Angelo Ranaldo

Finance · 2004–2017

A researcher in the Science corpus: 8 papers; trusts 53 researchers and is trusted by 26 researchers here, as inferred from the citation graph.

Subfields

Whom Angelo Ranaldo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Markus K. Brunnermeier
  2. Michael Melvin
  3. Y. Amihud
  4. Lasse Heje Pedersen
  5. Nicolae Gârleanu
  6. Mark P. Taylor
  7. Tarun Chordia
  8. Gideon Saar
  9. Shane A. Corwin
  10. David A. Lesmond

Who trusts Angelo Ranaldo overall

  1. Axel Groß-Klußmann
  2. H. Bessembinder
  3. M. Schnaubelt
  4. Nikolaus Hautsch
  5. Marios A. Panayides
  6. J. Rende
  7. Andrew Ellul
  8. Christine A. Parlour
  9. Robert N. McCauley
  10. Craig W. Holden

Papers from Angelo Ranaldo's perspective

Ordered by how strongly the researchers Angelo Ranaldo trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Market liquidity and funding liquidity
  2. Margin-Based Asset Pricing and Deviations from the Law of One Price
  3. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects*
  4. Trading Volume and Serial Correlation in Stock Returns
  5. Value and Momentum Everywhere: Value and Momentum Everywhere
  6. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  7. A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices
  8. Liquidity of emerging markets
  9. Contagion as a Wealth Effect
  10. Market Liquidity and Trading Activity

Their papers