Access Statistics for Nikola Gradojevic

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage 0 0 0 0 0 5 11 11
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 2 52 0 1 12 192
Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence 0 0 0 41 0 0 1 115
Errors-in-Variables Estimation with No Instruments 0 0 0 15 1 5 14 106
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 2 1 2 5 20
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 0 0 3 3 3
Improving Non-Parametric Option Pricing during the Financial Crisis 1 1 1 18 1 2 5 71
Informativeness of trade size in foreign exchange markets 0 0 0 0 1 1 6 23
Informed Trading in an Electronic Foreign Exchange Market 0 0 0 39 0 0 2 120
Informed traders' arrival in foreign exchange markets: Does geography matter? 0 0 0 0 0 0 8 24
Multi-criteria Classification for Pricing European Options 0 0 1 25 1 2 13 79
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 1 59 1 2 8 180
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 0 0 2 3 15
Option Pricing with Modular Neural Networks 0 0 1 48 0 1 7 148
Overnight Interest Rates and Aggregate Market Expectations 0 0 1 10 1 2 6 71
Predicting Systemic Risk with Entropic Indicators 0 1 5 64 0 2 18 111
Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? 0 0 0 37 0 2 6 135
The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables 0 0 2 1,037 0 0 9 2,574
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 121 1 2 3 890
Total Working Papers 1 2 14 1,568 8 34 140 4,888


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s 0 0 0 27 0 0 4 207
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage 0 2 5 5 1 6 23 23
Asymmetry of information flow between volatilities across time scales 0 0 1 28 0 0 5 109
Causality between Regional Stock Markets: A Frequency Domain Approach 0 0 0 17 0 1 6 89
Clustering and Classification in Option Pricing 0 1 3 27 1 3 10 145
Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence 0 0 0 20 1 3 3 69
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 3 1 1 2 26
Frequency domain analysis of foreign exchange order flows 0 0 1 20 0 0 3 55
Fuzzy logic, trading uncertainty and technical trading 1 4 9 144 2 6 27 411
Informativeness of trade size in foreign exchange markets 0 1 1 5 0 3 7 43
Informed traders’ arrival in foreign exchange markets: Does geography matter? 0 0 0 7 0 0 7 42
Investment information content in Bollinger Bands? 0 2 7 160 1 4 15 414
Multi-criteria classification for pricing European options 0 0 0 4 0 0 4 40
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 3 0 2 4 38
Non-fundamental, non-parametric Bitcoin forecasting 0 0 2 2 0 2 8 8
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market 0 0 0 80 0 1 5 258
Non-linear, non-parametric, non-fundamental exchange rate forecasting 1 1 3 130 1 5 12 329
Overnight interest rates and aggregate market expectations 0 0 0 18 0 0 3 77
Predicting Systemic Risk with Entropic Indicators 0 0 2 4 0 0 4 20
Private information and its origins in an electronic foreign exchange market 0 0 0 5 0 0 2 52
Random Walk Theory and Exchange Rate Dynamics in Transition Economies 0 1 2 48 3 4 9 232
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 2 5 10 10 7 15 44 44
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test 0 0 0 34 0 0 2 276
Total Journal Articles 4 17 46 801 18 56 209 3,007


Statistics updated 2021-01-03