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Angelo Ranaldo · Study
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Author
Angelo Ranaldo
30 works
· latest 2022
· 4 institutions
cluster: provisional
ORCID 0000-0002-8785-816X
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30
Citations
3,420
Works here
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Most cited in this library
Safe Haven Currencies
2010 · 488 citations
Order aggressiveness in limit order book markets
2002 · 409 citations
A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
2017 · 331 citations
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
2013 · 320 citations
The Time-Varying Systematic Risk of Carry Trade Strategies
2011 · 205 citations
Works
30 shown
Liquidity in the global currency market
Journal of Financial Economics
·
2022
·
2 authors
·
Open access
45
citations
On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
SSRN Electronic Journal
·
2021
·
2 authors
·
preprint
·
Open access
83
citations
Regulatory Effects on Short Term Interest Rates
Alexandria (UniSG) (University of St.Gallen)
·
2020
·
3 authors
38
citations
Asymmetric Information Risk in FX Markets
Alexandria (UniSG) (University of St.Gallen)
·
2020
·
2 authors
78
citations
OTC premia
Journal of Financial Economics
·
2019
·
3 authors
·
Open access
41
citations
Liquidity Risk and Funding Cost
European Finance Review
·
2019
·
3 authors
·
Open access
33
citations
A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
Review of Financial Studies
·
2017
·
2 authors
·
Open access
331
citations
A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
SSRN Electronic Journal
·
2016
·
2 authors
·
preprint
·
Open access
91
citations
The Reaction of Asset Markets to Swiss National Bank Communication
SSRN Electronic Journal
·
2016
·
1 author
·
preprint
·
Open access
19
citations
The Euro Interbank Repo Market
Review of Financial Studies
·
2015
·
3 authors
·
Open access
139
citations
Understanding FX Liquidity
Alexandria (UniSG) (University of St.Gallen)
·
2015
·
3 authors
182
citations
Intraday Patterns in FX Returns and Order Flow
Journal of money credit and banking
·
2013
·
2 authors
49
citations
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
The Journal of Finance
·
2013
·
3 authors
·
Open access
320
citations
On the Predictability of Stock Prices: a Case for High and Low Prices
Alexandria (UniSG) (University of St.Gallen)
·
2012
·
3 authors
51
citations
The Time-Varying Systematic Risk of Carry Trade Strategies
Journal of Financial and Quantitative Analysis
·
2011
·
3 authors
·
Open access
205
citations
Limits to Arbitrage During the Crisis: Funding Liquidity Constraints and Covered Interest Parity
SSRN Electronic Journal
·
2011
·
1 author
·
preprint
·
Open access
54
citations
Safe Haven Currencies
European Finance Review
·
2010
·
2 authors
·
Open access
488
citations
Limits to Arbitrage During the Crisis: Funding Liquidity Constraints and Covered Interest Parity
SSRN Electronic Journal
·
2010
·
2 authors
·
preprint
·
Open access
119
citations
The Time-Varying Systematic Risk of Carry Trade Strategies
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
87
citations
The reaction of asset markets to Swiss National Bank communication
Journal of International Money and Finance
·
2009
·
1 author
79
citations
Extreme coexceedances in new EU member states' stock markets
Alexandria (UniSG) (University of St.Gallen)
·
2009
·
2 authors
·
Open access
72
citations
Segmentation and time-of-day patterns in foreign exchange markets
Journal of Banking & Finance
·
2009
·
1 author
·
Open access
42
citations
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
SSRN Electronic Journal
·
2009
·
3 authors
·
preprint
·
Open access
88
citations
Realized Stock-Bond Correlation: Macroeconomic Announcement Effects
Alexandria (UniSG) (University of St.Gallen)
·
2007
·
2 authors
83
citations
Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance
European Financial Management
·
2007
·
2 authors
·
Open access
30
citations
Safe Haven Currencies
SSRN Electronic Journal
·
2007
·
2 authors
·
preprint
·
Open access
36
citations
Hedge Fund Performance and Higher-Moment Market Models
The Journal of Alternative Investments
·
2005
·
2 authors
·
Open access
35
citations
How to Price Hedge Funds: From Two- to Four-Moment CAPM
SSRN Electronic Journal
·
2004
·
2 authors
·
preprint
·
Open access
53
citations
Order aggressiveness in limit order book markets
Journal of Financial Markets
·
2002
·
1 author
409
citations
Intraday market liquidity on the Swiss Stock Exchange
Financial markets and portfolio management
·
2001
·
1 author
·
Open access
40
citations