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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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On the Dynamics of Hedge Fund Risk Exposures

TL;DR: In this article, the authors proposed a new method to capture changes in hedge funds' exposures to risk factors, exploiting information from relatively high frequency conditioning variables, such as the cost of leverage, the carry trade return and the recent performance of equity indices.
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Capacity constraints, investor information, and hedge fund returns

TL;DR: In this paper, the authors identify capacity constraints in hedge funds and simultaneously gauge how well-informed hedge fund investors are, using new data on investor interest from a secondary market for hedge funds.
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The Household Finance Landscape in Emerging Economies

TL;DR: The authors survey the household finance landscape in emerging economies and present statistics on household balance sheets from official microsurveys in countries constituting 45% of the global population. But their focus is on emerging economies.
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What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages

TL;DR: This article investigated the sources of variation in the "ARM share" of ARMs issued, relative to total mortgage issuance, and uncovered strong evidence in favour of current cost minimization as the proximate driver of household mortgage choice.
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Trade credit and cross-country predictable firm returns

TL;DR: This paper investigated the role of trade credit links in generating cross-border return predictability between international firms using data from 42 countries from 1993 to 2009, and found that firms with high trade credit located in producer countries have stock returns that are strongly predictable by the returns of their associated customer countries.