Tarun Ramadorai : Citation Profile


Are you Tarun Ramadorai?

Imperial College (99% share)
Centre for Economic Policy Research (CEPR) (1% share)

15

H index

16

i10 index

871

Citations

RESEARCH PRODUCTION:

23

Articles

48

Papers

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 48
   Journals where Tarun Ramadorai has often published
   Relations with other researchers
   Recent citing documents: 194.    Total self citations: 34 (3.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra44
   Updated: 2019-08-24    RAS profile: 2019-04-07    
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Relations with other researchers


Works with:

Campbell, John (13)

Patton, Andrew (5)

Balasubramaniam, Vimal (5)

Andersen, Steffen (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tarun Ramadorai.

Is cited by:

Menkhoff, Lukas (16)

Cenedese, Gino (16)

Mallucci, Enrico (15)

Schmeling, Maik (15)

Evans, Martin (13)

Claessens, Stijn (12)

Fratzscher, Marcel (11)

Stulz, René (10)

Hau, Harald (9)

Lyons, Richard (8)

Rime, Dagfinn (7)

Cites to:

Campbell, John (48)

Shleifer, Andrei (31)

Froot, Kenneth (18)

List, John (13)

Calvet, Laurent (12)

Bekaert, Geert (12)

Lundblad, Christian (11)

Odean, Terrance (11)

Hong, Harrison (11)

Rose, Andrew (9)

Laibson, David (9)

Main data


Where Tarun Ramadorai has published?


Journals with more than one article published# docs
Journal of Finance7
Journal of Financial Economics6
European Financial Management2

Working Papers Series with more than one paper published# docs
Scholarly Articles / Harvard University Department of Economics4

Recent works citing Tarun Ramadorai (2019 and 2018)


YearTitle of citing document
2018Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Hoang, Nam ; Grieb, Terrance . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799.

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2018Dynamic price discovery in the European wheat market based on the concept of partial cointegration. (2018). Vollmer, T ; von Cramon-Taubadel, S. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276031.

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2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, T ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

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2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141.

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2018Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan. In: Papers. RePEc:arx:papers:1807.09423.

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2018Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds Alphas?. (2018). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1884.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1887.

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2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1890.

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2017Asymmetric Effects on Financial Cycles in a Monetary Union with Diverging Country Preferences for Variable- and Fixed-Rate Mortgages. (2017). Richter, Michael. In: Review of Economics & Finance. RePEc:bap:journl:170102.

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2018Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing. (2018). Goldstein, Itay ; Yang, Jing ; Witmer, Jonathan . In: Staff Working Papers. RePEc:bca:bocawp:18-33.

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2018Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia. (2018). ORNELAS, JOSE ; Finta, Marinela Adriana. In: Working Papers Series. RePEc:bcb:wpaper:479.

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2018Analyzing the structural transformation of commodity markets: financialization revisited. (2018). Natoli, Filippo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_419_18.

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2018Estimating the contagion effect through the portfolio channel using a network approach. (2018). Schiavone, Alessandro. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_429_18.

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2017Liquidity transformation and financial stability: evidence from the cash management of open-end Italian mutual funds. (2017). Guazzarotti, Giovanni ; Branzoli, Nicola. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1113_17.

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2018Mortgage Market Design: Lessons from the Great Recession. (2018). Piskorski, Tomasz ; Seru, Amit. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:49:y:2019:i:2018-01:p:429-513.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017How important is the Global Financial Cycle? Evidence from capital flows. (2017). Rose, Andrew ; Claessens, Stijn ; Cerutti, Eugenio. In: BIS Working Papers. RePEc:bis:biswps:661.

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2017Is the price right? Swing pricing and investor redemptions. (2017). Lewrick, Ulf ; Schanz, Jochen. In: BIS Working Papers. RePEc:bis:biswps:664.

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2018Twenty Years of Accounting and Finance Research on the Chinese Capital Market. (2018). Han, Jianlei ; Shi, Jing ; Pan, Zheyao ; He, Jing. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:576-599.

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2019Evaluating fund capacity: issues and methods. (2019). Warren, Geoffrey J ; O'Neill, Michael J. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:773-800.

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2018How financial investment distorts food prices: evidence from U.S. grain markets. (2018). van Huellen, Sophie. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:2:p:171-181.

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2017The Market Liquidity Timing Skills of Debt†oriented Hedge Funds. (2017). Li, Baibing ; Tee, Kaia Hong ; Luo, JI. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:1:p:32-54.

