Details about Tarun Ramadorai

Access statistics for papers by Tarun Ramadorai.

Last updated 2024-11-09. Update your information in the RePEc Author Service.

Short-id: pra44

Working Papers

2024

1. Behavioral Lock-In: Aggregate Implications of Reference Dependence in the Housing Market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Bank of England working papers, Bank of England (2024)
2. Diffuse Bunching with Frictions: Theory and Estimation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
3. Refinancing cross-subsidies in the mortgage market
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   Also in Bank of England working papers, Bank of England (2021) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
   See also Journal Article Refinancing cross-subsidies in the mortgage market, Journal of Financial Economics, Elsevier (2024) (2024)

2022

4. Reference Dependence in the Housing Market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   See also Journal Article Reference Dependence in the Housing Market, American Economic Review, American Economic Association (2022) View citations (7) (2022)

2021

5. Who Owns What? A Factor Model for Direct Stock Holding
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
   See also Journal Article Who Owns What? A Factor Model for Direct Stockholding, Journal of Finance, American Finance Association (2023) View citations (3) (2023)

2020

6. 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 Household Finance, Journal of Economic Literature, American Economic Association (2021) View citations (10) (2021)

2019

7. Climate Regulation and Emissions Abatement: Theory and Evidence from Firms’ Disclosures
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
8. Gravity, Counterparties, and Foreign Investment
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
   See also Journal Article Gravity, counterparties, and foreign investment, Journal of Financial Economics, Elsevier (2022) View citations (1) (2022)
9. The Market for Data Privacy
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

2018

10. Do the Rich Get Richer in the Stock Market? Evidence from India
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (6)
    See also Journal Article Do the Rich Get Richer in the Stock Market? Evidence from India, American Economic Review: Insights, American Economic Association (2019) View citations (36) (2019)
11. Learning from Noise: Evidence from India’s IPO Lotteries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
12. The Household Finance Landscape in Emerging Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
    See also Journal Article The Household Finance Landscape in Emerging Economies, Annual Review of Financial Economics, Annual Reviews (2019) View citations (17) (2019)

2017

13. 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 Predictably Unequal? The Effects of Machine Learning on Credit Markets, Journal of Finance, American Finance Association (2022) View citations (28) (2022)

2016

14. 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 Endowment Effects in the Field: Evidence from India’s IPO Lotteries, The Review of Economic Studies, Review of Economic Studies Ltd (2018) View citations (15) (2018)
15. International Comparative Household Finance
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (96)
    Also in Scholarly Articles, Harvard University Department of Economics (2016) View citations (93)
    See also Journal Article International Comparative Household Finance, Annual Review of Economics, Annual Reviews (2016) View citations (96) (2016)

2015

16. 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 Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds, The Review of Financial Studies, Society for Financial Studies (2021) View citations (17) (2021)
17. Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (60)
    Also in Scholarly Articles, Harvard University Department of Economics (2014) View citations (14)
18. Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
    See also Journal Article Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market, American Economic Review, American Economic Association (2020) View citations (60) (2020)
19. The Impact of Regulation on Mortgage Risk: Evidence from India
    Scholarly Articles, Harvard University Department of Economics View citations (20)
    See also Journal Article The Impact of Regulation on Mortgage Risk: Evidence from India, American Economic Journal: Economic Policy, American Economic Association (2015) View citations (20) (2015)

2014

20. Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (29)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (30)
21. 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 The Impact of Hedge Funds on Asset Markets, The Review of Asset Pricing Studies, Society for Financial Studies (2015) View citations (7) (2015)
22. Trade Credit and Cross-country Predictable Firm Returns
    Staff Discussion Papers, Office of Financial Research, US Department of the Treasury
    See also Journal Article Trade credit and cross-country predictable firm returns, Journal of Financial Economics, Elsevier (2015) View citations (22) (2015)
23. 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 What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages, Management Science, INFORMS (2018) View citations (36) (2018)

2013

24. Volatility Risk Premia and Exchange Rate Predictability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    See also Journal Article Volatility risk premia and exchange rate predictability, Journal of Financial Economics, Elsevier (2016) View citations (86) (2016)

2012

25. Change You Can Believe In? Hedge Fund Data Revisions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Journal Article Change You Can Believe In? Hedge Fund Data Revisions, Journal of Finance, American Finance Association (2015) View citations (22) (2015)
26. 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 (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (9)

