,378)
Citation 7

Trade Credit and Cross-Country Predictable Firm Returns

Journal of Financial Economics Vol. 115, 592-613, 2015.
Number of pages: 46 Posted: 23 Jan 2011 Last Revised: 20 Aug 2015
Rui A. Albuquerque, Tarun Ramadorai and Sumudu W. Watugala
Boston College, Carroll School of Management, Imperial College London and Indiana University - Kelley School of Business - Department of Finance
Downloads 526 (74,457)
Citation 6

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international equity markets, trade credit, information asymmetry, customer-supplier relations, predictability

Trade Credit and International Return Comovement

CEPR Discussion Paper No. DP8222
Number of pages: 47 Posted: 09 Feb 2011
Rui A. Albuquerque, Tarun Ramadorai and Sumudu W. Watugala
Boston College, Carroll School of Management, Imperial College London and Indiana University - Kelley School of Business - Department of Finance
Downloads 5 (873,184)
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asymmetric information, international stock return comovement, rebalancing trades, trade credit

30.

Who Owns What? A Factor Model for Direct Stockholding

Downloads 506 ( 78,916)
Citation 5

Who Owns What? A Factor Model for Direct Stockholding

Number of pages: 81 Posted: 02 Mar 2021 Last Revised: 19 Jul 2021
Vimal Balasubramaniam, John Y. Campbell, Tarun Ramadorai and Benjamin Ranish
Queen Mary University of London, Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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Citation 5

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stockholding, factor models, coholdings, portfolio construction, diversification, retail investors

Who Owns What? A Factor Model for Direct Stockholding

CEPR Discussion Paper No. DP16378
Number of pages: 84 Posted: 22 Sep 2021
Vimal Balasubramaniam, John Y. Campbell, Tarun Ramadorai and Benjamin Ranish
Queen Mary University of London, Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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coholdings, Diversification, factor models, portfolio construction, Retail investors, Stockholding

31.

Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements

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Citation 102

Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements

Number of pages: 65 Posted: 05 Jul 2007
John Y. Campbell, Tarun Ramadorai and Allie Schwartz
Harvard University - Department of Economics, Imperial College London and Harvard University
Downloads 455 (88,833)
Citation 13

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institutions, trading, liquidity, earnings announcements, post-earnings-announcement-drift.

Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements

CEPR Discussion Paper No. DP6390
Number of pages: 67 Posted: 29 May 2008
John Y. Campbell, Tarun Ramadorai and Allie Schwartz
Harvard University - Department of Economics, Imperial College London and Harvard University
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Citation 21
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Earnings announcements, institutions, liquidity, post-earnings-announcement-drift, trading

32.

Capacity Constraints, Investor Information, and Hedge Fund Returns

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Citation 16

Capacity Constraints, Investor Information, and Hedge Fund Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 41 Posted: 22 Dec 2009 Last Revised: 30 Jun 2011
Tarun Ramadorai
Imperial College London
Downloads 407 (101,118)

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hedge funds, capacity constraints, information, flows

Investor Interest and Hedge Fund Returns

CEPR Discussion Paper No. DP8092
Number of pages: 43 Posted: 29 Nov 2010
Tarun Ramadorai
Imperial College London
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capacity constraints, flows, hedge funds, information

33.

What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages

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Citation 24

What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages

Number of pages: 33 Posted: 04 Jun 2013 Last Revised: 03 Aug 2016
Cristian Badarinza, John Y. Campbell and Tarun Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
Downloads 370 (112,880)
Citation 1

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mortgage choice, interest rate, adjustable-rate, fixed-rate, household finance, international

What Calls to Arms? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages

NBER Working Paper No. w20408
Number of pages: 39 Posted: 25 Aug 2014 Last Revised: 07 Apr 2022
Cristian Badarinza, John Y. Campbell and Tarun Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
Downloads 14 (778,534)
Citation 1

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What Calls to Arms? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages

CEPR Discussion Paper No. DP10117
Number of pages: 36 Posted: 30 Sep 2014
Cristian Badarinza, John Y. Campbell and Tarun Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
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Citation 10
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adjustable-rate, fixed-rate, household finance, interest rate, international, mortgage choice

34.

How Do Foreign Investors Impact Domestic Economic Activity? Evidence from China and India

UNC Kenan-Flagler Research Paper No. 2013-21
Number of pages: 49 Posted: 17 Nov 2012 Last Revised: 11 Sep 2013
Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 338 (125,687)

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capital flows, forced trading, fire sales, mutual funds, liquidity, investment, growth

35.

