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 1 1 2 13 39
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 0 53 0 0 12 210
Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence 0 0 0 45 0 0 10 133
Errors-in-Variables Estimation with No Instruments 1 1 1 21 1 2 26 175
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 3 0 0 5 35
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 0 0 2 6 24
High-Frequency Technical Trading 0 0 0 0 0 1 4 17
Improving Non-Parametric Option Pricing during the Financial Crisis 1 2 2 22 1 2 17 99
Informativeness of the Trade Size in an Electronic Foreign Exchange Market 0 0 0 0 0 0 8 13
Informativeness of trade size in foreign exchange markets 0 0 0 0 0 0 6 35
Informed Trading in an Electronic Foreign Exchange Market 0 0 0 41 0 1 9 134
Informed traders' arrival in foreign exchange markets: Does geography matter? 0 0 0 0 0 0 7 39
Multi-criteria Classification for Pricing European Options 0 0 0 29 0 1 6 108
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 1 1 2 0 3 12 20
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 63 0 0 13 204
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 0 1 2 6 28
Option Pricing with Modular Neural Networks 0 0 0 58 0 1 13 194
Overnight Interest Rates and Aggregate Market Expectations 0 0 0 11 0 0 11 88
Predicting Systemic Risk with Entropic Indicators 0 0 2 79 0 1 31 178
Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? 0 0 0 40 0 0 4 148
The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables 0 0 0 1,041 0 2 9 2,603
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 122 0 1 16 923
Total Working Papers 2 4 6 1,631 4 21 244 5,447


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 9 218
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage 0 0 2 15 1 4 21 94
Asymmetry of information flow between volatilities across time scales 0 0 1 35 1 2 10 142
Brexit and foreign exchange market expectations: Could it have been predicted? 0 0 1 16 1 3 13 49
Causality between Regional Stock Markets: A Frequency Domain Approach 0 0 0 1 0 1 5 7
Clustering and Classification in Option Pricing 0 0 1 28 0 0 9 169
Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence 0 0 1 26 0 0 9 90
Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting 0 2 6 12 1 3 12 26
Fear, extreme fear and U.S. stock market returns 0 0 2 6 0 1 21 30
Forecasting Bitcoin with technical analysis: A not-so-random forest? 0 6 15 94 3 16 56 230
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 5 1 2 9 39
Frequency domain analysis of foreign exchange order flows 0 0 0 21 0 0 7 71
Fuzzy logic, trading uncertainty and technical trading 0 1 7 182 1 9 38 535
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 2 0 1 14 38
Informativeness of trade size in foreign exchange markets 0 0 0 12 2 2 15 79
Informed traders’ arrival in foreign exchange markets: Does geography matter? 0 0 1 10 1 2 14 70
Investment information content in Bollinger Bands? 0 3 5 6 5 11 36 47
Multi-criteria classification for pricing European options 0 0 0 5 0 1 15 63
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 3 0 1 17 69
Non-fundamental, non-parametric Bitcoin forecasting 0 0 0 11 0 2 9 45
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market 0 0 0 88 1 1 9 286
Non-linear, non-parametric, non-fundamental exchange rate forecasting 0 0 0 139 1 1 15 364
Overnight interest rates and aggregate market expectations 0 0 1 21 0 1 6 93
Predicting Systemic Risk with Entropic Indicators 0 0 0 6 1 1 11 39
Private information and its origins in an electronic foreign exchange market 0 0 0 9 0 0 15 83
Random Walk Theory and Exchange Rate Dynamics in Transition Economies 0 0 0 0 0 0 10 11
S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown 0 0 2 4 1 3 18 33
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 0 0 1 32 0 0 16 145
The Profitability of Technical Analysis during the COVID-19 Market Meltdown 0 0 1 14 2 3 34 63
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test 0 0 0 34 0 0 6 285
Unlocking the black box: Non-parametric option pricing before and during COVID-19 0 0 0 1 0 1 49 52
Volatility cascades in cryptocurrency trading 0 3 5 24 0 4 26 115
Total Journal Articles 0 15 52 889 23 76 554 3,680
3 registered items for which data could not be found


Statistics updated 2026-08-07