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2017The Revealed Preference of Sophisticated Investors. (2017). Blocher, Jesse ; Molyboga, Marat. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:5:p:839-872.

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2018Investment beliefs of endowments. (2018). Ang, Andrew ; Goetzmann, William N ; Ayala, Andrs. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:3-33.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2017Specialisation in mortgage risk under Basel II. (2017). Kirwin, Liam ; Garbarino, Nicola ; Eckley, Peter ; Latsi, Georgia ; Benetton, Matteo. In: Bank of England working papers. RePEc:boe:boeewp:0639.

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2018Unconventional monetary policy and the portfolio choice of international mutual funds. (2018). Cenedese, Gino ; Elard, Ilaf. In: Bank of England working papers. RePEc:boe:boeewp:0705.

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2019Tracking foreign capital: the effect of capital inflows on bank lending in the UK. (2019). Raabe, Alexander ; Kneer, Christiane . In: Bank of England working papers. RePEc:boe:boeewp:0804.

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2018LTV Limits and Borrower Risk. (2018). Tzur-Ilan, Nitzan. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2018.12.

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2019Fixed-rate mortgages: building resilience or generating risk?. (2019). Myers, Samantha ; Kelly, Jane. In: Financial Stability Notes. RePEc:cbi:fsnote:5/fs/19.

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2018The Promises and Pitfalls of Robo-advising. (2018). D'Acunto, Francesco ; Rossi, Alberto G ; PRABHALA, NAGPURNANAND . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6907.

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2018The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Nedeljkovic, Milan ; Saborowski, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7127.

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2018Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis. (2018). Kočenda, Evžen ; Moravcova, Michala. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7239.

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2018Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2018). Moinas, Sophie ; Valente, Giorgio ; Nguyen, Minh. In: EconPol Working Paper. RePEc:ces:econwp:_13.

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2017Dispersed Information and Sovereign Risk Premia. (2017). Margaretic, Paula ; Becerra, Sebastian. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:808.

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2018How ETFs Amplify the Global Financial Cycle in Emerging Markets. (2018). Williams, Tomas ; Levy-Yeyati, Eduardo ; Converse, Nathan. In: DOUMENTOS DE TRABAJO LACEA. RePEc:col:000518:016200.

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2017Tax arbitrage incentives for mortgage prepayment behavior: Evidence from Dutch micro data. (2017). Lejour, Arjan ; Groot, Stefan . In: CPB Discussion Paper. RePEc:cpb:discus:350.

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2017Global Banking: Recent Developments and Insights from Research. (2017). Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11823.

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2017Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11990.

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2017How Important is the Global Financial Cycle? Evidence from Capital Flows. (2017). Rose, Andrew ; Claessens, Stijn ; Cerutti, Eugenio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12075.

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2018The Effect of Investment Constraints on Hedge Fund Investor Returns. (2018). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12599.

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2018Efficiently Inefficient Markets for Assets and Asset Management. (2018). Garleanu, Nicolae Bogdan ; Pedersen, Lasse Heje. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12664.

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2019Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?. (2019). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert ; Kaupila, Mikko. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13618.

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2019Pension funds, large capital inflows and stock returns in a thin market. (2019). Serwa, Dobromi ; Bohl, Martin T ; Brzeszczyski, Janusz. In: Journal of Pension Economics and Finance. RePEc:cup:jpenef:v:18:y:2019:i:03:p:347-387_00.

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2018Nonlinear Intermediary Pricing in the Oil Futures Market. (2018). Bierbaumer, Daniel ; Velinov, Anton ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1722.

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2018Pension Funds Interconnections and Herd Behavior. (2018). Bauer, Rob ; Broeders, Dirk ; Bonneti, Matteo. In: DNB Working Papers. RePEc:dnb:dnbwpp:612.

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2017The portfolio of euro area fund investors and ECB monetary policy announcements. (2017). Manganelli, Simone ; Habib, Maurizio Michael ; Bubeck, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20172116.

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2018Predicting risk premia in short-term interest rates and exchange rates. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182131.

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2019Risky assets in Europe and the US: risk vulnerability, risk aversion and economic environment. (2019). Lindner, Peter ; Fessler, Pirmin ; Bekhtiar, Karim. In: Working Paper Series. RePEc:ecb:ecbwps:20192270.

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2018News and expected returns in East Asian equity markets: The RV-GARCHM model. (2018). Yao, Wenying ; Tang, Chrismin ; Martin, Vance L. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:36-52.

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2019Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach. (2019). Omay, Tolga ; Iren, Perihan. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:85-100.

