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
- Finance — 175 citations into it; #1,560 of 10,518 by trust here, #1,777 by citations
- Economics and Econometrics — 147 citations into it; #4,306 of 23,481 by trust here, #5,618 by citations
- Accounting — 36 citations into it; #1,606 of 8,970 by trust here, #4,788 by citations
Whom Angelo Ranaldo trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Markus K. Brunnermeier
- Michael Melvin
- Y. Amihud
- Lasse Heje Pedersen
- Nicolae Gârleanu
- Mark P. Taylor
- Tarun Chordia
- Gideon Saar
- Shane A. Corwin
- David A. Lesmond
Who trusts Angelo Ranaldo overall
- Axel Groß-Klußmann
- H. Bessembinder
- M. Schnaubelt
- Nikolaus Hautsch
- Marios A. Panayides
- J. Rende
- Andrew Ellul
- Christine A. Parlour
- Robert N. McCauley
- 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.
- Market liquidity and funding liquidity
- Margin-Based Asset Pricing and Deviations from the Law of One Price
- Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects*
- Trading Volume and Serial Correlation in Stock Returns
- Value and Momentum Everywhere: Value and Momentum Everywhere
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices
- Liquidity of emerging markets
- Contagion as a Wealth Effect
- Market Liquidity and Trading Activity
Their papers
- Order aggressiveness in limit order book markets (2004) — 384 citations
- Realized Bond-Stock Correlation: Macroeconomic Announcement Effects (2007) — 142 citations
- Extreme Coexceedances in New EU Member States' Stock Markets (2008) — 110 citations
- Safe Haven Currencies (2010) — 476 citations
- A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices (2017) — 274 citations
- The Euro Interbank Repo Market (2016) — 137 citations
- Understanding FX Liquidity (2015) — 168 citations
- Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity (2011) — 160 citations