In a large bowl, dissolve yeast in warm water. Let stand until foamy, 5-10 minutes.
Stir in the warm milk, orange juice, sugar, ricotta cheese, orange zest, salt, and egg into the yeast mixture.
Beat 2 cups of the flour into the yeast mixture until a wet dough forms. Beat in remaining flour, 1/2 cup at a time, until a stiff dough forms.
Turn dough out onto a lightly floured surface and knead until smooth and elastic, 5-10 minutes, adding more flour as needed to prevent sticking.
Place the dough in a large greased bowl, turning to coat. Cover loosely with a damp cloth and let rise in a warm place until doubled, about 1 1/2 hours.
Grease a 10" spring-form pan. Punch down the dough. Turn out onto a lightly floured surface and knead for 1-2 minutes. Divide dough into 3 equal pieces. Roll each piece into a 20" rope. Braid the ropes together.
Coil braided dough in prepared pan; tuck ends under. Cover loosely with a damp cloth and let rise in a warm place until almost doubled, 30 minutes.
PREHEAT oven to 425º. Brush the dough with glaze. Bake until top of the cake is golden brown, 25-30 minutes. Turn the cake out onto a wire rack to cool slightly.
To prepare icing, in a small bowl, stir together powdered sugar and orange juice until smooth. Spread icing over warm cake. Serve warm.