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Intraday market liquidity

Ranaldo, Angelo - 1998

Persistent link: https://www.econbiz.de/10001350638

Transaction costs on the Swiss stock exchange

Ranaldo, Angelo - In: Financial markets and portfolio management 16 (2002) 1, pp. 53-68

Persistent link: https://www.econbiz.de/10001715556

Intraday market liquidity on the Swiss stock exchange

Ranaldo, Angelo - In: Financial markets and portfolio management 15 (2001) 3, pp. 309-327

Persistent link: https://www.econbiz.de/10001715581

Order aggressiveness in limit order book markets

Ranaldo, Angelo - In: Journal of financial markets 7 (2004) 1, pp. 53-74

Persistent link: https://www.econbiz.de/10001869003

Segmentation and time-of-day patterns in foreign exchange markets

Ranaldo, Angelo - In: Journal of banking & finance 33 (2009) 12, pp. 2199-2206

Persistent link: https://www.econbiz.de/10003905425

Segmentation and time-of-day patterns in foreign exchange markets

Ranaldo, Angelo - 2007

Persistent link: https://www.econbiz.de/10003406195

Lead and lag relationships between stocks and options : empirical evidence from the Swiss market

Ranaldo, Angelo; Vukic, Alen - 1999

Persistent link: https://www.econbiz.de/10001366286

Judgment day: algorithmic trading around the Swiss franc cap removal

Breedon, Francis J.; Chen, Louisa; Ranaldo, Angelo; … - 2019

Persistent link: https://www.econbiz.de/10012101494

Uniform-price auctions for Swiss government bonds : origin and evolution

Ranaldo, Angelo; Rossi, Enzo - 2016

Persistent link: https://www.econbiz.de/10011686489

Judgement day : algorithmic trading around the Swiss franc cap removal

Breedon, Francis J.; Chen, Louisa; Ranaldo, Angelo; … - 2018

A key issue raised by the rapid growth of computerised algorithmic trading is how it responds in extreme situations. Using data on foreign exchange orders and transactions that includes identification of algorithmic trading, we find that this type of trading contributed to the deterioration of...

Persistent link: https://www.econbiz.de/10011906367