Concepedia

Angelo Ranaldo

AR

46

Publications

3.3K

Citations

27

H-Index

2000

Active since

Affiliations

University of St.Gallen(Current)

Swiss Finance Institute

Swiss National Bank

Aarhus University

Vrije Universiteit Amsterdam

Angelo Ranaldo is an author at University of St.Gallen specializing in finance, business, and financial economics.

ORCID

Top concepts

Publications per year

2000–2024

46

Publications

46

Safe Haven Currencies

Angelo Ranaldo, Paul Söderlind · European Finance Review · 2010 · 453 citations · Full text

Order aggressiveness in limit order book markets

Angelo Ranaldo · Journal of Financial Markets · 2002 · 380 citations

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

Farshid Abdi, Angelo Ranaldo · Review of Financial Studies · 2017 · 329 citations · Full text

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Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Loriano Mancini, Angelo Ranaldo, Jan Wrampelmeyer · The Journal of Finance · 2013 · 324 citations · Full text

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The Time-Varying Systematic Risk of Carry Trade Strategies

Charlotte Christiansen, Angelo Ranaldo, Paul Söderlind · Journal of Financial and Quantitative Analysis · 2011 · 224 citations · Full text

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