Details about Tarun Ramadorai

Access statistics for papers by Tarun Ramadorai.

Last updated 2022-06-13. Update your information in the RePEc Author Service.

Short-id: pra44

Working Papers

2021

1. Refinancing cross-subsidies in the mortgage market
   Bank of England working papers, Bank of England
2. Who Owns What? A Factor Model for Direct Stock Holding
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)

2020

3. Household Finance
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2020)
   See also Journal Article in Journal of Economic Literature (2021)

2019

4. Climate Regulation and Emissions Abatement: Theory and Evidence from Firms' Disclosures
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
5. Gravity, Counterparties, and Foreign Investment
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
   See also Journal Article in Journal of Financial Economics (2022)
6. Reference Dependence in the Housing Market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
7. The Market for Data Privacy
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2018

8. Do the Rich Get Richer in the Stock Market? Evidence from India
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (3)
   See also Journal Article in American Economic Review: Insights (2019)
9. Learning from Noise: Evidence from India's IPO Lotteries
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   See also Journal Article in Journal of Financial Economics (2021)
10. The Household Finance Landscape in Emerging Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    See also Journal Article in Annual Review of Financial Economics (2019)

2017

11. Predictably Unequal? The Effects of Machine Learning on Credit Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (17)
    See also Journal Article in Journal of Finance (2022)

2016

12. Endowment Effects in the Field: Evidence from India's IPO Lotteries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in Natural Field Experiments, The Field Experiments Website (2016) View citations (9)
    See also Journal Article in Review of Economic Studies (2018)
13. International Comparative Household Finance
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (72)
    Also in Scholarly Articles, Harvard University Department of Economics (2016) View citations (72)
    See also Journal Article in Annual Review of Economics (2016)

2015

14. Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    See also Journal Article in Review of Financial Studies (2021)
15. Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (57)
    Also in Scholarly Articles, Harvard University Department of Economics (2014) View citations (14)
16. Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
    See also Journal Article in American Economic Review (2020)

2014

17. Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (24)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (24)
18. The Impact of Hedge Funds on Asset Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Working Papers, Duke University, Department of Economics (2013)
    See also Journal Article in The Review of Asset Pricing Studies (2015)
19. Trade Credit and Cross-country Predictable Firm Returns
    Staff Discussion Papers, Office of Financial Research, US Department of the Treasury
    See also Journal Article in Journal of Financial Economics (2015)
20. What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (11)
    See also Journal Article in Management Science (2018)

2013

21. Home Away From Home? Safe Haven Effects and London House Prices
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
22. Volatility Risk Premia and Exchange Rate Predictability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    See also Journal Article in Journal of Financial Economics (2016)

2012

23. Change You Can Believe In? Hedge Fund Data Revisions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article in Journal of Finance (2015)
24. How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market
    Scholarly Articles, Harvard University Department of Economics View citations (9)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (8)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (9)

2011

25. Limits to Arbitrage and Hedging: Evidence from Commodity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (13)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (7)
    See also Journal Article in Journal of Financial Economics (2013)
26. On the High-Frequency Dynamics of Hedge Fund Risk Exposures
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    See also Journal Article in Journal of Finance (2013)
27. Trade Credit and International Return Comovement
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

2010

28. Investor Interest and Hedge Fund Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
29. On the Dynamics of Hedge Fund Risk Exposures
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

2009

30. Asset fire sales and purchases and the international transmission of financial shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)
31. Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements
    Scholarly Articles, Harvard University Department of Economics View citations (97)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (8)
    See also Journal Article in Journal of Financial Economics (2009)

2008

32. Do Investors Value High Levels of Regulation
    OFRC Working Papers Series, Oxford Financial Research Centre
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2008)
33. The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    See also Journal Article in Journal of Finance (2012)

2006

34. Hedge Funds: Performance, Risk and Capital Formation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)
    See also Journal Article in Journal of Finance (2008)
35. Persistence, Performance and Prices in Foreign Exchange Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

2005

36. Caught On Tape: Institutional Order Flow and Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005) View citations (6)

2004

37. Caught On Tape: Predicting Institutional Ownership With Order Flow
    Finance, University Library of Munich, Germany View citations (6)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004) View citations (4)

2002

38. Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (30)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (19)

2001

39. The Information Content of International Portfolio Flows
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (64)

Journal Articles

2022

1. Gravity, counterparties, and foreign investment
   Journal of Financial Economics, 2022, 145, (2), 132-152
   See also Working Paper (2019)
2. Predictably Unequal? The Effects of Machine Learning on Credit Markets
   Journal of Finance, 2022, 77, (1), 5-47 View citations (7)
   See also Working Paper (2017)

