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Angelo Ranaldo

SSRN Author Rank: 1,362 by Downloads and 4,152 by Citations

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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 - School of Finance


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


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. Angelo Ranaldo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
16,429
Total
Citations
129
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 This Paper | Open PDF in Browser |
Journal of Finance, 2013, Vol. 68, No. 5, pp. 1805-1841
Number of Pages in PDF File: 69
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
1,838
(5,847)
8

2.  
Ranaldo, Angelo
University of St. Gallen
Favre, Laurent
AlternativeSoft
Posted:
09 Aug 04
Last Revised:
09 Jun 14
1,569
(6,832)
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
1,436
(8,925)
18

4.  
Ranaldo, Angelo
University of St. Gallen
Eckmann, Alain
UBS AG - Zurich Office
Posted:
03 Jun 04
1,046
(13,593)
1

5.  
Ranaldo, Angelo
University of St. Gallen
Posted:
08 Feb 07
1,030
(13,856)
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
896
(18,704)
5

7.   Incl. Electronic Paper
Ranaldo, Angelo
University of St. Gallen
Posted:
02 Mar 02
Last Revised:
15 Jun 13
677
(27,910)
11

8.   Incl. Electronic Paper
Mancini-Griffoli, Thomas
Swiss National Bank
Ranaldo, Angelo
University of St. Gallen
Posted:
09 Feb 10
Last Revised:
15 Jun 13
669
(28,393)
1

9.  
Order Aggressiveness | Show Abstract | Download This Paper | Open PDF in Browser |
EFMA 2001 Lugano Meetings
Number of Pages in PDF File: 67
Ranaldo, Angelo
University of St. Gallen
Posted:
11 Jan 01
639
(29,684)
23

10.  
The Euro Interbank Repo Market | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 13-71, University of St. Gallen, School of Finance Research Paper No. 2013/16
Number of Pages in PDF File: 42
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:
29 Mar 16
628
(19,068)
 

11.  
Understanding FX Liquidity | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in The Review of Financial Studies, University of St.Gallen, School of Finance Research Paper No. 2013/15
Number of Pages in PDF File: 49
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:
09 Jun 15
576
(25,035)
 

12.   Incl. Electronic Paper
Ranaldo, Angelo
University of St. Gallen
Söderlind, Paul
University of St. Gallen
Posted:
16 Jul 07
Last Revised:
15 Jun 13
571
(35,192)
21

13.  
Intraday Patterns in FX Returns and Order Flow | Show Abstract | Download This Paper | Open PDF in Browser |
Queen Mary, University of London, School of Economics and Finance WP 694
Number of Pages in PDF File: 19
Breedon, Francis
University of London, Queen Mary - School of Economics and Finance
Ranaldo, Angelo
University of St. Gallen
Posted:
04 Jul 12
454
(37,456)
1

14.  
Save Haven Currencies | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Finance, Forthcoming
Number of Pages in PDF File: 28
Ranaldo, Angelo
University of St. Gallen
Söderlind, Paul
University of St. Gallen
Posted:
28 Feb 08
Last Revised:
15 Jun 13
365
(59,898)
 

15.  
Christiansen, Charlotte
Aarhus University - CREATES
Ranaldo, Angelo
University of St. Gallen
Posted:
10 Mar 06
362
(55,343)
12

16.  
Reynard, Samuel
Swiss National Bank
Ranaldo, Angelo
University of St. Gallen
Posted:
06 Mar 08
313
(67,896)
 

17.  
Caporin, Massimiliano
University of Padua - Department of Statistical Sciences
Ranaldo, Angelo
University of St. Gallen
Santucci de Magistris, Paolo
University of Aarhus - CREATES
Posted:
18 Jun 11
Last Revised:
15 Jun 13
256
(83,622)
 

18.  
Bonato, Matteo
University of Johannesburg - Department of Economics
Caporin, Massimiliano
University of Padua - Department of Statistical Sciences
Ranaldo, Angelo
University of St. Gallen
Posted:
12 Oct 08
Last Revised:
15 Jun 13
249
(88,491)
10

19.  
Helbing, Dirk
ETH Zürich - Department of Humanities, Social and Political Sciences (GESS)
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 the West of England (UWE)
Posted:
21 Jun 14
239
(69,382)
 

20.  
Precious Metals under the Microscope: A High-Frequency Analysis | Show Abstract | Download This Paper | Open PDF in Browser |
University of St. Gallen, School of Finance Research Paper No. 2014/9, Forthcoming in Quantitative Finance
Number of Pages in PDF File: 30
Caporin, Massimiliano
University of Padua - Department of Statistical Sciences
Ranaldo, Angelo
University of St. Gallen
Velo, Gabriel G.
University of Padua - Department of Economics
Posted:
13 May 13
Last Revised:
23 Jun 14
169
(118,358)
 

