| Safe haven currencies A Ranaldo, P Söderlind Review of finance 14 (3), 385-407, 2010 | 625 | 2010 |
| Order aggressiveness in limit order book markets A Ranaldo Journal of Financial Markets 7 (1), 53-74, 2004 | 555 | 2004 |
| Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums L Mancini, A Ranaldo, J Wrampelmeyer The Journal of Finance 68 (5), 1805-1841, 2013 | 484 | 2013 |
| A simple estimation of bid-ask spreads from daily close, high, and low prices F Abdi, A Ranaldo The Review of Financial Studies 30 (12), 4437-4480, 2017 | 365 | 2017 |
| The time-varying systematic risk of carry trade strategies C Christiansen, A Ranaldo, P Söderlind Journal of Financial and Quantitative Analysis 46 (4), 1107-1125, 2011 | 321 | 2011 |
| Understanding FX liquidity N Karnaukh, A Ranaldo, P Söderlind The Review of Financial Studies 28 (11), 3073-3108, 2015 | 235 | 2015 |
| The euro interbank repo market L Mancini, A Ranaldo, J Wrampelmeyer The Review of Financial Studies 29 (7), 1747-1779, 2016 | 198 | 2016 |
| Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity T Mancini-Griffoli, A Ranaldo Available at SSRN 1549668, 2011 | 168 | 2011 |
| Realized bond—stock correlation: Macroeconomic announcement effects C Christiansen, A Ranaldo Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 129 | 2007 |
| Extreme coexceedances in new EU member states’ stock markets C Christiansen, A Ranaldo Journal of banking & finance 33 (6), 1048-1057, 2009 | 125 | 2009 |
| The reaction of asset markets to Swiss National Bank communication A Ranaldo, E Rossi Journal of International Money and Finance 29 (3), 486-503, 2010 | 115 | 2010 |
| On the quality of cryptocurrency markets: Centralized versus decentralized exchanges A Barbon, A Ranaldo arXiv preprint arXiv:2112.07386, 2021 | 86 | 2021 |
| On the predictability of stock prices: A case for high and low prices M Caporin, A Ranaldo, PS De Magistris Journal of Banking & Finance 37 (12), 5132-5146, 2013 | 81 | 2013 |
| Intraday patterns in FX returns and order flow F Breedon, A Ranaldo Journal of Money, Credit and Banking 45 (5), 953-965, 2013 | 74 | 2013 |
| How to price hedge funds: From two-to four-moment CAPM A Ranaldo, L Favre UBS Research Paper, 2005 | 74 | 2005 |
| Intraday market liquidity on the Swiss Stock Exchange A Vukic, M Ruffa, J Davies Financial markets and portfolio management 15 (3), 309, 2001 | 71 | 2001 |
| Asymmetric information risk in FX markets A Ranaldo, F Somogyi Journal of Financial Economics 140 (2), 391-411, 2021 | 67 | 2021 |
| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 63 | 2024 |
| Segmentation and time-of-day patterns in foreign exchange markets A Ranaldo Journal of Banking & Finance 33 (12), 2199-2206, 2009 | 55 | 2009 |
| Intraday market dynamics around public information arrivals A Ranaldo EFMA 2002 London Meeting, Forthcoming, 2005 | 52 | 2005 |