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

50

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32,963

SSRN CITATIONS
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SSRN RANKINGS

Top 433

in Total Papers Citations

765

CROSSREF CITATIONS

1,220

Scholarly Papers (50)

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1.

Hedge Funds: Performance, Risk, and Capital Formation

Downloads 5,817 ( 1,306)
Citation 231

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 5,763 (1,309)
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 54 (414,105)
Citation 81
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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 2,655 ( 5,057)
Citation 46

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Number of pages: 86 Posted: 17 Nov 2017 Last Revised: 12 Mar 2020
Andreas Fuster, Paul Goldsmith-Pinkham, Tarun Ramadorai and Ansgar Walther
Swiss National Bank - Financial Stability, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and University of Warwick - Warwick Business School
Downloads 2,653 (4,972)
Citation 53

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machine learning, credit, mortgages, disparate impact

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 Goldsmith-Pinkham, Tarun Ramadorai and Ansgar Walther
Swiss National Bank - Financial Stability, Federal Reserve Banks - Federal Reserve Bank of New York, Imperial College London and University of Warwick - Warwick Business School
Downloads 2 (727,941)
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credit access, Machine Learning, Mortgages, statistical discrimination

3.

Volatility Risk Premia and Exchange Rate Predictability

Downloads 1,877 ( 9,074)
Citation 29

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 1,877 (8,889)
Citation 8

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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 5
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Exchange Rate, Hedgers, Order Flow, Predictability, Speculators, Volatility Risk Premium

4.

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 1,745 (10,209)
Citation 27

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

5.

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

Downloads 1,473 ( 13,346)
Citation 78

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, Tarun Ramadorai and Lars A. Lochstoer
New York University - Leonard N. Stern School of Business, Imperial College London and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 851 (29,787)
Citation 4

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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, Lars A. Lochstoer and Tarun Ramadorai
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 527 (56,596)
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, Lars A. Lochstoer and Tarun Ramadorai
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 58 (399,935)

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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
Viral V. Acharya, Lars A. Lochstoer and Tarun Ramadorai
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 36 (489,629)

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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, Lars A. Lochstoer and Tarun Ramadorai
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London
Downloads 1 (742,116)
Citation 16
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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, Lars A. Lochstoer and Tarun Ramadorai
New 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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6.

Change You Can Believe In? Hedge Fund Data Revisions

Downloads 1,381 ( 14,791)
Citation 18

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 1,378 (14,536)
Citation 4

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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 (716,422)
Citation 10
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asymmetric information, disclosure, finance regulation, hedge funds, performance

7.

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 1,251 (17,168)
Citation 3

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

8.

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 and Adrien Verdelhan
Temple University - Fox School of Business, Imperial College London and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,102 (20,806)
Citation 12

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Equity, Exchange rates, Risk

9.

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
Independent, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 954 (25,655)
Citation 62

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

10.

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

Downloads 874 ( 29,094)
Citation 5

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 860 (29,353)
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
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 14 (629,436)

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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

11.

Learning from Noise: Evidence from India’s IPO Lotteries

Number of pages: 96 Posted: 24 Feb 2015 Last Revised: 19 Jun 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 855 (30,098)
Citation 13

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

12.

Currency Returns, Institutional Investor Flows and Exchange Rate Fundamentals

Downloads 758 ( 35,493)
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
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 673 (41,084)

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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: 27 Oct 2009
Kenneth Froot and Tarun Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 56 (407,053)

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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
Kenneth Froot and Tarun Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 29 (526,866)
Citation 1

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13.

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

Downloads 728 ( 37,485)
Citation 36

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 708 (38,353)
Citation 32

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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
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 20 (585,994)
Citation 3

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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

14.

The Impact of Hedge Funds on Asset Markets

Downloads 724 ( 37,752)
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 724 (37,197)
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

15.

The Information Content of International Portfolio Flows

Downloads 661 ( 42,675)
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
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 609 (46,937)
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: 24 Oct 2010
Kenneth Froot and Tarun Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 52 (421,483)

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16.

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 654 (43,322)
Citation 10

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institutions, individuals, trading behavior, execution

17.

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Downloads 614 ( 47,046)
Citation 10

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 Business School - Finance and Economics, Independent, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 614 (46,410)
Citation 11

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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 Business School - Finance and Economics, Independent, University of North Carolina Kenan-Flagler Business School and Imperial College London
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clientele effects, fire sales, government debt, municipal bonds, ownership segmentation, public finance, Taxes

18.

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

Downloads 589 ( 49,699)
Citation 11

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 585 (49,517)
Citation 13

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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 (707,168)
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alpha, closed-end funds, hedge funds, liquidity, secondary market

19.

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

Downloads 571 ( 51,691)
Citation 16

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 571 (51,064)
Citation 4

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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 8
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causal inference, endowment effect, exchange asymmetry, inattention, India, loss aversion, lotteries, reference dependence, salience

20.

On the High-Frequency Dynamics of Hedge Fund Risk Exposures

Downloads 544 ( 54,946)
Citation 47

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 542 (54,574)
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 (727,941)
Citation 18
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beta, hedge funds, mutual funds, performance evaluation, time-varying risk, window-dressing

21.

Household Finance

Downloads 513 ( 59,487)
Citation 4

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 - House of Finance and Imperial College London
Downloads 509 (59,522)
Citation 2

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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 - House of Finance and Imperial College London
Downloads 4 (707,168)
Citation 4
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household finance

22.

