2

Order aggressiveness in limit order book markets

Angelo Ranaldo
Journal:
Journal of Financial Markets
Year:
2004
Language:
english
File:
PDF, 210 KB
english, 2004
4

Intraday Patterns in FX Returns and Order Flow

BREEDON, FRANCIS, RANALDO, ANGELO
Journal:
Journal of Money, Credit and Banking
Year:
2013
Language:
english
File:
PDF, 166 KB
english, 2013
5

Segmentation and time-of-day patterns in foreign exchange markets

Angelo Ranaldo
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 300 KB
english, 2009
6

Does FOMC news increase global FX trading?

Andreas M. Fischer, Angelo Ranaldo
Journal:
Journal of Banking & Finance
Year:
2011
Language:
english
File:
PDF, 263 KB
english, 2011
8

Intraday market liquidity on the Swiss Stock Exchange

Angelo Ranaldo
Journal:
Financial Markets and Portfolio Management
Year:
2001
Language:
english
File:
PDF, 171 KB
english, 2001
10

Extreme coexceedances in new EU member states’ stock markets

Charlotte Christiansen, Angelo Ranaldo
Journal:
Journal of Banking & Finance
Year:
2009
Language:
english
File:
PDF, 202 KB
english, 2009
13

Transaction costs on the Swiss stock exchange

Angelo Ranaldo
Journal:
Financial Markets and Portfolio Management
Year:
2002
Language:
english
File:
PDF, 203 KB
english, 2002
14

The reaction of asset markets to Swiss National Bank communication

Angelo Ranaldo, Enzo Rossi
Journal:
Journal of International Money and Finance
Year:
2010
Language:
english
File:
PDF, 189 KB
english, 2010
15

Precious metals under the microscope: a high-frequency analysis

Caporin, Massimiliano, Ranaldo, Angelo, Velo, Gabriel G.
Journal:
Quantitative Finance
Year:
2015
Language:
english
File:
PDF, 1.09 MB
english, 2015
16

A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices

Abdi, Farshid, Ranaldo, Angelo
Journal:
Review of Financial Studies
Year:
2017
Language:
english
File:
PDF, 1.36 MB
english, 2017
17

Understanding FX Liquidity

Karnaukh, Nina, Ranaldo, Angelo, SSderlind, Paul
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 315 KB
english, 2013
18

Liquidity Risk and Funding Cost

Bechtel, Alexander, Ranaldo, Angelo, Wrampelmeyer, Jan
Journal:
SSRN Electronic Journal
Year:
2019
Language:
english
File:
PDF, 1.69 MB
english, 2019
19

Realized bond—stock correlation: Macroeconomic announcement effects

Charlotte Christiansen, Angelo Ranaldo
Journal:
Journal of Futures Markets
Year:
2007
Language:
english
File:
PDF, 241 KB
english, 2007
20

Editorial

Angelo Ranaldo, Paul Söderlind
Journal:
Financial Markets and Portfolio Management
Year:
2009
Language:
english
File:
PDF, 101 KB
english, 2009
21

The implementation of SNB monetary policy

Thomas Jordan, Angelo Ranaldo, Paul Söderlind
Journal:
Financial Markets and Portfolio Management
Year:
2009
Language:
english
File:
PDF, 340 KB
english, 2009
23

Risk spillovers in international equity portfolios

Bonato, Matteo, Caporin, Massimiliano, Ranaldo, Angelo
Journal:
Journal of Empirical Finance
Year:
2013
Language:
english
File:
PDF, 1.36 MB
english, 2013
24

Understanding FX Liquidity

Karnaukh, Nina, Ranaldo, Angelo, Söderlind, Paul
Journal:
Review of Financial Studies
Year:
2015
Language:
english
File:
PDF, 400 KB
english, 2015
25

Hedge Fund Performance and Higher-Moment Market Models

Ranaldo, Angelo, Favre, Laurent
Journal:
The Journal of Alternative Investments
Year:
2005
Language:
english
File:
PDF, 241 KB
english, 2005
27

Safe Haven Currencies

Ranaldo, Angelo, Söderlind, Paul
Journal:
SSRN Electronic Journal
Year:
2009
Language:
english
File:
PDF, 246 KB
english, 2009
28

Intraday Patterns in FX Returns and Order Flow

Breedon, Francis, Ranaldo, Angelo
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 603 KB
english, 2012
29

Risk Spillovers in International Equity Portfolios

Bonato, Matteo, Caporin, Massimiliano, Ranaldo, Angelo
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 197 KB
english, 2011
30

Extreme Coexceedances in New EU Member States' Stock Markets

Christiansen, Charlotte, Ranaldo, Angelo
Journal:
SSRN Electronic Journal
Year:
2008
Language:
english
File:
PDF, 339 KB
english, 2008
31

A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices

Abdi, Farshid, Ranaldo, Angelo
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 1.27 MB
english, 2016
32

Realized Bond-Stock Correlation: Macroeconomic Announcement Effects

Christiansen, Charlotte, Ranaldo, Angelo
Journal:
SSRN Electronic Journal
Year:
2005
Language:
english
File:
PDF, 312 KB
english, 2005
34

The Euro Interbank Repo Market

Mancini, Loriano, Ranaldo, Angelo, Wrampelmeyer, Jan
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 917 KB
english, 2013
35

Market Dynamics Around Public Information Arrivals

Ranaldo, Angelo
Journal:
SSRN Electronic Journal
Year:
2002
Language:
english
File:
PDF, 1.25 MB
english, 2002
37

How to Price Hedge Funds: From Two- to Four-Moment CAPM

Ranaldo, Angelo, Favre, Laurent
Journal:
SSRN Electronic Journal
Year:
2005
Language:
english
File:
PDF, 824 KB
english, 2005
42

Fragility of Money Markets

Rupprecht, Matthias, Ranaldo, Angelo, Wrampelmeyer, Jan
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 694 KB
english, 2016
44

OTC premia

Cenedese, Gino, Ranaldo, Angelo, Vasios, Michalis
Journal:
Journal of Financial Economics
Year:
2019
Language:
english
File:
PDF, 820 KB
english, 2019
45

OTC premia

Cenedese, Gino, Ranaldo, Angelo, Vasios, Michalis
Journal:
Journal of Financial Economics
Year:
2019
File:
PDF, 820 KB
2019