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 1 1 2 25
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 0 53 0 1 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 0 0 1 148
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 3 0 1 2 30
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 0 0 1 3 17
High-Frequency Technical Trading 0 0 0 0 1 2 3 12
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 1 1 125
Informed traders' arrival in foreign exchange markets: Does geography matter? 0 0 0 0 0 1 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 0 1 0 0 0 8
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 0 0 0 3 21
Option Pricing with Modular Neural Networks 0 1 2 57 0 1 4 179
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 1 3 144
The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables 0 0 1 1,041 0 0 2 2,592
The dynamic interaction of order flows and the CAD/USD exchange rate 0 1 1 122 0 3 3 900
Total Working Papers 0 2 14 1,623 2 13 45 5,187


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 0 1 7 71
Asymmetry of information flow between volatilities across time scales 0 0 2 34 0 0 2 131
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 1 2 2
Clustering and Classification in Option Pricing 0 0 0 27 0 4 5 160
Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence 0 0 3 25 0 1 5 80
Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting 0 2 3 3 1 6 11 11
Fear, extreme fear and U.S. stock market returns 0 0 1 1 1 3 6 6
Forecasting Bitcoin with technical analysis: A not-so-random forest? 3 4 20 75 6 11 46 156
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 5 0 0 0 29
Frequency domain analysis of foreign exchange order flows 0 0 0 21 0 0 0 64
Fuzzy logic, trading uncertainty and technical trading 0 2 6 175 1 3 14 495
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 2 0 1 1 22
Informativeness of trade size in foreign exchange markets 0 0 1 12 0 1 2 63
Informed traders’ arrival in foreign exchange markets: Does geography matter? 0 0 0 9 0 1 1 54
Investment information content in Bollinger Bands? 0 0 0 1 0 1 3 5
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 3 88 0 0 5 277
Non-linear, non-parametric, non-fundamental exchange rate forecasting 0 0 3 139 0 0 4 349
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 0 0 2 27
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 0 0 2 14
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 0 0 2 29 2 3 7 125
The Profitability of Technical Analysis during the COVID-19 Market Meltdown 0 0 4 12 1 2 6 27
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test 0 0 0 34 0 1 2 279
Unlocking the black box: Non-parametric option pricing before and during COVID-19 0 0 1 1 1 1 3 3
Volatility cascades in cryptocurrency trading 0 0 1 18 1 2 9 84
Total Journal Articles 3 8 54 823 14 43 152 3,071
3 registered items for which data could not be found


Statistics updated 2025-05-12