2011

27. Limits to Arbitrage and Hedging: Evidence from Commodity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (7)
    See also Journal Article Limits to arbitrage and hedging: Evidence from commodity markets, Journal of Financial Economics, Elsevier (2013) View citations (207) (2013)
28. 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 On the High-Frequency Dynamics of Hedge Fund Risk Exposures, Journal of Finance, American Finance Association (2013) View citations (64) (2013)
29. Trade Credit and International Return Comovement
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)

2010

30. On the Dynamics of Hedge Fund Risk Exposures
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

2009

31. Asset fire sales and purchases and the international transmission of financial shocks
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)
32. Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements
    Scholarly Articles, Harvard University Department of Economics View citations (114)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (8)
    See also Journal Article Caught on tape: Institutional trading, stock returns, and earnings announcements, Journal of Financial Economics, Elsevier (2009) View citations (116) (2009)

2008

33. 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)

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 Hedge Funds: Performance, Risk, and Capital Formation, Journal of Finance, American Finance Association (2008) View citations (204) (2008)

2005

35. 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

36. Caught On Tape: Predicting Institutional Ownership With Order Flow
    Finance, University Library of Munich, Germany View citations (8)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2004) View citations (4)

2002

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

2001

38. The Information Content of International Portfolio Flows
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (65)

Journal Articles

2024

1. Climate Regulation and Emissions Abatement: Theory and Evidence from Firms’ Disclosures
   Management Science, 2024, 70, (12), 8366-8385
2. Refinancing cross-subsidies in the mortgage market
   Journal of Financial Economics, 2024, 158, (C)
   See also Working Paper Refinancing cross-subsidies in the mortgage market, LSE Research Online Documents on Economics (2024) (2024)

2023

3. Who Owns What? A Factor Model for Direct Stockholding
   Journal of Finance, 2023, 78, (3), 1545-1591 View citations (3)
   See also Working Paper Who Owns What? A Factor Model for Direct Stock Holding, NBER Working Papers (2021) View citations (5) (2021)

2022

4. Gravity, counterparties, and foreign investment
   Journal of Financial Economics, 2022, 145, (2), 132-152 View citations (1)
   See also Working Paper Gravity, Counterparties, and Foreign Investment, CEPR Discussion Papers (2019) View citations (4) (2019)
5. Predictably Unequal? The Effects of Machine Learning on Credit Markets
   Journal of Finance, 2022, 77, (1), 5-47 View citations (28)
   See also Working Paper Predictably Unequal? The Effects of Machine Learning on Credit Markets, CEPR Discussion Papers (2017) View citations (17) (2017)
6. Reference Dependence in the Housing Market
   American Economic Review, 2022, 112, (10), 3398-3440 View citations (7)
   See also Working Paper Reference Dependence in the Housing Market, CEPR Discussion Papers (2022) (2022)

2021

7. Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds
   (The distribution of realized stock return volatility)
   The Review of Financial Studies, 2021, 34, (1), 509-568 View citations (17)
   See also Working Paper Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds, CEPR Discussion Papers (2015) View citations (2) (2015)
8. Household Finance
   Journal of Economic Literature, 2021, 59, (3), 919-1000 View citations (10)
   See also Working Paper Household Finance, CEPR Discussion Papers (2020) (2020)
9. Learning from noise: Evidence from India’s IPO lotteries
   Journal of Financial Economics, 2021, 140, (3), 965-986 View citations (4)
10. Privacy, adoption, and truthful reporting: A simple theory of contact tracing applications
    Economics Letters, 2021, 198, (C)

2020

11. Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market
    American Economic Review, 2020, 110, (10), 3184-3230 View citations (60)
    See also Working Paper Sources of Inaction in Household Finance: Evidence from the Danish Mortgage Market, NBER Working Papers (2015) View citations (22) (2015)

2019

12. Do the Rich Get Richer in the Stock Market? Evidence from India
    American Economic Review: Insights, 2019, 1, (2), 225-40 View citations (36)
    See also Working Paper Do the Rich Get Richer in the Stock Market? Evidence from India, CEPR Discussion Papers (2018) View citations (4) (2018)
13. The Household Finance Landscape in Emerging Economies
    Annual Review of Financial Economics, 2019, 11, (1), 109-129 View citations (17)
    See also Working Paper The Household Finance Landscape in Emerging Economies, CEPR Discussion Papers (2018) View citations (5) (2018)

2018

14. Endowment Effects in the Field: Evidence from India’s IPO Lotteries
    The Review of Economic Studies, 2018, 85, (4), 1971-2004 View citations (15)
    See also Working Paper Endowment Effects in the Field: Evidence from India's IPO Lotteries, CEPR Discussion Papers (2016) View citations (1) (2016)
15. Home away from home? Foreign demand and London house prices
    Journal of Financial Economics, 2018, 130, (3), 532-555 View citations (91)
16. 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 (36)
    See also Working Paper What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages, CEPR Discussion Papers (2014) View citations (11) (2014)

