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Ranaldo, Angelo


 SSRN Author Rank: 1,447 by Downloads
 Full professor
 

University of St. Gallen


 Swiss Institute of Banking and Finance s/bf-HSG
 Rosenbergstrasse 52
 St. Gallen, 9000
 Switzerland
 +41712247010 (Phone)
 HOME PAGE: http://www.sbf.unisg.ch/Lehrstuehle/Lehrstuhl_Ranaldo/Homepage_Ranaldo.aspx
 email address
 

University of St. Gallen - SoF: School of Finance


 Rosenbergstrasse 52
 St.Gallen, CH-9000
 Switzerland
 email address


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. Ranaldo, Angelo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
13,071
Total
Citations
135
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums | Show Abstract | Download |
Journal of Finance, 2013, Vol. 68, No. 5, pp. 1805-1841
Accepted Paper Series
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of St. Gallen
Posted:
14 Aug 09
Last Revised:
13 Oct 13
1,547
(5,867)
11

2.  
Ranaldo, Angelo
University of St. Gallen
Favre, Laurent
AlternativeSoft
Posted:
09 Aug 04
Last Revised:
09 Jun 14
1,525
(6,008)
10

3.   Incl. Electronic Paper
Christiansen, Charlotte
Aarhus University - CREATES
Ranaldo, Angelo
University of St. Gallen
Söderlind, Paul
University of St. Gallen
Posted:
23 Apr 09
Last Revised:
11 Jun 13
1,311
(7,736)
18

4.  
Ranaldo, Angelo
University of St. Gallen
Eckmann, Alain
UBS AG - Zurich Office
Posted:
03 Jun 04
1,023
(11,597)
1

5.  
Ranaldo, Angelo
University of St. Gallen
Posted:
08 Feb 07
972
(12,542)
2

6.   Incl. Electronic Paper
Ranaldo, Angelo
University of St. Gallen
Haeberle, Rainer
UBS Investment Bank
Posted:
07 May 04
Last Revised:
15 Jun 13
862
(15,059)
6

7.   Incl. Electronic Paper
Ranaldo, Angelo
University of St. Gallen
Posted:
02 Mar 02
Last Revised:
15 Jun 13
647
(22,860)
12

8.  
Order Aggressiveness | Show Abstract | Download |
EFMA 2001 Lugano Meetings
Working Paper Series
Ranaldo, Angelo
University of St. Gallen
Posted:
11 Jan 01
633
(23,546)
23

9.   Incl. Electronic Paper
Mancini-Griffoli, Tommaso
affiliation not provided to SSRN
Ranaldo, Angelo
University of St. Gallen
Posted:
09 Feb 10
Last Revised:
15 Jun 13
496
(32,810)
3

10.  
The Euro Interbank Repo Market | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-71, University of St. Gallen, School of Finance Research Paper No. 2013/16
Working Paper Series
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of St. Gallen
Posted:
28 Sep 13
Last Revised:
15 Nov 14
452
(37,001)
 

11.  
Understanding FX Liquidity | Show Abstract | Download |
University of St.Gallen, School of Finance Research Paper No. 2013/15
Working Paper Series
Karnaukh, Nina
University of Saint Gallen - SoF: School of Finance
Ranaldo, Angelo
University of St. Gallen
Söderlind, Paul
University of St. Gallen
Posted:
24 Sep 13
Last Revised:
25 Nov 14
434
(38,956)
 

12.  
Intraday Patterns in FX Returns and Order Flow | Show Abstract | Download |
Queen Mary, University of London, School of Economics and Finance WP 694
Working Paper Series
Breedon, Francis
University of London, Queen Mary - School of Economics and Finance
Ranaldo, Angelo
University of St. Gallen
Posted:
04 Jul 12
425
(39,951)
1

13.   Incl. Electronic Paper
Ranaldo, Angelo
University of St. Gallen
Söderlind, Paul
University of St. Gallen
Posted:
16 Jul 07
Last Revised:
15 Jun 13
416
(41,061)
24

14.  
Save Haven Currencies | Show Abstract | Download |
Review of Finance, Forthcoming
Accepted Paper Series
Ranaldo, Angelo
University of St. Gallen
Söderlind, Paul
University of St. Gallen
Posted:
28 Feb 08
Last Revised:
15 Jun 13
359
(49,083)
 

15.  
Christiansen, Charlotte
Aarhus University - CREATES
Ranaldo, Angelo
University of St. Gallen
Posted:
10 Mar 06
358
(49,242)
12

