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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

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

  • Imperial College London

  • Centre for Economic Policy Research (CEPR)

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SCHOLARLY PAPERS

39

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23,843

CITATIONS
Rank 851

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Top 851

in Total Papers Citations

618

Scholarly Papers (39)

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1.

Hedge Funds: Performance, Risk, and Capital Formation

Downloads 5,528 ( 961)
Citation 119

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
Maple Financial Group, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting
Downloads 5,474 (955)
Citation 119

Abstract:

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
Maple Financial Group, Duke University - Fuqua School of Business, Imperial College London and London Business School - Institute of Finance and Accounting
Downloads 54 (324,303)
Citation 119
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Abstract:

Hedge funds, performance, alpha, factor models, flow, funds-of-hedge funds

2.

Volatility Risk Premia and Exchange Rate Predictability

Downloads 1,545 ( 8,739)
Citation 1

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 London, Imperial College London and City University London - Sir John Cass Business School
Downloads 1,545 (8,575)
Citation 1

Abstract:

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 London, Imperial College London and City University London - Sir John Cass Business School
Downloads 0
Citation 1
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Abstract:

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

3.

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

Downloads 1,344 ( 10,949)
Citation 23

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 780 (24,677)
Citation 23

Abstract:

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 481 (47,262)
Citation 23

Abstract:

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 49 (339,684)
Citation 23

Abstract:

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 33 (397,481)
Citation 23

Abstract:

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 (579,783)
Citation 23
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Abstract:

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

Abstract:

4.

Change You Can Believe In? Hedge Fund Data Revisions

Downloads 1,335 ( 11,086)
Citation 2

Change You Can Believe In? Hedge Fund Data Revisions

Journal of Finance, Forthcoming
Number of pages: 87 Posted: 30 Sep 2011 Last Revised: 30 Jun 2013
Andrew J. Patton, Tarun Ramadorai and Michael Streatfield
Duke University - Department of Economics, Imperial College London and University of Oxford - Said Business School
Downloads 1,332 (10,903)
Citation 2

Abstract:

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 (560,083)
Citation 2
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Abstract:

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

5.

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 1,179 (12,892)
Citation 4

Abstract:

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

6.

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

Downloads 820 ( 23,356)
Citation 3

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 814 (23,201)
Citation 3

Abstract:

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 6 (544,074)
Citation 3

Abstract:

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

CEPR Discussion Paper No. DP9907
Number of pages: 66 Posted: 02 Jun 2014
John Y. Campbell and Tarun Ramadorai
Harvard University - Department of Economics and Imperial College London
Downloads 0
Citation 3
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Abstract:

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

7.

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) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 752 (21,796)
Citation 28

Abstract:

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

8.

Currency Returns, Institutional Investor Flows and Exchange Rate Fundamentals

Downloads 736 ( 27,240)
Citation 20

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 661 (31,116)
Citation 20

Abstract:

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
Kenneth Froot and Tarun Ramadorai
National Bureau of Economic Research (NBER) and Imperial College London
Downloads 52 (330,309)
Citation 20

Abstract:

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 23 (447,337)
Citation 20

Abstract:

9.

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 717 (12,102)

Abstract:

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

10.

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 682 (30,279)

Abstract:

Equity, Exchange rates, Risk

11.

The Impact of Hedge Funds on Asset Markets

Downloads 672 ( 30,915)

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 672 (30,426)

Abstract:

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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Abstract:

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

12.

The Information Content of International Portfolio Flows

Downloads 641 ( 32,939)
Citation 206

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 596 (35,760)
Citation 206

Abstract:

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 45 (352,469)
Citation 206

Abstract:

13.

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 Tarun Ramadorai
Harvard University - Department of Economics, Arrowstreet Capital, LP and Imperial College London
Downloads 590 (34,540)
Citation 7

Abstract:

institutions, individuals, trading behavior, execution

14.

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

Downloads 558 ( 39,619)
Citation 14

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

Journal of Finance, Forthcoming
Number of pages: 60 Posted: 18 Mar 2008 Last Revised: 29 Jun 2011
Tarun Ramadorai
Imperial College London
Downloads 554 (39,439)
Citation 14

Abstract:

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 (554,313)
Citation 14
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Abstract:

alpha, closed-end funds, hedge funds, liquidity, secondary market

15.

On the High-Frequency Dynamics of Hedge Fund Risk Exposures

Downloads 496 ( 45,981)
Citation 19

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 494 (45,665)
Citation 19

Abstract:

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 (568,238)
Citation 19
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Abstract:

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

16.

Trade Credit and Cross-Country Predictable Firm Returns

Downloads 432 ( 54,646)

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 427 (54,835)

Abstract:

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 (549,159)
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Abstract:

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

17.

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

Downloads 410 ( 58,245)

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

Number of pages: 124 Posted: 13 Dec 2015 Last Revised: 29 Oct 2016
Santosh Anagol, Vimal Balasubramaniam and Tarun Ramadorai
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department, Warwick Business School and Imperial College London
Downloads 410 (57,678)

Abstract:

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
Downloads 0
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Abstract:

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

18.

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

Downloads 396 ( 60,810)
Citation 51

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 393 (60,745)
Citation 51

Abstract:

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 (560,083)
Citation 51
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Abstract:

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

19.

