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 1 1 0 0 3 26
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 0 53 0 1 2 199
Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence 0 0 2 45 0 0 3 123
Errors-in-Variables Estimation with No Instruments 0 0 0 20 0 0 1 149
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 3 0 0 2 30
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 0 0 0 4 18
High-Frequency Technical Trading 0 0 0 0 0 0 4 13
Improving Non-Parametric Option Pricing during the Financial Crisis 0 0 0 20 0 0 0 82
Informativeness of the Trade Size in an Electronic Foreign Exchange Market 0 0 0 0 1 2 2 7
Informativeness of trade size in foreign exchange markets 0 0 0 0 0 0 1 29
Informed Trading in an Electronic Foreign Exchange Market 0 0 0 41 0 0 1 125
Informed traders' arrival in foreign exchange markets: Does geography matter? 0 0 0 0 1 1 2 33
Multi-criteria Classification for Pricing European Options 0 0 0 29 0 0 2 102
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 63 0 0 0 191
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 1 0 1 1 9
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 0 0 0 4 22
Option Pricing with Modular Neural Networks 0 0 2 58 0 2 6 183
Overnight Interest Rates and Aggregate Market Expectations 0 0 0 11 0 0 0 77
Predicting Systemic Risk with Entropic Indicators 1 1 3 78 1 2 4 149
Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? 0 0 0 40 0 1 4 145
The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables 0 0 0 1,041 0 1 4 2,595
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 1 122 2 6 13 910
Total Working Papers 1 1 9 1,626 5 17 63 5,217


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 0 209
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage 0 1 1 14 0 3 9 75
Asymmetry of information flow between volatilities across time scales 0 0 0 34 0 0 1 132
Brexit and foreign exchange market expectations: Could it have been predicted? 0 0 1 15 0 0 1 36
Causality between Regional Stock Markets: A Frequency Domain Approach 0 0 1 1 0 0 2 2
Clustering and Classification in Option Pricing 0 0 0 27 0 0 4 160
Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence 0 0 2 25 1 2 6 82
Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting 3 3 9 9 3 3 17 17
Fear, extreme fear and U.S. stock market returns 1 2 5 5 1 2 10 10
Forecasting Bitcoin with technical analysis: A not-so-random forest? 2 4 17 81 4 14 50 181
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 5 0 0 1 30
Frequency domain analysis of foreign exchange order flows 0 0 0 21 0 1 1 65
Fuzzy logic, trading uncertainty and technical trading 0 2 5 177 0 4 15 501
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 2 0 1 4 25
Informativeness of trade size in foreign exchange markets 0 0 0 12 0 2 3 65
Informed traders’ arrival in foreign exchange markets: Does geography matter? 0 0 0 9 0 1 4 57
Investment information content in Bollinger Bands? 0 0 0 1 2 4 12 14
Multi-criteria classification for pricing European options 0 0 0 5 1 1 2 49
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 3 0 0 1 52
Non-fundamental, non-parametric Bitcoin forecasting 0 0 0 11 0 1 2 37
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market 0 0 1 88 0 0 3 277
Non-linear, non-parametric, non-fundamental exchange rate forecasting 0 0 2 139 1 2 4 351
Overnight interest rates and aggregate market expectations 1 1 1 21 1 1 1 88
Predicting Systemic Risk with Entropic Indicators 0 0 1 6 1 1 4 29
Private information and its origins in an electronic foreign exchange market 0 0 0 9 0 1 2 69
Random Walk Theory and Exchange Rate Dynamics in Transition Economies 0 0 0 0 0 0 0 1
S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown 0 0 0 2 0 0 3 15
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 0 2 3 31 0 4 11 131
The Profitability of Technical Analysis during the COVID-19 Market Meltdown 0 0 4 13 2 6 12 34
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test 0 0 0 34 0 0 1 279
Unlocking the black box: Non-parametric option pricing before and during COVID-19 0 0 1 1 1 1 3 4
Volatility cascades in cryptocurrency trading 0 1 2 19 0 2 10 89
Total Journal Articles 7 16 56 847 18 57 199 3,166
3 registered items for which data could not be found


Statistics updated 2025-10-06