T. 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

  • Imperial College London

  • Centre for Economic Policy Research (CEPR)

SCHOLARLY PAPERS

49

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31,033

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518

CROSSREF CITATIONS

1,203

Scholarly Papers (49)

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1.

Hedge Funds: Performance, Risk, and Capital Formation

Downloads 5,788 ( 1,233)
Citation 226

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, T. 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 5,734 (1,227)
Citation 9

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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, T. 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 (395,981)
Citation 76
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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 2,243 ( 6,268)
Citation 26

Predictably Unequal? The Effects of Machine Learning on Credit Markets

Number of pages: 73 Posted: 17 Nov 2017 Last Revised: 09 Nov 2018
Andreas Fuster, Paul Goldsmith-Pinkham, T. 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 2,241 (6,156)
Citation 31

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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, T. 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 (695,279)
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credit access, Machine Learning, Mortgages, statistical discrimination

3.

Volatility Risk Premia and Exchange Rate Predictability

Downloads 1,813 ( 8,987)
Citation 25

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, T. Ramadorai and Lucio Sarno
Imperial College Business School, Imperial College London and University of Cambridge - Judge Business School
Downloads 1,813 (8,808)
Citation 7

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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, T. Ramadorai and Lucio Sarno
Imperial College Business School, Imperial College London and University of Cambridge - Judge Business School
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Citation 1
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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 T. Ramadorai
National University of Singapore (NUS) and Imperial College London
Downloads 1,699 (10,000)
Citation 21

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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 1,455 ( 12,791)
Citation 71

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, T. 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 840 (28,612)
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 T. 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 520 (54,484)
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 T. 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 (382,272)

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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 T. 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 (468,379)

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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 T. 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 (709,021)
Citation 9
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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 T. 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 1,377 ( 13,967)
Citation 17

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, T. Ramadorai and Michael Streatfield
Duke University - Department of Economics, Imperial College London and University of Oxford - Said Business School
Downloads 1,374 (13,727)
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, T. Ramadorai and Michael Streatfield
Duke University - Department of Economics, Imperial College London and University of Oxford - Said Business School
Downloads 3 (684,459)
Citation 9
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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 T. Ramadorai
Cornell University - Department of Economics, University of California, Berkeley - Haas School of Business and Imperial College London
Downloads 1,250 (16,208)
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, T. Ramadorai and Adrien Verdelhan
Temple University - Fox School of Business, Imperial College London and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,067 (20,514)
Citation 11

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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 T. Ramadorai
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 942 (24,657)
Citation 55

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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 865 ( 27,895)
Citation 4

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, T. Ramadorai and Benjamin Ranish
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
Downloads 851 (28,102)
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, T. Ramadorai and Benjamin Ranish
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
Downloads 14 (602,075)

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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 T. Ramadorai
Harvard University - Department of Economics and Imperial College London
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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: 82 Posted: 24 Feb 2015 Last Revised: 31 Jul 2019
Santosh Anagol, Vimal Balasubramaniam and T. Ramadorai
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department, Queen Mary University of London and Imperial College London
Downloads 798 (31,211)
Citation 14

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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 756 ( 33,570)
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 T. Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 672 (38,837)

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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 T. Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 55 (392,486)

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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 T. Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 29 (504,012)
Citation 1

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13.

The Impact of Hedge Funds on Asset Markets

Downloads 715 ( 36,272)
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 T. Ramadorai
Board of Governors of the Federal Reserve System, Duke University - Department of Economics and Imperial College London
Downloads 715 (35,723)
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 T. 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

14.

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

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Citation 21

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

Number of pages: 142 Posted: 09 Jul 2014 Last Revised: 30 Jul 2019
Steffen Andersen, John Y. Campbell, Kasper Meisner Nielsen and T. Ramadorai
Copenhagen Business School - Department of Finance, Harvard University - Department of Economics, Copenhagen Business School - Department of Finance and Imperial College London
Downloads 651 (40,539)
Citation 20

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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 T. Ramadorai
Copenhagen Business School - Department of Finance, Harvard University - Department of Economics, Copenhagen Business School - Department of Finance and Imperial College London
Downloads 18 (574,489)
Citation 1

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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 T. 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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Denmark, household finance, inattention, inertia, mortgages, refinancing

15.