2017

17. The Indian Household Finance Landscape
    India Policy Forum, 2017, 13, (1), 1-71 View citations (11)

2016

18. International Comparative Household Finance
    Annual Review of Economics, 2016, 8, (1), 111-144 View citations (96)
    See also Working Paper International Comparative Household Finance, NBER Working Papers (2016) View citations (96) (2016)
19. Volatility risk premia and exchange rate predictability
    Journal of Financial Economics, 2016, 120, (1), 21-40 View citations (86)
    See also Working Paper Volatility Risk Premia and Exchange Rate Predictability, CEPR Discussion Papers (2013) View citations (3) (2013)

2015

20. Change You Can Believe In? Hedge Fund Data Revisions
    Journal of Finance, 2015, 70, (3), 963-999 View citations (22)
    See also Working Paper Change You Can Believe In? Hedge Fund Data Revisions, CEPR Discussion Papers (2012) (2012)
21. Change You Can Believe In? Hedge Fund Data Revisions: Erratum
    Journal of Finance, 2015, 70, (4), 1862-1862 View citations (22)
22. 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 The Impact of Hedge Funds on Asset Markets, CEPR Discussion Papers (2014) View citations (3) (2014)
23. The Impact of Regulation on Mortgage Risk: Evidence from India
    American Economic Journal: Economic Policy, 2015, 7, (4), 71-102 View citations (20)
    See also Working Paper The Impact of Regulation on Mortgage Risk: Evidence from India, Scholarly Articles (2015) View citations (20) (2015)
24. Trade credit and cross-country predictable firm returns
    Journal of Financial Economics, 2015, 115, (3), 592-613 View citations (22)
    See also Working Paper Trade Credit and Cross-country Predictable Firm Returns, Staff Discussion Papers (2014) (2014)

2014

25. Leveling the trading field
    Journal of Financial Markets, 2014, 17, (C), 65-93 View citations (8)

2013

26. Capacity constraints, investor information, and hedge fund returns
    Journal of Financial Economics, 2013, 107, (2), 401-416 View citations (18)
27. Does One Size Fit All? The Consequences of Switching Markets with Different Regulatory Standards
    European Financial Management, 2013, 19, (5), 852-886 View citations (18)
28. 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)
29. Limits to arbitrage and hedging: Evidence from commodity markets
    Journal of Financial Economics, 2013, 109, (2), 441-465 View citations (207)
    See also Working Paper Limits to Arbitrage and Hedging: Evidence from Commodity Markets, NBER Working Papers (2011) View citations (14) (2011)
30. On the High-Frequency Dynamics of Hedge Fund Risk Exposures
    Journal of Finance, 2013, 68, (2), 597-635 View citations (64)
    See also Working Paper On the High-Frequency Dynamics of Hedge Fund Risk Exposures, CEPR Discussion Papers (2011) View citations (5) (2011)

2012

31. Asset Fire Sales and Purchases and the International Transmission of Funding Shocks
    Journal of Finance, 2012, 67, (6), 2015-2050 View citations (226)
32. The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium
    Journal of Finance, 2012, 67, (2), 479-512 View citations (25)

2009

33. Caught on tape: Institutional trading, stock returns, and earnings announcements
    Journal of Financial Economics, 2009, 92, (1), 66-91 View citations (116)
    See also Working Paper Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements, Scholarly Articles (2009) View citations (114) (2009)

2008

34. Hedge Funds: Performance, Risk, and Capital Formation
    Journal of Finance, 2008, 63, (4), 1777-1803 View citations (204)
    See also Working Paper Hedge Funds: Performance, Risk and Capital Formation, CEPR Discussion Papers (2006) View citations (8) (2006)
35. Institutional Portfolio Flows and International Investments
    The Review of Financial Studies, 2008, 21, (2), 937-971 View citations (98)
36. What determines transaction costs in foreign exchange markets?
    International Journal of Finance & Economics, 2008, 13, (1), 14-25 View citations (24)

2007

37. Capacity Constraints and Hedge Fund Strategy Returns
    European Financial Management, 2007, 13, (2), 239-256 View citations (34)

2005

38. Currency Returns, Intrinsic Value, and Institutional‐Investor Flows
    Journal of Finance, 2005, 60, (3), 1535-1566 View citations (114)