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Angelo Ranaldo
Angelo Ranaldo
Professor of Finance and SFI Senior Chair
Verified email at unisg.ch - Homepage
Title
Cited by
Cited by
Year
Safe haven currencies
A Ranaldo, P Söderlind
Review of finance 14 (3), 385-407, 2010
6152010
Order aggressiveness in limit order book markets
A Ranaldo
Journal of Financial Markets 7 (1), 53-74, 2004
5492004
Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums
L Mancini, A Ranaldo, J Wrampelmeyer
The Journal of Finance 68 (5), 1805-1841, 2013
4772013
A simple estimation of bid-ask spreads from daily close, high, and low prices
F Abdi, A Ranaldo
The Review of Financial Studies 30 (12), 4437-4480, 2017
3332017
The time-varying systematic risk of carry trade strategies
C Christiansen, A Ranaldo, P Söderlind
Journal of Financial and Quantitative Analysis 46 (4), 1107-1125, 2011
3192011
Understanding FX liquidity
N Karnaukh, A Ranaldo, P Söderlind
The Review of Financial Studies 28 (11), 3073-3108, 2015
2322015
The euro interbank repo market
L Mancini, A Ranaldo, J Wrampelmeyer
The Review of Financial Studies 29 (7), 1747-1779, 2016
1922016
Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity
T Mancini-Griffoli, A Ranaldo
Available at SSRN 1549668, 2011
1672011
Realized bond—stock correlation: Macroeconomic announcement effects
C Christiansen, A Ranaldo
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007
1252007
Extreme coexceedances in new EU member states’ stock markets
C Christiansen, A Ranaldo
Journal of banking & finance 33 (6), 1048-1057, 2009
1202009
The reaction of asset markets to Swiss National Bank communication
A Ranaldo, E Rossi
Journal of International Money and Finance 29 (3), 486-503, 2010
1112010
On the predictability of stock prices: A case for high and low prices
M Caporin, A Ranaldo, PS De Magistris
Journal of Banking & Finance 37 (12), 5132-5146, 2013
802013
Intraday patterns in FX returns and order flow
F Breedon, A Ranaldo
Journal of Money, Credit and Banking 45 (5), 953-965, 2013
762013
How to price hedge funds: From two-to four-moment CAPM
A Ranaldo, L Favre
UBS Research Paper, 2005
722005
Intraday market liquidity on the Swiss Stock Exchange
A Ranaldo
Financial markets and portfolio management 15 (3), 309-327, 2001
692001
On the quality of cryptocurrency markets: Centralized versus decentralized exchanges
A Barbon, A Ranaldo
arXiv preprint arXiv:2112.07386, 2021
682021
Asymmetric information risk in FX markets
A Ranaldo, F Somogyi
Journal of Financial Economics 140 (2), 391-411, 2021
582021
Segmentation and time-of-day patterns in foreign exchange markets
A Ranaldo
Journal of Banking & Finance 33 (12), 2199-2206, 2009
542009
Intraday market dynamics around public information arrivals
A Ranaldo
EFMA 2002 London Meeting, Forthcoming, 2005
522005
OTC premia
G Cenedese, A Ranaldo, M Vasios
Journal of Financial Economics 136 (1), 86-105, 2020
492020
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