16.  
Reynard, Samuel
Swiss National Bank
Ranaldo, Angelo
University of St. Gallen
Posted:
06 Mar 08
302
(60,313)
 

17.  
Bonato, Matteo
Independent
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
Ranaldo, Angelo
University of St. Gallen
Posted:
12 Oct 08
Last Revised:
15 Jun 13
243
(76,502)
10

18.  
On the Predictability of Stock Prices: A Case for High and Low Prices | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming
Working Paper Series
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
Ranaldo, Angelo
University of St. Gallen
Santucci de Magistris, Paolo
University of Aarhus - CREATES
Posted:
18 Jun 11
Last Revised:
15 Jun 13
238
(78,199)
 

19.  
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of St. Gallen
Posted:
20 Dec 11
Last Revised:
11 Jun 13
150
(121,512)
 

20.  
Precious Metals under the Microscope: A High-Frequency Analysis | Show Abstract | Download |
University of St. Gallen, School of Finance Research Paper No. 2014/9, Forthcoming in Quantitative Finance
Working Paper Series
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
Ranaldo, Angelo
University of St. Gallen
Velo, Gabriel G.
University of Padua - Department of Economics
Posted:
13 May 13
Last Revised:
23 Jun 14
145
(125,159)
 

21.  
Helbing, Dirk
ETH Zürich
Mitleton-Kelly, Eve
London School of Economics & Political Science (LSE)
Bouchaud, Jean-Philippe
Capital Fund Management
Caccioli, Fabio
University College London - Financial Computing and Analytics Group, Department of Computer Science
Farmer, J. Doyne
University of Oxford
Keen, Steve
University of Western Sydney - School of Economics & Finance
Pistor, Katharina
Columbia University School of Law
Snower, Dennis J.
University of Kiel - Institute for World Economics (IfW)
Richard, Olsen
Independent
Ranaldo, Angelo
University of St. Gallen
Häring, Norbert
Independent
Fullbrook, Edward
University of West of England
Posted:
21 Jun 14
102
(164,225)
 

22.   Incl. Electronic Paper
Fischer, Andreas M.
Swiss National Bank
Ranaldo, Angelo
University of St. Gallen
Posted:
08 Mar 08
Last Revised:
15 Jun 13
91
(177,466)
 

23.  
Christiansen, Charlotte
Aarhus University - CREATES
Ranaldo, Angelo
University of St. Gallen
Posted:
03 Mar 08
Last Revised:
15 Jun 13
90
(178,746)
1

24.  
Bonato, Matteo
Independent
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
Ranaldo, Angelo
University of St. Gallen
Posted:
17 Jul 11
Last Revised:
11 Mar 12
85
(185,240)
 

25.  
Mancini, Loriano
Ecole Polytechnique Fédérale de Lausanne
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of St. Gallen
Posted:
17 Dec 13
Last Revised:
22 Oct 14
59
(227,496)
 

26.  
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
Ranaldo, Angelo
University of St. Gallen
Bonato, Matteo
Independent
Posted:
24 Feb 10
57
(231,421)
 

27.  
The Implementation of SNB Monetary Policy | Show Abstract | Download |
Financial Markets and Portfolio Management, Vol. 23, pp. 349-359, 2009
Accepted Paper Series
Ranaldo, Angelo
University of St. Gallen
Jordan, Thomas
Swiss National Bank
Söderlind, Paul
University of St. Gallen
Posted:
02 Nov 09
Last Revised:
11 Jun 13
49
(248,287)
1

28.  
Hedge Fund Performance and Higher-Moment Market Models | Show Abstract |
Journal of Alternative Investments, Winter 2005
Accepted Paper Series
Ranaldo, Angelo
University of St. Gallen
Favre, Laurent
AlternativeSoft
Posted:
13 Jan 06
 

29.  
Order Aggressiveness in Limit Order Book Markets | Show Abstract |
Journal of Financial Markets, Vol. 7, No. 1, 2004
Accepted Paper Series
Ranaldo, Angelo
University of St. Gallen
Posted:
15 Jan 04
 

30.  
Intraday Market Liquidity on the Swiss Stock Exchange | Show Abstract |
Financial Markets & Portfolio Management, Vol. 15, No. 3, 2001
Accepted Paper Series
Ranaldo, Angelo
University of St. Gallen
Posted:
11 Mar 02
 

31.  
Transaction Costs on the Swiss Stock Exchange | Show Abstract |
Financial Markets and Portfolio Management, Vol. 16, No. 1, pp. 53-68, 2002
Accepted Paper Series
Ranaldo, Angelo
University of St. Gallen
Posted:
11 Mar 02
 


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