The Information Content of International Portfolio Flows

Downloads 660 ( 40,392)
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 T. Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 608 (44,488)
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 T. Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 52 (402,935)

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16.

Caught on Tape: Predicting Institutional Ownership with Order Flow

Harvard Institute of Economic Research Discussion Paper No. 2046; EFA 2004 Maastricht Meetings Paper No. 4242
Number of pages: 50 Posted: 25 Mar 2004
John Y. Campbell, Tuomo Vuolteenaho and T. Ramadorai
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
Downloads 647 (41,517)
Citation 10

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institutions, individuals, trading behavior, execution

17.

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

Downloads 584 ( 47,535)
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
T. Ramadorai
Imperial College London
Downloads 580 (47,363)
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
T. Ramadorai
Imperial College London
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alpha, closed-end funds, hedge funds, liquidity, secondary market

18.

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Downloads 560 ( 50,139)
Citation 9

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 T. Ramadorai
Columbia Business School - Finance and Economics, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 560 (49,515)
Citation 10

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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 T. Ramadorai
Columbia Business School - Finance and Economics, Southern Methodist University (SMU) - Finance Department, 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

19.

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

Downloads 557 ( 50,455)
Citation 14

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 T. Ramadorai
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department, Queen Mary University of London and Imperial College London
Downloads 557 (49,833)
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 T. 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 6
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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 535 ( 53,131)
Citation 42

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 T. Ramadorai
Duke University - Department of Economics and Imperial College London
Downloads 533 (52,761)
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 T. Ramadorai
Duke University - Department of Economics and Imperial College London
Downloads 2 (695,279)
Citation 14
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beta, hedge funds, mutual funds, performance evaluation, time-varying risk, window-dressing

21.

International Comparative Household Finance

Downloads 493 ( 58,941)
Citation 21

International Comparative Household Finance

Number of pages: 40 Posted: 17 Aug 2015 Last Revised: 01 Mar 2016
Cristian Badarinza, John Y. Campbell and T. Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
Downloads 463 (63,033)
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 T. Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
Downloads 30 (498,563)
Citation 6

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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 T. Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London

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22.

Trade Credit and Cross-Country Predictable Firm Returns

Downloads 482 ( 60,619)
Citation 3

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, T. 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 477 (60,720)
Citation 1

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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, T. 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 (667,874)
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asymmetric information, international stock return comovement, rebalancing trades, trade credit

23.

The Indian Household Finance Landscape

Number of pages: 54 Posted: 15 Feb 2017
Cristian Badarinza, Vimal Balasubramaniam and T. Ramadorai
National University of Singapore (NUS), Queen Mary University of London and Imperial College London
Downloads 424 (70,827)
Citation 5

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

24.

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

Downloads 421 ( 71,487)
Citation 83

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

Number of pages: 65 Posted: 05 Jul 2007
John Y. Campbell, T. Ramadorai and Allie Schwartz
Harvard University - Department of Economics, Imperial College London and Harvard University
Downloads 418 (71,402)
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, T. Ramadorai and Allie Schwartz
Harvard University - Department of Economics, Imperial College London and Harvard University
Downloads 3 (684,459)
Citation 4
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Earnings announcements, institutions, liquidity, post-earnings-announcement-drift, trading

25.

Capacity Constraints, Investor Information, and Hedge Fund Returns

Downloads 374 ( 82,067)
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
T. Ramadorai
Imperial College London
Downloads 369 (82,656)

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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
T. Ramadorai
Imperial College London
Downloads 5 (667,874)
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capacity constraints, flows, hedge funds, information

26.

The Market for Data Privacy

Downloads 349 ( 88,926)

The Market for Data Privacy

Number of pages: 72 Posted: 23 Mar 2019 Last Revised: 25 Jun 2019
T. Ramadorai, Antoine Uettwiller and Ansgar Walther
Imperial College London, Imperial College Business School and Imperial College London
Downloads 347 (88,833)

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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
T. Ramadorai, Ansgar Walther and Antoine Uettwiller
Imperial College London, University of Warwick - Warwick Business School and Imperial College London
Downloads 2 (695,279)
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data markets, privacy, third-party sharing, web tracking

27.

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

Downloads 338 ( 92,137)
Citation 15

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 T. Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
Downloads 329 (94,337)

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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 T. Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
Downloads 9 (638,242)

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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 T. Ramadorai
National University of Singapore (NUS), Harvard University - Department of Economics and Imperial College London
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Citation 4
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adjustable-rate, fixed-rate, household finance, interest rate, international, mortgage choice

28.