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2018Institutional trading and Abel Noser data. (2018). Hu, Gang ; Xie, Jing ; Wang, Yi Alex ; Jo, Koren M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:52:y:2018:i:c:p:143-167.

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2019Valuation of mortgage interest deductibility under uncertainty: An option pricing approach. (2019). Afkhami, Mohamad ; Ghoddusi, Hamed. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:102-122.

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2018Household borrowing constraints and residential investment dynamics. (2018). Rouillard, Jean-François ; Khan, Hashmat. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:1-18.

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2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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2019Can investors attention on oil markets predict stock returns?. (2019). Feng, Jiabao ; Yin, Libo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:786-800.

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2019Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds. (2019). Tillmann, Peter ; PeterTillmann, ; Heyden, Thomas ; Bannier, Christina E. In: Economics Letters. RePEc:eee:ecolet:v:178:y:2019:i:c:p:37-45.

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2018Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

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2018Do tax incentives for saving in pension accounts cause debt accumulation? Evidence from Danish register data. (2018). Andersen, Henrik Yde. In: European Economic Review. RePEc:eee:eecrev:v:106:y:2018:i:c:p:35-53.

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2019Strategic fire-sales and price-mediated contagion in the banking system. (2019). Wagalath, Lakshithe ; Braouezec, Yann. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

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2017Racing to the exits: International transmissions of funding shocks during the Federal Reserves taper experiment. (2017). McLaren, Kirsty J ; Karolyi, Andrew G. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:96-115.

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2017Systemic risk and cross-sectional hedge fund returns. (2017). Hwang, In Chang ; Kim, Tong Suk ; In, Francis ; Xu, Simon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:109-130.

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2017The evolving beta-liquidity relationship of hedge funds. (2017). Stefanova, Denitsa ; Siegmann, Arjen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:286-303.

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2018Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. (2018). Cai, Biqing ; Yan, Cheng ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:81-106.

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2018Relative value arbitrage in European commodity markets. (2018). Hain, Martin ; Uhrig-Homburg, Marliese ; Hess, Julian. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:140-154.

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2018Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

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2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

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2019Pricing dynamics of natural gas futures. (2019). Li, Bingxin. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:91-108.

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2017Biases in international portfolio allocation and investor protection standards. (2017). Paudyal, Krishna ; Kwabi, Frank O ; Thapa, Chandra ; Adegbite, Emmanuel. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:66-79.

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2018Hedge fund performance attribution under various market conditions. (2018). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:221-237.

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2019News implied volatility and long-term foreign exchange market volatility. (2019). Yin, Libo ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:126-142.

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2017The distant echo of Brexit: Did exporters suffer the most?. (2017). Jackowicz, Krzysztof ; Podgorski, Baej ; Kozowski, Ukasz. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:132-139.

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2018Forecasting the equity risk premium: The importance of regime-dependent evaluation. (2018). Baltas, Nick ; Karyampas, Dimitrios . In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:83-102.

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2019Who trades on momentum?. (2019). Smajlbegovic, Esad ; Jank, Stephan ; Baltzer, Markus. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:56-74.

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2018Do institutions trade ahead of false news? Evidence from an emerging market. (2018). Li, Qian ; Bao, Liang ; Wang, Jiamin. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:98-113.

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2018How sensitive is corporate debt to swings in commodity prices?. (2018). Donders, Pablo ; Wagner, Rodrigo ; Jara, Mauricio. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:237-258.

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2017Recent advances in explaining hedge fund returns: Implicit factors and exposures. (2017). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:69-87.

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2019Municipal financing costs following disasters. (2019). Kryzanowski, Lawrence ; Bourdeau-Brien, Michael. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:48-64.

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2017International asset allocations and capital flows: The benchmark effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio . In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:413-430.

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2018Risk versus ambiguity and international security design. (2018). Michalski, Tomasz ; Hill, Brian. In: Journal of International Economics. RePEc:eee:inecon:v:113:y:2018:i:c:p:74-105.

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2018Domestic and multilateral effects of capital controls in emerging markets. (2018). Falagiarda, Matteo ; Aizenman, Joshua ; Bijsterbosch, Martin ; Pasricha, Gurnain Kaur. In: Journal of International Economics. RePEc:eee:inecon:v:115:y:2018:i:c:p:48-58.

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2017Institutional investors’ allocation to emerging markets: A panel approach to asset demand. (2017). Bonizzi, Bruno. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:47-64.

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2018The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. (2018). Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:38-54.

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2018Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets. (2018). Wing, Tom Pak ; Ho, Edmund ; Wan, Angela Kin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:231-247.

