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 2 6 9 33
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 0 53 4 9 11 208
Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence 0 0 0 45 5 6 7 130
Errors-in-Variables Estimation with No Instruments 0 0 0 20 10 15 16 164
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 3 1 1 2 31
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 0 2 3 5 21
High-Frequency Technical Trading 0 0 0 0 0 0 3 13
Improving Non-Parametric Option Pricing during the Financial Crisis 0 0 0 20 3 9 10 92
Informativeness of the Trade Size in an Electronic Foreign Exchange Market 0 0 0 0 3 3 6 11
Informativeness of trade size in foreign exchange markets 0 0 0 0 1 2 2 31
Informed Trading in an Electronic Foreign Exchange Market 0 0 0 41 4 5 6 130
Informed traders' arrival in foreign exchange markets: Does geography matter? 0 0 0 0 1 3 6 37
Multi-criteria Classification for Pricing European Options 0 0 0 29 1 4 4 106
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 63 3 5 6 197
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 1 2 2 3 11
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 0 2 2 3 24
Option Pricing with Modular Neural Networks 0 0 2 58 4 6 11 189
Overnight Interest Rates and Aggregate Market Expectations 0 0 0 11 5 7 8 85
Predicting Systemic Risk with Entropic Indicators 0 1 2 79 7 12 19 166
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 2 6 2,598
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 1 122 1 6 20 917
Total Working Papers 0 1 6 1,627 62 108 165 5,339


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 4 5 6 215
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage 1 1 2 15 5 5 11 81
Asymmetry of information flow between volatilities across time scales 0 0 1 35 3 3 5 136
Brexit and foreign exchange market expectations: Could it have been predicted? 0 0 0 15 5 8 8 44
Causality between Regional Stock Markets: A Frequency Domain Approach 0 0 0 1 2 4 5 6
Clustering and Classification in Option Pricing 0 0 1 28 2 4 10 166
Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence 1 1 1 26 1 3 6 85
Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting 0 0 8 9 0 1 15 20
Fear, extreme fear and U.S. stock market returns 0 0 4 5 3 5 13 16
Forecasting Bitcoin with technical analysis: A not-so-random forest? 0 3 16 87 6 20 60 205
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 5 0 2 3 32
Frequency domain analysis of foreign exchange order flows 0 0 0 21 1 2 3 67
Fuzzy logic, trading uncertainty and technical trading 2 3 7 180 8 13 24 516
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 2 5 6 11 32
Informativeness of trade size in foreign exchange markets 0 0 0 12 7 8 12 74
Informed traders’ arrival in foreign exchange markets: Does geography matter? 0 0 0 9 2 3 7 60
Investment information content in Bollinger Bands? 0 0 1 2 2 5 21 25
Multi-criteria classification for pricing European options 0 0 0 5 3 5 7 55
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 3 3 8 9 61
Non-fundamental, non-parametric Bitcoin forecasting 0 0 0 11 1 3 5 41
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market 0 0 0 88 4 6 6 283
Non-linear, non-parametric, non-fundamental exchange rate forecasting 0 0 0 139 3 6 8 357
Overnight interest rates and aggregate market expectations 0 0 1 21 1 3 5 92
Predicting Systemic Risk with Entropic Indicators 0 0 0 6 3 4 7 34
Private information and its origins in an electronic foreign exchange market 0 0 0 9 2 7 8 76
Random Walk Theory and Exchange Rate Dynamics in Transition Economies 0 0 0 0 2 5 5 6
S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown 0 2 2 4 4 12 13 27
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 0 0 3 32 3 5 16 138
The Profitability of Technical Analysis during the COVID-19 Market Meltdown 0 1 2 14 5 13 24 49
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test 0 0 0 34 2 3 4 282
Unlocking the black box: Non-parametric option pricing before and during COVID-19 0 0 0 1 11 39 42 44
Volatility cascades in cryptocurrency trading 0 0 1 19 2 8 15 97
Total Journal Articles 4 11 50 865 105 224 394 3,422
3 registered items for which data could not be found


Statistics updated 2026-02-12