Gravity, Counterparties, and Foreign Investment

Downloads 336 ( 92,762)
Citation 3

Gravity, Counterparties, and Foreign Investment

Number of pages: 76 Posted: 15 Mar 2018 Last Revised: 31 Jul 2019
Cristian Badarinza, T. Ramadorai and Chihiro Shimizu
National University of Singapore (NUS), Imperial College London and Nihon University
Downloads 336 (92,136)
Citation 4

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

29.

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 T. Ramadorai
Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 307 (102,450)

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

30.

On the Dynamics of Hedge Fund Risk Exposures

Downloads 296 (106,660)
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 T. Ramadorai
Duke University - Department of Economics and Imperial College London
Downloads 286 (110,024)
Citation 12

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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 T. Ramadorai
Duke University - Department of Economics and Imperial College London
Downloads 10 (630,947)
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beta, performance evaluation, structural breaks, time-varying risk

31.

The Household Finance Landscape in Emerging Economies

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Citation 2

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 T. Ramadorai
National University of Singapore (NUS), Queen Mary University of London and Imperial College London
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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, T. 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.

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
T. Ramadorai and Michael Streatfield
Imperial College London and University of Oxford - Said Business School
Downloads 279 (113,642)
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hedge funds, fees, performance, management company, fund family

33.

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, T. Ramadorai and Tuomo Vuolteenaho
Harvard University - Department of Economics, Imperial College London and Arrowstreet Capital, LP
Downloads 272 (116,682)
Citation 1

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34.

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

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Citation 7

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 T. Ramadorai
University of Oxford - Said Business School and Imperial College London
Downloads 264 (119,757)
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 T. Ramadorai
University of Oxford - Said Business School and Imperial College London
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stock markets, listing, regulation, switching

35.

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

Downloads 252 (126,345)
Citation 3

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, T. Ramadorai and Benjamin Ranish
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
Downloads 243 (130,566)
Citation 2

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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, T. 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, T. 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

36.

The Impact of Regulation on Mortgage Risk: Evidence from India

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Citation 7

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, T. Ramadorai and Benjamin Ranish
Harvard University - Department of Economics, Imperial College London and Board of Governors of the Federal Reserve System
Downloads 247 (128,364)
Citation 2

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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, T. 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

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 T. Ramadorai
National University of Singapore (NUS) and Imperial College London
Downloads 227 (140,120)
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long-run discount rates, climate change, real estate, asset pricing

38.

Reference Dependence in the Housing Market

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Citation 2

Reference Dependence in the Housing Market

Number of pages: 111 Posted: 14 Jun 2019 Last Revised: 21 Nov 2019
Steffen Andersen, Cristian Badarinza, Lu Liu, Julie Marx and T. Ramadorai
Copenhagen Business School - Department of Finance, National University of Singapore (NUS), Imperial College Business School, Copenhagen Business School and Imperial College London
Downloads 184 (170,489)
Citation 2

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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 T. Ramadorai
Copenhagen Business School - Department of Finance, National University of Singapore (NUS), Imperial College Business School, Copenhagen Business School and Imperial College London
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down-payment constraints, Housing, loss aversion, Mortgages, reference dependence

39.

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

Number of pages: 60 Posted: 24 Oct 2019
T. 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

40.

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 T. Ramadorai
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
Downloads 67 (350,312)

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41.

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, T. Ramadorai and Maria Strömqvist
London Business School - Institute of Finance and Accounting, Imperial College London and Brummer & Partners
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42.

Persistence, Performance and Prices in Foreign Exchange Markets

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

43.

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, T. 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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44.

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 T. Ramadorai
Southern Methodist University (SMU) - Finance Department, 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

45.

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

CEPR Discussion Paper No. DP14155
Number of pages: 63 Posted: 04 Dec 2019
T. 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

46.

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 T. 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

47.

Learning from Noise: Evidence from India's IPO Lotteries

CEPR Discussion Paper No. DP13314
Number of pages: 68 Posted: 19 Nov 2018
T. 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

48.

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 T. Ramadorai
National University of Singapore (NUS) - Department of Real Estate, Queen Mary University of London and Imperial College London

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49.

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

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G15, F21, G11