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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48,993

SSRN CITATIONS
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SSRN RANKINGS

Top 330

in Total Papers Citations

2,049

CROSSREF CITATIONS

1,220

Scholarly Papers (56)

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1.

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Downloads 6,958 ( 1,752)
Citation 132

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
École Polytechnique Fédérale de Lausanne, Yale School of Management, Imperial College London and Imperial College London
Downloads 6,954 (1,732)
Citation 160

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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
École Polytechnique Fédérale de Lausanne, Yale School of Management, Imperial College London and Imperial College London
Downloads 4 (1,040,593)
Citation 2
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credit access, Machine Learning, Mortgages, statistical discrimination

2.

Hedge Funds: Performance, Risk, and Capital Formation

Downloads 5,956 ( 2,249)
Citation 280

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 5,901 (2,259)
Citation 10

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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 (623,090)
Citation 83
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Hedge funds, performance, alpha, factor models, flow, funds-of-hedge funds

3.

Household Finance

Downloads 3,145 ( 6,670)
Citation 79

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 3,139 (6,575)
Citation 46

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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 (1,023,112)
Citation 39
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household finance

4.

Volatility Risk Premia and Exchange Rate Predictability

Downloads 2,381 (10,267)
Citation 54

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 2,381 (10,075)
Citation 13

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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 28
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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 1,997 (13,642)
Citation 50

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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 1,699 (17,596)
Citation 100

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
New York University (NYU) - Leonard N. Stern School of Business, Imperial College London and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 921 (42,507)
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
New York University (NYU) - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 610 (73,581)
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
New York University (NYU) - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 88 (479,084)
Citation 1

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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 2023
Viral V. Acharya, Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai
New York University (NYU) - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 79 (512,038)
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
New York University (NYU) - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 1 (1,066,043)
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
New York University (NYU) - 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 1,597 (19,325)
Citation 16

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Equity, Exchange rates, Risk

8.

Reference Dependence in the Housing Market

Downloads 1,564 (19,931)
Citation 25

Reference Dependence in the Housing Market

Number of pages: 149 Posted: 14 Jun 2019 Last Revised: 01 Sep 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 1,563 (19,613)
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

9.

Change You Can Believe In? Hedge Fund Data Revisions

Downloads 1,432 (22,856)
Citation 26

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 1,429 (22,511)
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 (1,048,780)
Citation 11
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asymmetric information, disclosure, finance regulation, hedge funds, performance

10.

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 1,409 (23,368)
Citation 15

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

11.

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 1,293 (26,518)
Citation 3

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

12.

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 1,095 (33,745)
Citation 115

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

13.

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

Downloads 989 (39,006)
Citation 6

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 927 (42,118)
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 2023
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 61 (591,655)
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
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Citation 1
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disposition effect, diversification, feedback, India, investing, learning, style-investing, turnover

14.

The Market for Data Privacy

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Citation 3

The Market for Data Privacy

Number of pages: 67 Posted: 23 Mar 2019 Last Revised: 14 Dec 2022
Tarun Ramadorai, Antoine Uettwiller and Ansgar Walther
Imperial College London, Imperial College Business School and Imperial College London
Downloads 966 (39,695)
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
Downloads 3 (1,048,780)
Citation 1
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data markets, privacy, third-party sharing, web tracking

15.

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

Downloads 949 (41,378)
Citation 85

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 907 (43,375)
Citation 26

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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 2023
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 42 (702,205)
Citation 67

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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

16.

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

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Citation 40

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 917 (42,775)
Citation 39

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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
Downloads 0
Citation 1
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clientele effects, fire sales, government debt, municipal bonds, ownership segmentation, public finance, Taxes

17.

The Household Finance Landscape in Emerging Economies

Downloads 905 (44,151)
Citation 12

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 904 (43,592)
Citation 2

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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 (1,066,043)
Citation 14
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credit, Development, emerging economies, household finance, Insurance, real estate

18.

Currency Returns, Institutional Investor Flows and Exchange Rate Fundamentals

Downloads 821 (50,553)
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 698 (61,890)

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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: 26 Oct 2022
Kenneth Froot and Tarun Ramadorai
Harvard University Graduate School of Business and Imperial College London
Downloads 81 (504,434)

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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: 14 Nov 2022
Kenneth Froot and Tarun Ramadorai
Harvard University Graduate School of Business and Imperial College London
Downloads 42 (702,205)
Citation 1

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19.

The Impact of Hedge Funds on Asset Markets

Downloads 769 (55,128)
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
Kelley Business School - Indiana University, Duke University - Department of Economics and Imperial College London
Downloads 769 (54,350)
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
Kelley Business School - Indiana University, Duke University - Department of Economics and Imperial College London
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bonds, currencies, equities, hedge funds, liquidity, return predictability

20.

