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 3 7 12 36
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 0 53 1 7 12 209
Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence 0 0 0 45 0 6 7 130
Errors-in-Variables Estimation with No Instruments 0 0 0 20 3 16 19 167
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 3 1 2 3 32
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 0 1 4 5 22
High-Frequency Technical Trading 0 0 0 0 2 2 4 15
Improving Non-Parametric Option Pricing during the Financial Crisis 0 0 0 20 2 10 12 94
Informativeness of the Trade Size in an Electronic Foreign Exchange Market 0 0 0 0 0 3 6 11
Informativeness of trade size in foreign exchange markets 0 0 0 0 3 4 5 34
Informed Trading in an Electronic Foreign Exchange Market 0 0 0 41 2 7 8 132
Informed traders' arrival in foreign exchange markets: Does geography matter? 0 0 0 0 0 2 6 37
Multi-criteria Classification for Pricing European Options 0 0 0 29 0 2 4 106
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 1 2 4 5 13
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 63 1 4 7 198
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 0 0 2 3 24
Option Pricing with Modular Neural Networks 0 0 1 58 1 6 11 190
Overnight Interest Rates and Aggregate Market Expectations 0 0 0 11 0 5 8 85
Predicting Systemic Risk with Entropic Indicators 0 1 2 79 4 16 23 170
Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? 0 0 0 40 0 0 2 145
The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables 0 0 0 1,041 1 3 7 2,599
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 122 1 4 18 918
Total Working Papers 0 1 4 1,627 28 116 187 5,367


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 5 6 215
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage 0 1 2 15 1 6 12 82
Asymmetry of information flow between volatilities across time scales 0 0 1 35 1 4 6 137
Brexit and foreign exchange market expectations: Could it have been predicted? 0 0 0 15 0 6 8 44
Causality between Regional Stock Markets: A Frequency Domain Approach 0 0 0 1 0 2 5 6
Clustering and Classification in Option Pricing 0 0 1 28 0 3 8 166
Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence 0 1 1 26 0 1 6 85
Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting 1 1 7 10 1 1 11 21
Fear, extreme fear and U.S. stock market returns 0 0 4 5 0 4 12 16
Forecasting Bitcoin with technical analysis: A not-so-random forest? 1 4 17 88 2 19 59 207
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 5 1 2 4 33
Frequency domain analysis of foreign exchange order flows 0 0 0 21 0 2 3 67
Fuzzy logic, trading uncertainty and technical trading 0 3 6 180 3 13 26 519
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 2 2 8 12 34
Informativeness of trade size in foreign exchange markets 0 0 0 12 1 9 13 75
Informed traders’ arrival in foreign exchange markets: Does geography matter? 0 0 0 9 0 2 7 60
Investment information content in Bollinger Bands? 0 0 1 2 2 5 23 27
Multi-criteria classification for pricing European options 0 0 0 5 0 4 7 55
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 3 2 7 11 63
Non-fundamental, non-parametric Bitcoin forecasting 0 0 0 11 0 3 5 41
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market 0 0 0 88 0 4 6 283
Non-linear, non-parametric, non-fundamental exchange rate forecasting 0 0 0 139 1 5 9 358
Overnight interest rates and aggregate market expectations 0 0 1 21 0 2 5 92
Predicting Systemic Risk with Entropic Indicators 0 0 0 6 2 5 9 36
Private information and its origins in an electronic foreign exchange market 0 0 0 9 1 8 9 77
Random Walk Theory and Exchange Rate Dynamics in Transition Economies 0 0 0 0 1 4 6 7
S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown 0 1 2 4 1 8 14 28
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 0 0 3 32 0 5 15 138
The Profitability of Technical Analysis during the COVID-19 Market Meltdown 0 1 2 14 6 19 29 55
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test 0 0 0 34 1 3 4 283
Unlocking the black box: Non-parametric option pricing before and during COVID-19 0 0 0 1 3 39 45 47
Volatility cascades in cryptocurrency trading 1 1 2 20 4 11 19 101
Total Journal Articles 3 13 50 868 36 219 414 3,458
3 registered items for which data could not be found


Statistics updated 2026-03-04