International Comparative Household Finance

Downloads 508 ( 59,895)
Citation 27

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 475 (64,524)
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
Cristian Badarinza, John Y. Campbell and Tarun Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
Downloads 33 (504,822)
Citation 11

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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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23.

Trade Credit and Cross-Country Predictable Firm Returns

Downloads 495 ( 61,903)
Citation 5

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 Cornell University - Dyson School of Applied Economics and Management
Downloads 490 (62,064)
Citation 4

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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 Cornell University - Dyson School of Applied Economics and Management
Downloads 5 (698,942)
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asymmetric information, international stock return comovement, rebalancing trades, trade credit

24.

The Market for Data Privacy

Downloads 456 ( 68,458)
Citation 2

The Market for Data Privacy

Number of pages: 72 Posted: 23 Mar 2019 Last Revised: 25 Jun 2019
Tarun Ramadorai, Antoine Uettwiller and Ansgar Walther
Imperial College London, Imperial College Business School and Imperial College London
Downloads 454 (68,179)
Citation 2

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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, University of Warwick - Warwick Business School and Imperial College London
Downloads 2 (727,941)
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data markets, privacy, third-party sharing, web tracking

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 453 (69,007)
Citation 6

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

26.

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

Downloads 428 ( 73,923)
Citation 93

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 425 (73,898)
Citation 11

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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
Downloads 3 (716,422)
Citation 14
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Earnings announcements, institutions, liquidity, post-earnings-announcement-drift, trading

27.

Capacity Constraints, Investor Information, and Hedge Fund Returns

Downloads 383 ( 84,186)
Citation 17

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 378 (84,777)
Citation 1

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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
Downloads 5 (698,942)
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capacity constraints, flows, hedge funds, information

28.

Reference Dependence in the Housing Market

Downloads 369 ( 87,921)
Citation 4

Reference Dependence in the Housing Market

Number of pages: 144 Posted: 14 Jun 2019 Last Revised: 22 Jul 2020
Steffen Andersen, Cristian Badarinza, Lu Liu, Julie Marx and Tarun Ramadorai
Copenhagen Business School - Department of Finance, National University of Singapore (NUS), Imperial College Business School, Copenhagen Business School and Imperial College London
Downloads 368 (87,500)
Citation 4

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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: 114 Posted: 04 Dec 2019
Steffen Andersen, Cristian Badarinza, Lu Liu, Julie Marx and Tarun Ramadorai
Copenhagen Business School - Department of Finance, National University of Singapore (NUS), Imperial College Business School, Copenhagen Business School and Imperial College London
Downloads 1 (742,116)
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down-payment constraints, Housing, loss aversion, Mortgages, reference dependence

29.

Gravity, Counterparties, and Foreign Investment

Downloads 360 ( 90,438)
Citation 3

Gravity, Counterparties, and Foreign Investment

Number of pages: 95 Posted: 15 Mar 2018 Last Revised: 18 Jun 2020
Cristian Badarinza, Tarun Ramadorai and Chihiro Shimizu
National University of Singapore (NUS), Imperial College London and Nihon University
Downloads 360 (89,756)
Citation 3

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Gravity, Foreign investment, Commercial real estate, 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 and Chihiro Shimizu
National University of Singapore (NUS), Imperial College London and Nihon University
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Citation 3
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Commercial real estate, Cross-border flows, Foreign investment, Gravity, Matching, Trust

30.

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

Downloads 350 ( 93,405)
Citation 19

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 339 (96,121)

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

31.

The Household Finance Landscape in Emerging Economies

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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 338 (96,423)
Citation 3

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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
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credit, Development, emerging economies, household finance, Insurance, real estate

32.

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
Independent, University of North Carolina Kenan-Flagler Business School and Imperial College London
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capital flows, forced trading, fire sales, mutual funds, liquidity, investment, growth

33.

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 290 (114,156)
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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

34.

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 283 (117,835)
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hedge funds, fees, performance, management company, fund family

35.

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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36.

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

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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
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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
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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Diversification, equities, India, Wealth Inequality

37.

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

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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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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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stock markets, listing, regulation, switching

38.

The Impact of Regulation on Mortgage Risk: Evidence from India

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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

39.

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

40.

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

Number of pages: 72 Posted: 24 Oct 2019 Last Revised: 02 Jul 2020
Tarun Ramadorai and Federica Zeni
Imperial College London and Imperial College London
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climate change, climate regulation, carbon emissions, dynamic models, information asymmetry, reputation, abatement

41.

Caught on Tape: Institutional Order Flow and Stock Returns

NBER Working Paper No. w11439
Number of pages: 46 Posted: 12 Jul 2005
John Y. Campbell, Tuomo Vuolteenaho and Tarun Ramadorai
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
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42.

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
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43.

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

44.

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: 01 Apr 2015
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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45.

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
Independent, University of North Carolina Kenan-Flagler Business School and Imperial College London
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co-movement, contagion, hedge funds, international finance, mutual funds

46.

Climate Regulation and Emissions Abatement: Theory and Evidence from Firms&Apos; Disclosures

CEPR Discussion Paper No. DP14155
Number of pages: 75 Posted: 04 Dec 2019
Tarun Ramadorai and Federica Zeni
Imperial College London and Imperial College Business School
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47.

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

48.

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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causal inference, experience, India, investment, learning, lotteries

49.

The Household Finance Landscape in Emerging Economies

Annual Review of Financial Economics, Vol. 11, pp. 109-129, 2019
Posted: 12 Jan 2020
C. Badarinza, V. 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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50.

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
National Bureau of Economic Research (NBER) and Imperial College London

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G15, F21, G11