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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
6162010
Order aggressiveness in limit order book markets
A Ranaldo
Journal of Financial Markets 7 (1), 53-74, 2004
5512004
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
4812013
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
3492017
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
3172011
Understanding FX liquidity
N Karnaukh, A Ranaldo, P Söderlind
The Review of Financial Studies 28 (11), 3073-3108, 2015
2312015
The euro interbank repo market
L Mancini, A Ranaldo, J Wrampelmeyer
The Review of Financial Studies 29 (7), 1747-1779, 2016
1962016
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
1272007
Extreme coexceedances in new EU member states’ stock markets
C Christiansen, A Ranaldo
Journal of banking & finance 33 (6), 1048-1057, 2009
1232009
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
1142010
On the quality of cryptocurrency markets: Centralized versus decentralized exchanges
A Barbon, A Ranaldo
arXiv preprint arXiv:2112.07386, 2021
812021
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
812013
Intraday patterns in FX returns and order flow
F Breedon, A Ranaldo
Journal of Money, Credit and Banking 45 (5), 953-965, 2013
742013
How to price hedge funds: From two-to four-moment CAPM
A Ranaldo, L Favre
UBS Research Paper, 2005
732005
Intraday market liquidity on the Swiss Stock Exchange
A Vukic, M Ruffa, J Davies
Financial markets and portfolio management 15 (3), 309, 2001
712001
Asymmetric information risk in FX markets
A Ranaldo, F Somogyi
Journal of Financial Economics 140 (2), 391-411, 2021
642021
Segmentation and time-of-day patterns in foreign exchange markets
A Ranaldo
Journal of Banking & Finance 33 (12), 2199-2206, 2009
552009
Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance 79 (3), 2339-2390, 2024
522024
Intraday market dynamics around public information arrivals
A Ranaldo
EFMA 2002 London Meeting, Forthcoming, 2005
522005
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