2021

3. Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds
   (The distribution of realized stock return volatility)
   Review of Financial Studies, 2021, 34, (1), 509-568 View citations (7)
   See also Working Paper (2015)
4. Household Finance
   Journal of Economic Literature, 2021, 59, (3), 919-1000 View citations (10)
   See also Working Paper (2020)
5. Learning from noise: Evidence from India’s IPO lotteries
   Journal of Financial Economics, 2021, 140, (3), 965-986 View citations (2)
   See also Working Paper (2018)
6. Privacy, adoption, and truthful reporting: A simple theory of contact tracing applications
   Economics Letters, 2021, 198, (C)

2020

7. Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market
   American Economic Review, 2020, 110, (10), 3184-3230 View citations (37)
   See also Working Paper (2015)

2019

8. Do the Rich Get Richer in the Stock Market? Evidence from India
   American Economic Review: Insights, 2019, 1, (2), 225-40 View citations (20)
   See also Working Paper (2018)
9. The Household Finance Landscape in Emerging Economies
   Annual Review of Financial Economics, 2019, 11, (1), 109-129 View citations (12)
   See also Working Paper (2018)

2018

10. Endowment Effects in the Field: Evidence from India’s IPO Lotteries
    Review of Economic Studies, 2018, 85, (4), 1971-2004 View citations (11)
    See also Working Paper (2016)
11. Home away from home? Foreign demand and London house prices
    Journal of Financial Economics, 2018, 130, (3), 532-555 View citations (73)
12. What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages
    Management Science, 2018, 64, (5), 2275-2288 View citations (29)
    See also Working Paper (2014)

2017

13. The Indian Household Finance Landscape
    India Policy Forum, 2017, 13, (1), 1-71 View citations (10)

2016

14. International Comparative Household Finance
    Annual Review of Economics, 2016, 8, (1), 111-144 View citations (72)
    See also Working Paper (2016)
15. Volatility risk premia and exchange rate predictability
    Journal of Financial Economics, 2016, 120, (1), 21-40 View citations (68)
    See also Working Paper (2013)

2015

16. Change You Can Believe In? Hedge Fund Data Revisions
    Journal of Finance, 2015, 70, (3), 963-999 View citations (18)
    See also Working Paper (2012)
17. Change You Can Believe In? Hedge Fund Data Revisions: Erratum
    Journal of Finance, 2015, 70, (4), 1862-1862 View citations (18)
18. The Impact of Hedge Funds on Asset Markets
    The Review of Asset Pricing Studies, 2015, 5, (2), 185-226 View citations (7)
    See also Working Paper (2014)
19. The Impact of Regulation on Mortgage Risk: Evidence from India
    American Economic Journal: Economic Policy, 2015, 7, (4), 71-102 View citations (20)
20. Trade credit and cross-country predictable firm returns
    Journal of Financial Economics, 2015, 115, (3), 592-613 View citations (16)
    See also Working Paper (2014)

2014

21. Leveling the trading field
    Journal of Financial Markets, 2014, 17, (C), 65-93 View citations (7)

2013

22. Capacity constraints, investor information, and hedge fund returns
    Journal of Financial Economics, 2013, 107, (2), 401-416 View citations (16)
23. Does One Size Fit All? The Consequences of Switching Markets with Different Regulatory Standards
    European Financial Management, 2013, 19, (5), 852-886 View citations (13)
24. How do foreign investors impact domestic economic activity? Evidence from India and China
    Journal of International Money and Finance, 2013, 39, (C), 89-110 View citations (3)
25. Limits to arbitrage and hedging: Evidence from commodity markets
    Journal of Financial Economics, 2013, 109, (2), 441-465 View citations (184)
    See also Working Paper (2011)
26. On the High-Frequency Dynamics of Hedge Fund Risk Exposures
    Journal of Finance, 2013, 68, (2), 597-635 View citations (58)
    See also Working Paper (2011)

2012

27. Asset Fire Sales and Purchases and the International Transmission of Funding Shocks
    Journal of Finance, 2012, 67, (6), 2015-2050 View citations (199)
28. The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium
    Journal of Finance, 2012, 67, (2), 479-512 View citations (24)
    See also Working Paper (2008)

2009

29. Caught on tape: Institutional trading, stock returns, and earnings announcements
    Journal of Financial Economics, 2009, 92, (1), 66-91 View citations (102)
    See also Working Paper (2009)

2008

30. Hedge Funds: Performance, Risk, and Capital Formation
    Journal of Finance, 2008, 63, (4), 1777-1803 View citations (186)
    See also Working Paper (2006)
31. Institutional Portfolio Flows and International Investments
    Review of Financial Studies, 2008, 21, (2), 937-971 View citations (86)
32. What determines transaction costs in foreign exchange markets?
    International Journal of Finance & Economics, 2008, 13, (1), 14-25 View citations (21)

2007

33. Capacity Constraints and Hedge Fund Strategy Returns
    European Financial Management, 2007, 13, (2), 239-256 View citations (30)

2005

34. Currency Returns, Intrinsic Value, and Institutional‐Investor Flows
    Journal of Finance, 2005, 60, (3), 1535-1566 View citations (108)