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 720 (60,233)
Citation 10

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institutions, individuals, trading behavior, execution

21.

The Information Content of International Portfolio Flows

Downloads 707 (61,721)
Citation 4

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 638 (69,511)
Citation 5

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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: 27 Aug 2022
Kenneth Froot and Tarun Ramadorai
Harvard University Graduate School of Business and Imperial College London
Downloads 69 (553,985)

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22.

Who Owns What? A Factor Model for Direct Stockholding

Downloads 702 (62,273)
Citation 7

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
Downloads 702 (61,393)
Citation 2

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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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Citation 4
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coholdings, Diversification, factor models, portfolio construction, Retail investors, Stockholding

23.

International Comparative Household Finance

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Citation 50

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 602 (74,785)
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: 17 Apr 2023
Cristian Badarinza, John Y. Campbell and Tarun Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
Downloads 88 (479,084)
Citation 38

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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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24.

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

Downloads 676 (65,414)
Citation 27

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 676 (64,513)
Citation 6

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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

25.

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 664 (66,889)
Citation 9

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

26.

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

Downloads 634 (70,984)
Citation 17

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 630 (70,619)
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 (1,040,593)
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alpha, closed-end funds, hedge funds, liquidity, secondary market

27.

Gravity, Counterparties, and Foreign Investment

Downloads 624 (72,381)
Citation 12

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 624 (71,440)
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

28.

On the High-Frequency Dynamics of Hedge Fund Risk Exposures

Downloads 605 (75,217)
Citation 62

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 603 (74,607)
Citation 11

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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
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Citation 25
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beta, hedge funds, mutual funds, performance evaluation, time-varying risk, window-dressing

29.

Trade Credit and Cross-Country Predictable Firm Returns

Downloads 574 (80,329)
Citation 15

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 569 (80,258)
Citation 14

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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
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asymmetric information, international stock return comovement, rebalancing trades, trade credit

30.

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

Downloads 483 (99,446)
Citation 129

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 480 (99,188)
Citation 10

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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

31.

Refinancing Cross-Subsidies in the Mortgage Market

Number of pages: 82 Posted: 18 Nov 2021 Last Revised: 25 Apr 2023
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
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Citation 2

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

32.

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

Downloads 437 (111,887)
Citation 25

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 408 (120,028)
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 2023
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 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

33.

Capacity Constraints, Investor Information, and Hedge Fund Returns

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Citation 27

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 423 (115,022)
Citation 11

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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

34.

Algorithm Aversion: Theory and Evidence from Robo-Advice

Number of pages: 43 Posted: 24 Dec 2022 Last Revised: 03 Apr 2023
Fiona Greig, Tarun Ramadorai, Alberto G. Rossi, Stephen P. Utkus and Ansgar Walther
Vanguard, Imperial College London, Georgetown University, University of Pennsylvania and Imperial College London
Downloads 387 (129,508)

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FinTech, Portfolio Choice, Behavioral Finance, Individual Investors, Technology Adoption, Structural Estimation, Algorithmic Aversion, Roboadvising

35.

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

Downloads 362 (138,808)
Citation 29

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 340 (147,460)
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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 2023
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 30
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Diversification, equities, India, Wealth Inequality

36.

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 357 (140,918)
Citation 8

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

37.

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 357 (140,918)

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

38.

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

39.

On the Dynamics of Hedge Fund Risk Exposures

Downloads 329 (153,741)
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 319 (157,940)
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

40.

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
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41.

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
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Citation 8

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stock markets, listing, regulation, switching

42.

The Impact of Regulation on Mortgage Risk: Evidence from India

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Citation 14

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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Citation 9

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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

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.

Diffuse Bunching with Frictions: Theory and Estimation

Number of pages: 72 Posted: 12 Jul 2022 Last Revised: 13 Oct 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
Downloads 125 (372,422)
Citation 1

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diffuse bunching, sparsity, lumpy adjustment, optimization frictions, elasticity of taxable income, tax, small business, South Africa

45.

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

Number of pages: 98 Posted: 04 Apr 2022 Last Revised: 07 Jun 2023
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

46.

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

Number of pages: 74 Posted: 24 Oct 2019 Last Revised: 08 Jun 2023
Tarun Ramadorai and Federica Zeni
Imperial College London and World Bank
Downloads 104 (425,454)
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climate change, climate regulation, carbon emissions, dynamic models, belief heterogeneity, reputation, abatement

47.

Caught on Tape: Institutional Order Flow and Stock Returns

NBER Working Paper No. w11439
Number of pages: 46 Posted: 12 Jul 2005 Last Revised: 05 Oct 2022
John Y. Campbell, Tuomo Vuolteenaho and Tarun Ramadorai
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
Downloads 97 (446,234)

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48.

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 2023
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 48 (649,790)

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49.

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

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
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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: 12 Jun 2023
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 World Bank
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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 Departmen