Do the Rich Get Richer in the Stock Market? Evidence from India

Downloads 334 (127,303)
Citation 14

Do the Rich Get Richer in the Stock Market? Evidence from India

Number of pages: 26 Posted: 20 Mar 2018 Last Revised: 16 Aug 2018
John Y. Campbell, Tarun Ramadorai and Benjamin Ranish
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
Downloads 317 (133,665)
Citation 3

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inequality, diversification, stock investment, India

Do the Rich Get Richer in the Stock Market? Evidence from India

NBER Working Paper No. w24898
Number of pages: 26 Posted: 22 Aug 2018 Last Revised: 14 Jul 2022
John Y. Campbell, Tarun Ramadorai and Benjamin Ranish
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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Do the Rich Get Richer in the Stock Market? Evidence from India

CEPR Discussion Paper No. DP13116
Number of pages: 29 Posted: 21 Aug 2018
John Y. Campbell, Tarun Ramadorai and Benjamin Ranish
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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Citation 11
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Diversification, equities, India, Wealth Inequality

36.

Money for Nothing? Understanding Variation in Reported Hedge Fund Fees

Paris December 2012 Finance Meeting EUROFIDAI-AFFI Paper
Number of pages: 49 Posted: 31 Mar 2011 Last Revised: 17 Oct 2012
Tarun Ramadorai and Michael Streatfield
Imperial College London and University of Oxford - Said Business School
Downloads 315 (135,306)
Citation 7

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hedge funds, fees, performance, management company, fund family

37.

Long-Run Discounting: Evidence from the UK Leasehold Valuation Tribunal

Number of pages: 24 Posted: 23 Mar 2014 Last Revised: 03 Aug 2018
Cristian Badarinza and Tarun Ramadorai
National University of Singapore (NUS) and Imperial College London
Downloads 311 (137,153)
Citation 7

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long-run discount rates, climate change, real estate, asset pricing

38.

On the Dynamics of Hedge Fund Risk Exposures

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Citation 7

On the Dynamics of Hedge Fund Risk Exposures

Number of pages: 50 Posted: 22 Mar 2010 Last Revised: 29 Jun 2011
Andrew J. Patton and Tarun Ramadorai
Duke University - Department of Economics and Imperial College London
Downloads 301 (141,259)
Citation 11

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hedge funds, beta, time-varying risk, performance evaluation

On the Dynamics of Hedge Fund Risk Exposures

CEPR Discussion Paper No. DP7780
Number of pages: 52 Posted: 19 May 2010
Andrew J. Patton and Tarun Ramadorai
Duke University - Department of Economics and Imperial College London
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beta, performance evaluation, structural breaks, time-varying risk

39.

Caught on Tape: Institutional Order Flow and Stock Returns

Harvard Institute of Economic Research Discussion Paper No. 2080
Number of pages: 47 Posted: 28 Jul 2005
John Y. Campbell, Tarun Ramadorai and Tuomo Vuolteenaho
Harvard University - Department of Economics, Imperial College London and Arrowstreet Capital, LP
Downloads 297 (143,923)
Citation 1

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40.

Does One Size Fit All? The Consequences of Switching Markets with Different Regulatory Standards

Downloads 282 (151,852)
Citation 9

Does One Size Fit All? The Consequences of Switching Markets with Different Regulatory Standards

AFA 2008 New Orleans Meetings Paper, ECGI - Finance Working Paper No. 212/2008
Number of pages: 52 Posted: 21 Mar 2007 Last Revised: 16 Mar 2009
Tim Jenkinson and Tarun Ramadorai
University of Oxford - Said Business School and Imperial College London
Downloads 280 (152,192)
Citation 7

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stock markets, listing, regulation, switching

Does One Size Fit All? The Consequences of Switching Markets with Different Regulatory Standards

European Financial Management, Vol. 19, Issue 5, pp. 852-886, 2013
Number of pages: 35 Posted: 11 Oct 2013
Tim Jenkinson and Tarun Ramadorai
University of Oxford - Said Business School and Imperial College London
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Citation 2

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stock markets, listing, regulation, switching

41.

The Impact of Regulation on Mortgage Risk: Evidence from India

Downloads 279 (153,441)
Citation 9

The Impact of Regulation on Mortgage Risk: Evidence from India

Number of pages: 52 Posted: 02 Jul 2012 Last Revised: 11 Sep 2014
John Y. Campbell, Tarun Ramadorai and Benjamin Ranish
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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mortgage finance, regulation, regression discontinuity, delinquencies, India

How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market

CEPR Discussion Paper No. DP9136
Number of pages: 50 Posted: 28 Sep 2012
John Y. Campbell, Tarun Ramadorai and Benjamin Ranish
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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delinquencies, emerging markets, India, mortgage finance, regulation

42.

A Bad Bunch: Asset Value Under-Reporting in the Mumbai Real Estate Market

Number of pages: 76 Posted: 04 Apr 2022 Last Revised: 18 May 2022
Santosh Anagol, Vimal Balasubramaniam, Tarun Ramadorai and Antoine Uettwiller
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department, Queen Mary University of London, Imperial College London and Imperial College Business School
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real estate, under-reporting, tax evasion, mortgages, bunching

43.