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2019Unexploited currency carry trade profit opportunity. (2019). Suh, Sangwon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:236-254.

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2019Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:42-64.

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2017Simple measures of market efficiency: A study in foreign exchange markets. (2017). Kitamura, Yoshihiro. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:1-16.

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2017Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

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2017The role of prepayment penalties in mortgage loans. (2017). Gavazza, Alessandro ; Benetton, Matteo ; Beltratti, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:165-179.

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2018The peer performance ratios of hedge funds. (2018). Ardia, David ; Boudt, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:351-368.

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2018Sentiment hedging: How hedge funds adjust their exposure to market sentiment. (2018). Zheng, Yao ; Zhang, Ruiyi ; Osmer, Eric. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:147-160.

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2018Equilibrium commodity prices with irreversible investment and non-linear technologies. (2018). Casassus, Jaime ; Routledge, Bryan R ; Collin-Dufresne, Pierre. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:128-147.

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2018Oil volatility risk and expected stock returns. (2018). Christoffersen, Peter ; Pan, Xuhui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:5-26.

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2018Speculation, risk aversion, and risk premiums in the crude oil market. (2018). Li, Bingxin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:64-81.

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2019Upside potential of hedge funds as a predictor of future performance. (2019). Bali, Turan G ; Caglayan, Mustafa O ; Brown, Stephen J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:212-229.

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2018Who drives the Monday effect?. (2018). Ulku, Numan ; Rogers, Madeline. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:46-65.

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2017Moral hazard in active asset management. (2017). Brown, David C ; Davies, Shaun William . In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:311-325.

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2017Volatility of aggregate volatility and hedge fund returns. (2017). ARISOY, Yakup ; Naik, Narayan Y ; Agarwal, Vikas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:491-510.

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2017The impact of portfolio disclosure on hedge fund performance. (2017). Shi, Zhen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:36-53.

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More than 100 citations found, this list is not complete...

Works by Tarun Ramadorai:


