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Tarun Ramadorai

Researcher at Imperial College London

Publications -  126
Citations -  7595

Tarun Ramadorai is an academic researcher from Imperial College London. The author has contributed to research in topics: Hedge fund & Market liquidity. The author has an hindex of 36, co-authored 121 publications receiving 6470 citations. Previous affiliations of Tarun Ramadorai include University of Oxford & Economic Policy Institute.

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Redefine Statistical Significance

TL;DR: The authors proposed to change the default P-value threshold for statistical significance for claims of new discoveries from 0.05 to 0.005, which is the threshold used in this paper.

Does Hedging Affect Commodity Prices? The Role of Producer Default Risk

TL;DR: Lochstoer et al. as mentioned in this paper build a model in which producers are risk-averse to future cash variability and hedge using futures contracts, and show that speculative demand for futures reduces the cost of hedging, allowing producers to hedge more and hold larger inventories.
Journal ArticleDOI

The Impact of Regulation on Mortgage Risk: Evidence from India

TL;DR: In this paper, the authors employ loan-level data on over a million loans disbursed in India between 1995 and 2010 to understand how fast-changing regulation impacted mortgage lending and risk.
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Caught on Tape: Predicting Institutional Ownership With Order Flow

TL;DR: In this article, the authors infer institutional trading behavior from the "tape," the Transactions and Quotes database of the New York Stock Exchange, by regress- ing quarterly changes in reported institutional ownership on quarterly buy and sell volume in different trade size categories.
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Do investors value high levels of regulation

TL;DR: In this paper, the authors analyse whether investors value high regulatory standards for quoted companies and find that particular investor clienteles exist for the two markets, and that other investors who place little value on the higher regulatory standards become the relevant marginal investors when companies switch to AIM.