21.  
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
166
(111,292)
 

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
101
(205,470)
 

23.  
Christiansen, Charlotte
Aarhus University - CREATES
Ranaldo, Angelo
University of St. Gallen
Posted:
03 Mar 08
Last Revised:
15 Jun 13
91
(215,546)
1

24.  
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:
30 Jul 15
89
(187,035)
 

25.  
Bonato, Matteo
University of Johannesburg - Department of Economics
Caporin, Massimiliano
University of Padua - Department of Statistical Sciences
Ranaldo, Angelo
University of St. Gallen
Posted:
17 Jul 11
Last Revised:
11 Mar 12
89
(214,003)
 

26.  
Caporin, Massimiliano
University of Padua - Department of Statistical Sciences
Ranaldo, Angelo
University of St. Gallen
Bonato, Matteo
University of Johannesburg - Department of Economics
Posted:
24 Feb 10
59
(274,824)
 

27.  
The Implementation of SNB Monetary Policy | Show Abstract | Download This Paper | Open PDF in Browser |
Financial Markets and Portfolio Management, Vol. 23, pp. 349-359, 2009
Number of Pages in PDF File: 16
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
51
(277,119)
1

28.  
Karnaukh, Nina
University of Saint Gallen, SoF: School of Finance
Ranaldo, Angelo
University of St. Gallen
Söderlind, Paul
University of St. Gallen
Posted:
09 Jun 15
15
(324,261)
 

29.  
Explaining the Failure of the Expectations Hypothesis with Short-Term Rates | Show Abstract | Download This Paper | Open PDF in Browser |
University of St.Gallen, School of Finance Research Paper No. 2016/19
Number of Pages in PDF File: 46
Ranaldo, Angelo
University of St. Gallen
Rupprecht, Matthias
University of St. Gallen - School of Finance
Posted:
15 Oct 16
0
(315,530)
 

30.  
di Filippo, Mario
World Bank Group
Ranaldo, Angelo
University of St. Gallen
Wrampelmeyer, Jan
University of St. Gallen
Posted:
14 Aug 16
0
(249,552)
 

31.  
Abdi, Farshid
University of St. Gallen - School of Finance
Ranaldo, Angelo
University of St. Gallen
Posted:
21 Jul 16
Last Revised:
11 Aug 16
0
(330,298)
 

32.  
Uniform-Price Auctions for Swiss Government Bonds: Origin and Evolution | Show Abstract | Download This Paper | Open PDF in Browser |
University of St.Gallen, School of Finance Research Paper No. 2016/09
Number of Pages in PDF File: 47
Ranaldo, Angelo
University of St. Gallen
Rossi, Enzo
Swiss National Bank
Posted:
21 Mar 16
0
(384,939)
 

33.  
Ranaldo, Angelo
University of St. Gallen
Rossi, Enzo
Swiss National Bank
Posted:
19 Mar 16
0
(428,848)
4

34.  
A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices | Show Abstract | Download This Paper | Open PDF in Browser |
University of St. Gallen, School of Finance Research Paper 2016/04
Number of Pages in PDF File: 63
Abdi, Farshid
University of St. Gallen - School of Finance
Ranaldo, Angelo
University of St. Gallen
Posted:
02 Feb 16
Last Revised:
21 Jul 16
0
(85,337)
 

35.  
Fragility of Money Markets | Show Abstract | Download This Paper | Open PDF in Browser |
University of St.Gallen, School of Finance Research Paper No. 2016/01
Number of Pages in PDF File: 51
Ranaldo, Angelo
University of St. Gallen
Rupprecht, Matthias
University of St. Gallen - School of Finance
Wrampelmeyer, Jan
University of St. Gallen
Posted:
11 Jan 16
Last Revised:
29 Apr 16
0
(109,791)
 

36.  
Hedge Fund Performance and Higher-Moment Market Models | Show Abstract |
Journal of Alternative Investments, Winter 2005
Ranaldo, Angelo
University of St. Gallen
Favre, Laurent
AlternativeSoft
Posted:
13 Jan 06
 

37.  
Order Aggressiveness in Limit Order Book Markets | Show Abstract |
Journal of Financial Markets, Vol. 7, No. 1, 2004
Ranaldo, Angelo
University of St. Gallen
Posted:
15 Jan 04
 

38.  
Intraday Market Liquidity on the Swiss Stock Exchange | Show Abstract |
Financial Markets & Portfolio Management, Vol. 15, No. 3, 2001
Ranaldo, Angelo
University of St. Gallen
Posted:
11 Mar 02
 

39.  
Transaction Costs on the Swiss Stock Exchange | Show Abstract |
Financial Markets and Portfolio Management, Vol. 16, No. 1, pp. 53-68, 2002
Ranaldo, Angelo
University of St. Gallen
Posted:
11 Mar 02
 


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