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Angelo Ranaldo

Global rank #3693 95%

Institution: Swiss Finance Institute

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://wwz.unibas.ch/en/persons/ranaldo-angelo/

First Publication: 2009

Most Recent: 2025

RePEc ID: pra161 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 4.20 2.35 0.00 10.74
Last 10 Years 0.00 6.54 2.35 0.00 15.43
All Time 0.00 7.88 10.72 0.00 26.49

Publication Statistics

Raw Publications 23
Coauthorship-Adjusted Count 18.69

Publications (23)

Year Article Journal Tier Authors
2025 Constrained liquidity provision in currency markets Journal of Financial Economics A 4
2024 Nonstandard Errors Journal of Finance A 343
2023 Liquidity Risk and Funding Cost Review of Finance B 3
2023 Judgment day: Algorithmic trading around the Swiss franc cap removal Journal of International Economics A 4
2023 Safe Asset Carry Trade Review of Asset Pricing Studies B 2
2023 Money Market Disconnect The Review of Financial Studies A 4
2022 Liquidity in the global currency market Journal of Financial Economics A 2
2022 Unsecured and Secured Funding Journal of Money, Credit, and Banking B 3
2021 Asymmetric information risk in FX markets Journal of Financial Economics A 2
2021 Regulatory effects on short-term interest rates Journal of Financial Economics A 3
2020 OTC premia Journal of Financial Economics A 3
2017 A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices The Review of Financial Studies A 2
2016 The Euro Interbank Repo Market The Review of Financial Studies A 3
2015 Understanding FX Liquidity The Review of Financial Studies A 3
2013 Intraday Patterns in FX Returns and Order Flow Journal of Money, Credit, and Banking B 2
2013 On the predictability of stock prices: A case for high and low prices Journal of Banking & Finance B 3
2013 Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums Journal of Finance A 3
2011 The Time-Varying Systematic Risk of Carry Trade Strategies Journal of Financial and Quantitative Analysis B 3
2011 Does FOMC news increase global FX trading? Journal of Banking & Finance B 2
2010 The reaction of asset markets to Swiss National Bank communication Journal of International Money and Finance B 2
2010 Safe Haven Currencies Review of Finance B 2
2009 Extreme coexceedances in new EU member states' stock markets Journal of Banking & Finance B 2
2009 Segmentation and time-of-day patterns in foreign exchange markets Journal of Banking & Finance B 1