Privacy, Adoption, and Truthful Reporting: A Simple Theory of Contact Tracing Applications

Economics Letters, Forthcoming
Number of pages: 13 Posted: 12 Sep 2020 Last Revised: 24 Nov 2020
Yves-Alexandre de Montjoye, Tarun Ramadorai, Tommaso M. Valletti and Ansgar Walther
Imperial College London - Department of Computing, Imperial College London, Imperial College Business School and Imperial College London
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pandemic, COVID-19, coronavirus, contact tracing, privacy, truthful reporting, public health

44.

Refinancing Cross-Subsidies in the Mortgage Market

Number of pages: 75 Posted: 18 Nov 2021 Last Revised: 15 Jul 2022
Jack Fisher, Alessandro Gavazza, Lu Liu, Tarun Ramadorai and Jagdish Tripathy
Independent, London School of Economics & Political Science (LSE) - Department of Economics, University of Pennsylvania - Finance Department, Imperial College London and Bank of England
Downloads 121 (317,999)

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Mortgages, refinancing, cross-subsidies, wealth inequality, household inaction, household finance, inertia

45.

Caught on Tape: Institutional Order Flow and Stock Returns

NBER Working Paper No. w11439
Number of pages: 46 Posted: 12 Jul 2005 Last Revised: 04 Apr 2022
John Y. Campbell, Tuomo Vuolteenaho and Tarun Ramadorai
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
Downloads 79 (418,027)

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46.

Capacity Constraints and Hedge Fund Strategy Returns

European Financial Management, Vol. 13, No. 2, pp. 239-256, March 2007
Number of pages: 18 Posted: 04 Mar 2007
Narayan Y. Naik, Tarun Ramadorai and Maria Strömqvist
London Business School - Institute of Finance and Accounting, Imperial College London and Brummer & Partners
Downloads 32 (616,748)
Citation 3

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47.

How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market

NBER Working Paper No. w18394
Number of pages: 31 Posted: 15 Sep 2012 Last Revised: 06 Apr 2022
John Y. Campbell, Tarun Ramadorai and Benjamin Ranish
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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48.

Persistence, Performance and Prices in Foreign Exchange Markets

CEPR Discussion Paper No. 5861
Number of pages: 35 Posted: 20 Dec 2006
Tarun Ramadorai
Imperial College London
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Foreign exchange, performance, microstructure, order flow

49.

Diffuse Bunching with Lumpy Incomes: Theory and Estimation

Number of pages: 66 Posted: 12 Jul 2022
Santosh Anagol, Allan Davids, Benjamin B Lockwood and Tarun Ramadorai
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department, University of Cape Town (UCT), University of Pennsylvania - The Wharton School and Imperial College London
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diffuse bunching, lumpy incomes, elasticity of taxable income, tax, small business, South Africa

50.

Asset Fire Sales and Purchases and the International Transmission of Financial Shocks

CEPR Discussion Paper No. DP7595
Number of pages: 57 Posted: 11 Jan 2010
Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 8 (808,806)
Citation 1
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co-movement, contagion, hedge funds, international finance, mutual funds

51.

Who Owns What? A Factor Model for Direct Stock Holding

NBER Working Paper No. w29065
Number of pages: 52 Posted: 26 Jul 2021 Last Revised: 02 Jun 2022
Vimal Balasubramaniam, John Y. Campbell, Tarun Ramadorai and Benjamin Ranish
Queen Mary University of London, Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
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52.

Climate Regulation and Emissions Abatement: Theory and Evidence from Firms' Disclosures

CEPR Discussion Paper No. DP14155
Number of pages: 75 Posted: 04 Dec 2019 Last Revised: 16 Aug 2020
Tarun Ramadorai and Federica Zeni
Imperial College London and Imperial College Business School
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abatement, Carbon Emissions, climate change, climate regulation, Dynamic Models, information asymmetry, reputation

53.

Home Away from Home? Safe Haven Effects and London House Prices

CEPR Discussion Paper No. DP9786
Number of pages: 57 Posted: 02 Jun 2014
Cristian Badarinza and Tarun Ramadorai
National University of Singapore (NUS) and Imperial College London
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economic risk, hedonic pricing, house prices, London, political risk, safe-haven

54.

Learning from Noise: Evidence from India's IPO Lotteries

CEPR Discussion Paper No. DP13314
Number of pages: 68 Posted: 19 Nov 2018
Tarun Ramadorai, Vimal Balasubramaniam and Santosh Anagol
Imperial College London, University of Warwick and University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department
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Citation 2
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causal inference, experience, India, investment, learning, lotteries

55.

The Household Finance Landscape in Emerging Economies

Annual Review of Financial Economics, Vol. 11, pp. 109-129, 2019
Posted: 12 Jan 2020
C. Badarinza, Vimal Balasubramaniam and Tarun Ramadorai
National University of Singapore (NUS) - Department of Real Estate, Queen Mary University of London and Imperial College London

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56.

Institutional Portfolio Flows and International Investments

Review of Financial Studies, Vol. 21, Issue 2, pp. 937-971, 2008
Posted: 26 Jun 2008
Kenneth Froot and Tarun Ramadorai
Harvard University Graduate School of Business and Imperial College London

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G15, F21, G11