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Details about Tarun Ramadorai

E-mail:
Homepage:http://www.tarunramadorai.com
Workplace:Business School, Imperial College, (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Tarun Ramadorai.

Last updated 2019-04-07. Update your information in the RePEc Author Service.

Short-id: pra44


Jump to Journal Articles

Working Papers

2019

  1. Gravity, Counterparties, and Foreign Investment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. The Market for Data Privacy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2018

  1. Do the Rich Get Richer in the Stock Market? Evidence from India
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads
  2. Learning from Noise: Evidence from India's IPO Lotteries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. The Household Finance Landscape in Emerging Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)

2017

  1. Predictably Unequal? The Effects of Machine Learning on Credit Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)

2016

  1. Endowment Effects in the Field: Evidence from India's IPO Lotteries
    Natural Field Experiments, The Field Experiments Website Downloads View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads

    See also Journal Article in Review of Economic Studies (2018)
  2. International Comparative Household Finance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in Scholarly Articles, Harvard University Department of Economics (2016) Downloads View citations (12)

    See also Journal Article in Annual Review of Economics (2016)

2015

  1. Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
  2. Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (22)
    Also in Scholarly Articles, Harvard University Department of Economics (2014) Downloads View citations (7)
  3. Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (21)

2014

  1. Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (11)
  2. The Impact of Hedge Funds on Asset Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Working Papers, Duke University, Department of Economics (2013) Downloads

    See also Journal Article in Review of Asset Pricing Studies (2015)
  3. Trade Credit and Cross-country Predictable Firm Returns
    Staff Discussion Papers, Office of Financial Research, US Department of the Treasury Downloads
    See also Journal Article in Journal of Financial Economics (2015)
  4. 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 Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (8)

2013

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

2012

  1. Change You Can Believe In? Hedge Fund Data Revisions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Journal of Finance (2015)
  2. How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market
    Scholarly Articles, Harvard University Department of Economics Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads

2011

  1. Limits to Arbitrage and Hedging: Evidence from Commodity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (3)

    See also Journal Article in Journal of Financial Economics (2013)
  2. On the High-Frequency Dynamics of Hedge Fund Risk Exposures
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    See also Journal Article in Journal of Finance (2013)
  3. Trade Credit and International Return Comovement
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)

2010

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

2009

  1. Asset fire sales and purchases and the international transmission of financial shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
  2. Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (53)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (6)

    See also Journal Article in Journal of Financial Economics (2009)

2008

  1. Do Investors Value High Levels of Regulation
    OFRC Working Papers Series, Oxford Financial Research Centre Downloads
  2. The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    See also Journal Article in Journal of Finance (2012)

2006

  1. Hedge Funds: Performance, Risk and Capital Formation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    See also Journal Article in Journal of Finance (2008)
  2. Persistence, Performance and Prices in Foreign Exchange Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2005

  1. Caught On Tape: Institutional Order Flow and Stock Returns
    Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research Downloads View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (7)

2004

  1. Caught On Tape: Predicting Institutional Ownership With Order Flow
    Finance, University Library of Munich, Germany Downloads View citations (3)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004) Downloads View citations (2)

2002

  1. Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (26)

2001

  1. The Information Content of International Portfolio Flows
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (58)

Journal Articles

2018

  1. Endowment Effects in the Field: Evidence from India’s IPO Lotteries
    Review of Economic Studies, 2018, 85, (4), 1971-2004 Downloads View citations (1)
    See also Working Paper (2016)
  2. Home away from home? Foreign demand and London house prices
    Journal of Financial Economics, 2018, 130, (3), 532-555 Downloads View citations (8)

2016

  1. International Comparative Household Finance
    Annual Review of Economics, 2016, 8, (1), 111-144 Downloads View citations (12)
    See also Working Paper (2016)
  2. Volatility risk premia and exchange rate predictability
    Journal of Financial Economics, 2016, 120, (1), 21-40 Downloads View citations (24)
    See also Working Paper (2013)

2015

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

2014

  1. Leveling the trading field
    Journal of Financial Markets, 2014, 17, (C), 65-93 Downloads View citations (4)

2013

  1. Capacity constraints, investor information, and hedge fund returns
    Journal of Financial Economics, 2013, 107, (2), 401-416 Downloads View citations (9)
  2. Does One Size Fit All? The Consequences of Switching Markets with Different Regulatory Standards
    European Financial Management, 2013, 19, (5), 852-886 Downloads View citations (1)
  3. How do foreign investors impact domestic economic activity? Evidence from India and China
    Journal of International Money and Finance, 2013, 39, (C), 89-110 Downloads View citations (3)
  4. Limits to arbitrage and hedging: Evidence from commodity markets
    Journal of Financial Economics, 2013, 109, (2), 441-465 Downloads View citations (79)
    See also Working Paper (2011)
  5. On the High-Frequency Dynamics of Hedge Fund Risk Exposures
    Journal of Finance, 2013, 68, (2), 597-635 Downloads View citations (39)
    See also Working Paper (2011)

2012

  1. Asset Fire Sales and Purchases and the International Transmission of Funding Shocks
    Journal of Finance, 2012, 67, (6), 2015-2050 Downloads View citations (98)
  2. The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium
    Journal of Finance, 2012, 67, (2), 479-512 Downloads View citations (17)
    See also Working Paper (2008)

2009

  1. Caught on tape: Institutional trading, stock returns, and earnings announcements
    Journal of Financial Economics, 2009, 92, (1), 66-91 Downloads View citations (57)
    See also Working Paper (2009)

2008

  1. Hedge Funds: Performance, Risk, and Capital Formation
    Journal of Finance, 2008, 63, (4), 1777-1803 Downloads View citations (142)
    See also Working Paper (2006)
  2. Institutional Portfolio Flows and International Investments
    Review of Financial Studies, 2008, 21, (2), 937-971 Downloads View citations (56)
  3. What determines transaction costs in foreign exchange markets?
    International Journal of Finance & Economics, 2008, 13, (1), 14-25 Downloads View citations (15)

2007

  1. Capacity Constraints and Hedge Fund Strategy Returns
    European Financial Management, 2007, 13, (2), 239-256 Downloads View citations (28)

2005

  1. Currency Returns, Intrinsic Value, and Institutional‐Investor Flows
    Journal of Finance, 2005, 60, (3), 1535-1566 Downloads View citations (83)
 
Page updated 2019-08-17