YearTitleTypeCited
2015The Impact of Regulation on Mortgage Risk: Evidence from India In: American Economic Journal: Economic Policy.
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article4
2016International Comparative Household Finance In: Annual Review of Economics.
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article12
2016International Comparative Household Finance.(2016) In: Scholarly Articles.
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This paper has another version. Agregated cites: 12
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2016International Comparative Household Finance.(2016) In: NBER Working Papers.
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This paper has another version. Agregated cites: 12
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2007Capacity Constraints and Hedge Fund Strategy Returns In: European Financial Management.
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article25
2013Does One Size Fit All? The Consequences of Switching Markets with Different Regulatory Standards In: European Financial Management.
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article1
2005Currency Returns, Intrinsic Value, and Institutional-Investor Flows In: Journal of Finance.
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article80
2008Hedge Funds: Performance, Risk, and Capital Formation In: Journal of Finance.
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article141
2006Hedge Funds: Performance, Risk and Capital Formation.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 141
paper
2012The Secondary Market for Hedge Funds and the Closed Hedge Fund Premium In: Journal of Finance.
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article20
2008The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium.(2008) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 20
paper
2012Asset Fire Sales and Purchases and the International Transmission of Funding Shocks In: Journal of Finance.
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article95
2013On the High-Frequency Dynamics of Hedge Fund Risk Exposures In: Journal of Finance.
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article41
2011On the High-Frequency Dynamics of Hedge Fund Risk Exposures.(2011) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 41
paper
2015Change You Can Believe In? Hedge Fund Data Revisions In: Journal of Finance.
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article6
2012Change You Can Believe In? Hedge Fund Data Revisions.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
2015Change You Can Believe In? Hedge Fund Data Revisions: Erratum In: Journal of Finance.
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article5
2014What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable Rate Mortgages In: CEPR Discussion Papers.
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paper8
2014What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8
paper
2014The Impact of Hedge Funds on Asset Markets In: CEPR Discussion Papers.
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paper6
2013The Impact of Hedge Funds on Asset Markets.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2015The Impact of Hedge Funds on Asset Markets.(2015) In: Review of Asset Pricing Studies.
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This paper has another version. Agregated cites: 6
article
2015Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market In: CEPR Discussion Papers.
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paper28
2014Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market.(2014) In: Scholarly Articles.
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This paper has another version. Agregated cites: 28
paper
2015Inattention and Inertia in Household Finance: Evidence from the Danish Mortgage Market.(2015) In: NBER Working Papers.
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This paper has another version. Agregated cites: 28
paper
2015Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds In: CEPR Discussion Papers.
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paper1
2016Endowment Effects in the Field: Evidence from Indias IPO Lotteries In: CEPR Discussion Papers.
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paper2
2016Endowment Effects in the Field: Evidence from Indias IPO Lotteries.(2016) In: Natural Field Experiments.
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paper
2018Endowment Effects in the Field: Evidence from India’s IPO Lotteries.(2018) In: Review of Economic Studies.
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2017Predictably Unequal? The Effects of Machine Learning on Credit Markets In: CEPR Discussion Papers.
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paper2
2018Do the Rich Get Richer in the Stock Market? Evidence from India In: CEPR Discussion Papers.
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paper0
2018Do the Rich Get Richer in the Stock Market? Evidence from India.(2018) In: NBER Working Papers.
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2018Learning from Noise: Evidence from Indias IPO Lotteries In: CEPR Discussion Papers.
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2018The Household Finance Landscape in Emerging Economies In: CEPR Discussion Papers.
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paper1
2019Gravity, Counterparties, and Foreign Investment In: CEPR Discussion Papers.
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paper0
2019The Market for Data Privacy In: CEPR Discussion Papers.
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paper0
2006Persistence, Performance and Prices in Foreign Exchange Markets In: CEPR Discussion Papers.
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paper0
2007Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements In: CEPR Discussion Papers.
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paper62
2009Caught on tape: Institutional trading, stock returns, and earnings announcements.(2009) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 62
article
2009Caught on Tape: Institutional Trading, Stock Returns, and Earnings Announcements.(2009) In: Scholarly Articles.
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This paper has another version. Agregated cites: 62
paper
2009Limits to Arbitrage and Hedging: Evidence from Commodity Markets In: CEPR Discussion Papers.
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paper92
2013Limits to arbitrage and hedging: Evidence from commodity markets.(2013) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 92
article
2011Limits to Arbitrage and Hedging: Evidence from Commodity Markets.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 92
paper
2009Asset fire sales and purchases and the international transmission of financial shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper15
2010On the Dynamics of Hedge Fund Risk Exposures In: CEPR Discussion Papers.
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paper5
2010Investor Interest and Hedge Fund Returns In: CEPR Discussion Papers.
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paper0
2011Trade Credit and International Return Comovement In: CEPR Discussion Papers.
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paper3
2012How Do Regulators Influence Mortgage Risk? Evidence from an Emerging Market In: CEPR Discussion Papers.
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paper0
2012How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: Scholarly Articles.
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This paper has another version. Agregated cites: 0
paper
2012How Do Regulators Influence Mortgage Risk: Evidence from an Emerging Market.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0
paper
2013Volatility Risk Premia and Exchange Rate Predictability In: CEPR Discussion Papers.
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paper26
2016Volatility risk premia and exchange rate predictability.(2016) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 26
article
2013Home Away From Home? Safe Haven Effects and London House Prices In: CEPR Discussion Papers.
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paper2
2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience In: CEPR Discussion Papers.
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paper7
2014Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7
paper
2014Leveling the trading field In: Journal of Financial Markets.
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article4
2013Capacity constraints, investor information, and hedge fund returns In: Journal of Financial Economics.
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article8
2015Trade credit and cross-country predictable firm returns In: Journal of Financial Economics.
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article5
2014Trade Credit and Cross-country Predictable Firm Returns.(2014) In: Staff Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2018Home away from home? Foreign demand and London house prices In: Journal of Financial Economics.
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article7
2013How do foreign investors impact domestic economic activity? Evidence from India and China In: Journal of International Money and Finance.
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article3
2004Caught on Tape: Predicting Institutional Ownership With Order Flow In: Harvard Institute of Economic Research Working Papers.
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paper3
2004Caught On Tape: Predicting Institutional Ownership With Order Flow.(2004) In: Finance.
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This paper has another version. Agregated cites: 3
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2005Caught On Tape: Institutional Order Flow and Stock Returns In: Harvard Institute of Economic Research Working Papers.
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paper6
2005Caught On Tape: Institutional Order Flow and Stock Returns.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 6
paper
2008What determines transaction costs in foreign exchange markets? In: International Journal of Finance & Economics.
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article15
2001The Information Content of International Portfolio Flows In: NBER Working Papers.
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paper54
2002Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals In: NBER Working Papers.
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paper27
2002Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 27
paper
2008Institutional Portfolio Flows and International Investments In: Review of Financial Studies.
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article49
2008Do Investors Value High Levels of Regulation In: OFRC Working Papers Series.
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