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 1 1 1 1 1 2 3 26
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 0 53 0 0 1 198
Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence 0 0 2 45 0 0 4 123
Errors-in-Variables Estimation with No Instruments 0 0 0 20 1 1 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 1 1 4 18
High-Frequency Technical Trading 0 0 0 0 1 2 4 13
Improving Non-Parametric Option Pricing during the Financial Crisis 0 0 1 20 0 0 1 82
Informativeness of the Trade Size in an Electronic Foreign Exchange Market 0 0 0 0 0 0 0 5
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 0 0 1 32
Multi-criteria Classification for Pricing European Options 0 0 1 29 0 0 4 102
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 1 63 0 0 1 191
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 1 0 0 0 8
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 0 0 1 4 22
Option Pricing with Modular Neural Networks 1 1 2 58 1 2 4 181
Overnight Interest Rates and Aggregate Market Expectations 0 0 0 11 0 0 0 77
Predicting Systemic Risk with Entropic Indicators 0 0 5 77 0 0 5 147
Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? 0 0 0 40 0 0 3 144
The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables 0 0 1 1,041 1 2 4 2,594
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 1 122 0 4 7 904
Total Working Papers 2 2 15 1,625 6 15 55 5,200


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 0 0 13 1 1 6 72
Asymmetry of information flow between volatilities across time scales 0 0 1 34 0 1 2 132
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 3 25 0 0 5 80
Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting 0 3 6 6 0 4 14 14
Fear, extreme fear and U.S. stock market returns 2 2 3 3 2 3 8 8
Forecasting Bitcoin with technical analysis: A not-so-random forest? 2 5 18 77 8 17 44 167
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 5 1 1 1 30
Frequency domain analysis of foreign exchange order flows 0 0 0 21 0 0 0 64
Fuzzy logic, trading uncertainty and technical trading 0 0 5 175 0 3 15 497
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 2 2 2 3 24
Informativeness of trade size in foreign exchange markets 0 0 1 12 0 0 2 63
Informed traders’ arrival in foreign exchange markets: Does geography matter? 0 0 0 9 2 2 3 56
Investment information content in Bollinger Bands? 0 0 0 1 2 5 8 10
Multi-criteria classification for pricing European options 0 0 0 5 0 0 1 48
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 3 0 0 2 52
Non-fundamental, non-parametric Bitcoin forecasting 0 0 1 11 0 0 2 36
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market 0 0 2 88 0 0 4 277
Non-linear, non-parametric, non-fundamental exchange rate forecasting 0 0 2 139 0 0 2 349
Overnight interest rates and aggregate market expectations 0 0 0 20 0 0 0 87
Predicting Systemic Risk with Entropic Indicators 0 0 1 6 1 1 3 28
Private information and its origins in an electronic foreign exchange market 0 0 0 9 0 0 1 68
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 1 1 3 15
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 0 0 1 29 1 4 7 127
The Profitability of Technical Analysis during the COVID-19 Market Meltdown 1 1 4 13 1 2 6 28
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 0 1 2 3
Volatility cascades in cryptocurrency trading 0 0 1 18 0 4 10 87
Total Journal Articles 5 11 52 831 22 52 162 3,109
3 registered items for which data could not be found


Statistics updated 2025-07-04