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 1 11 19
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 0 52 0 1 3 194
Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence 0 1 2 43 0 2 3 118
Errors-in-Variables Estimation with No Instruments 0 1 4 19 1 7 21 124
Foreign exchange customers and dealers: Who’s driving whom? 0 0 1 3 0 1 9 28
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 0 1 3 10 10
High-Frequency Technical Trading 0 0 0 0 1 2 2 2
Improving Non-Parametric Option Pricing during the Financial Crisis 0 0 1 18 0 0 3 73
Informativeness of the Trade Size in an Electronic Foreign Exchange Market 0 0 0 0 0 1 3 3
Informativeness of trade size in foreign exchange markets 0 0 0 0 0 1 4 26
Informed Trading in an Electronic Foreign Exchange Market 0 0 2 41 0 0 2 122
Informed traders' arrival in foreign exchange markets: Does geography matter? 0 0 0 0 1 2 4 28
Multi-criteria Classification for Pricing European Options 0 0 2 27 0 1 10 88
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 0 0 2 4 4
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 2 61 0 0 6 185
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 0 0 1 2 17
Option Pricing with Modular Neural Networks 0 1 3 51 1 3 9 156
Overnight Interest Rates and Aggregate Market Expectations 0 0 1 11 0 0 5 75
Predicting Systemic Risk with Entropic Indicators 0 0 3 67 3 3 14 125
Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? 0 0 2 39 0 0 3 138
The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables 0 0 1 1,038 0 0 4 2,578
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 121 0 0 2 891
Total Working Papers 0 3 24 1,591 8 31 134 5,004


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 2 2 209
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage 0 1 4 8 5 10 26 45
Asymmetry of information flow between volatilities across time scales 0 0 1 29 0 1 6 115
Brexit and foreign exchange market expectations: Could it have been predicted? 0 3 5 5 0 5 16 16
Causality between Regional Stock Markets: A Frequency Domain Approach 0 0 0 17 0 3 4 93
Clustering and Classification in Option Pricing 0 0 1 27 0 0 6 149
Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence 0 1 1 21 0 2 3 71
Foreign exchange customers and dealers: Who’s driving whom? 0 0 1 4 0 0 3 28
Frequency domain analysis of foreign exchange order flows 0 0 1 21 0 0 5 60
Fuzzy logic, trading uncertainty and technical trading 0 1 13 154 1 5 33 439
Heterogeneous investment horizons, risk regimes, and realized jumps 0 1 1 1 1 4 7 7
Informativeness of trade size in foreign exchange markets 1 1 4 9 2 2 9 50
Informed traders’ arrival in foreign exchange markets: Does geography matter? 0 0 1 8 1 3 6 48
Investment information content in Bollinger Bands? 0 2 9 169 0 4 23 436
Multi-criteria classification for pricing European options 0 0 1 5 0 0 2 42
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 3 1 1 6 43
Non-fundamental, non-parametric Bitcoin forecasting 0 1 2 4 0 4 11 17
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market 0 0 0 80 1 3 7 264
Non-linear, non-parametric, non-fundamental exchange rate forecasting 1 2 6 135 1 2 11 337
Overnight interest rates and aggregate market expectations 0 0 0 18 0 1 4 81
Predicting Systemic Risk with Entropic Indicators 0 0 0 4 0 0 1 21
Private information and its origins in an electronic foreign exchange market 0 1 2 7 1 2 6 58
Random Walk Theory and Exchange Rate Dynamics in Transition Economies 0 0 1 48 0 0 5 233
S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown 0 2 2 2 0 5 5 5
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 2 3 10 17 5 10 43 76
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test 0 0 0 34 0 0 1 277
Volatility cascades in cryptocurrency trading 2 2 3 3 8 17 19 19
Total Journal Articles 6 21 69 860 27 86 270 3,239


Statistics updated 2021-11-05