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

Downloads 393 ( 61,341)
Citation 1

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

Number of pages: 111 Posted: 09 Jul 2014 Last Revised: 17 May 2017
Steffen Andersen, John Y. Campbell, Kasper Meisner Nielsen and Tarun Ramadorai
Copenhagen Business School - Department of Finance, Harvard University - Department of Economics, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Imperial College London
Downloads 387 (61,850)
Citation 1

Abstract:

mortgages, refinancing, inertia, inattention, household finance, monetary policy, Denmark

Inattention and Inertia 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, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Imperial College London
Downloads 6 (544,074)
Citation 1
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Abstract:

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, Hong Kong University of Science & Technology (HKUST) - Department of Finance and Imperial College London
Downloads 0
Citation 1
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Abstract:

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

20.

International Comparative Household Finance

Downloads 354 ( 69,306)

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 342 (71,615)

Abstract:

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 12 (511,366)
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Abstract:

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

Abstract:

21.

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Downloads 351 ( 70,019)

Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds

Number of pages: 95 Posted: 18 Mar 2015 Last Revised: 17 May 2017
Tania Babina, Chotibhak Jotikasthira, Christian T. Lundblad and Tarun Ramadorai
Columbia Business School - Finance and Economics, Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 351 (69,430)

Abstract:

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, Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 0
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Abstract:

clientele effects, fire sales, government debt, municipal bonds, ownership segmentation, public finance, Taxes

22.

Capacity Constraints, Investor Information, and Hedge Fund Returns

Downloads 349 ( 70,469)
Citation 7

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 344 (71,122)
Citation 7

Abstract:

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 (549,159)
Citation 7
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Abstract:

capacity constraints, flows, hedge funds, information

23.

On the Dynamics of Hedge Fund Risk Exposures

Downloads 279 ( 90,775)
Citation 19

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 269 (93,988)
Citation 19

Abstract:

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
Downloads 10 (522,610)
Citation 19
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Abstract:

beta, performance evaluation, structural breaks, time-varying risk

24.

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

Downloads 272 ( 93,720)

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 268 (94,750)

Abstract:

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
Downloads 4 (554,313)

Abstract:

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
Downloads 0
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Abstract:

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

25.

Caught On Tape: Institutional Order Flow and Stock Returns

Harvard Institute of Economic Research Discussion Paper No. 2080
Number of pages: 47 Posted: 28 Jul 2005
John Y. Campbell, Tarun Ramadorai and Tuomo Vuolteenaho
Harvard University - Department of Economics, Imperial College London and Arrowstreet Capital, LP
Downloads 257 (95,963)
Citation 12

Abstract:

26.

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

Downloads 248 (102,887)
Citation 3

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

AFA 2008 New Orleans Meetings Paper, ECGI - Finance Working Paper No. 212/2008
Number of pages: 52 Posted: 21 Mar 2007 Last Revised: 16 Mar 2009
Tim Jenkinson and Tarun Ramadorai
University of Oxford - Said Business School and Imperial College London
Downloads 248 (102,402)
Citation 3

Abstract:

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
Downloads 0
Citation 3
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Abstract:

stock markets, listing, regulation, switching

27.

The Impact of Regulation on Mortgage Risk: Evidence from India

Downloads 221 (115,633)
Citation 1

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
Downloads 219 (116,230)
Citation 1

Abstract:

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
Downloads 2 (568,238)
Citation 1
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Abstract:

delinquencies, emerging markets, India, mortgage finance, regulation

28.

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 216 (100,791)
Citation 3

Abstract:

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

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 Tarun Ramadorai
Southern Methodist University (SMU) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
Downloads 213 (92,988)

Abstract:

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

30.

The Effects of Experience on Investor Behavior: Evidence from India's IPO Lotteries

Number of pages: 60 Posted: 24 Feb 2015 Last Revised: 10 Jul 2015
Santosh Anagol, Vimal Balasubramaniam and Tarun Ramadorai
University of Pennsylvania - Wharton School of Business - Business Economics and Public Policy Department, Warwick Business School and Imperial College London
Downloads 173 (49,207)
Citation 1

Abstract:

investor behavior, experience, investment, disposition effect, familiarity, lotteries, causal inference, India

31.

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

Saïd Business School WP 2014-4,
Number of pages: 23 Posted: 23 Mar 2014 Last Revised: 18 Feb 2017
Cristian Badarinza and Tarun Ramadorai
National University of Singapore (NUS) and Imperial College London
Downloads 102 (151,799)
Citation 1

Abstract:

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

32.

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
Downloads 55 (308,673)
Citation 12

Abstract:

33.

Capacity Constraints and Hedge Fund Strategy Returns

European Financial Management, Vol. 13, No. 2, pp. 239-256, March 2007
Number of pages: 18 Posted: 04 Mar 2007
Narayan Y. Naik, Tarun Ramadorai and Maria Strömqvist
London Business School - Institute of Finance and Accounting, Imperial College London and Brummer & Partners
Downloads 29 (400,426)
Citation 33
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Abstract:

34.

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
Downloads 18 (459,779)
Citation 1
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Abstract:

Foreign exchange, performance, microstructure, order flow

35.

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) - Edwin L. Cox School of Business, University of North Carolina Kenan-Flagler Business School and Imperial College London
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Citation 26
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Abstract:

co-movement, contagion, hedge funds, international finance, mutual funds

36.

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

NBER Working Paper No. w18394
Number of pages: 31 Posted: 15 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
Downloads 3 (515,694)
Citation 1

Abstract:

37.

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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Abstract:

economic risk, hedonic pricing, house prices, London, political risk, safe-haven

38.

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), Warwick Business School and Imperial College London
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Abstract:

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

39.

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

Abstract:

G15, F21, G11

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