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 1 2 13 38
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 0 53 0 1 12 210
Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence 0 0 0 45 0 3 10 133
Errors-in-Variables Estimation with No Instruments 0 0 0 20 1 7 26 174
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 3 0 3 5 35
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 0 2 2 7 24
High-Frequency Technical Trading 0 0 0 0 1 2 5 17
Improving Non-Parametric Option Pricing during the Financial Crisis 0 0 0 20 0 3 15 97
Informativeness of the Trade Size in an Electronic Foreign Exchange Market 0 0 0 0 0 2 8 13
Informativeness of trade size in foreign exchange markets 0 0 0 0 0 1 6 35
Informed Trading in an Electronic Foreign Exchange Market 0 0 0 41 1 2 9 134
Informed traders' arrival in foreign exchange markets: Does geography matter? 0 0 0 0 0 2 7 39
Multi-criteria Classification for Pricing European Options 0 0 0 29 0 1 5 107
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 63 0 6 13 204
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 1 1 5 10 18
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 0 0 2 4 26
Option Pricing with Modular Neural Networks 0 0 1 58 1 4 14 194
Overnight Interest Rates and Aggregate Market Expectations 0 0 0 11 0 3 11 88
Predicting Systemic Risk with Entropic Indicators 0 0 2 79 0 7 30 177
Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? 0 0 0 40 0 3 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 8 2,601
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 122 0 4 18 922
Total Working Papers 0 0 4 1,627 8 67 240 5,434


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 3 9 218
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage 0 0 2 15 3 11 22 93
Asymmetry of information flow between volatilities across time scales 0 0 1 35 1 4 9 141
Brexit and foreign exchange market expectations: Could it have been predicted? 0 1 1 16 2 4 12 48
Causality between Regional Stock Markets: A Frequency Domain Approach 0 0 0 1 1 1 5 7
Clustering and Classification in Option Pricing 0 0 1 28 0 3 9 169
Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence 0 0 1 26 0 5 10 90
Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting 2 2 6 12 2 4 11 25
Fear, extreme fear and U.S. stock market returns 0 1 5 6 1 14 24 30
Forecasting Bitcoin with technical analysis: A not-so-random forest? 1 1 14 89 3 10 58 217
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 5 1 5 9 38
Frequency domain analysis of foreign exchange order flows 0 0 0 21 0 4 7 71
Fuzzy logic, trading uncertainty and technical trading 1 2 7 182 8 15 37 534
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 2 1 4 16 38
Informativeness of trade size in foreign exchange markets 0 0 0 12 0 2 14 77
Informed traders’ arrival in foreign exchange markets: Does geography matter? 0 1 1 10 0 8 14 68
Investment information content in Bollinger Bands? 0 1 2 3 0 9 28 36
Multi-criteria classification for pricing European options 0 0 0 5 0 7 14 62
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 3 1 6 17 69
Non-fundamental, non-parametric Bitcoin forecasting 0 0 0 11 1 3 8 44
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market 0 0 0 88 0 2 8 285
Non-linear, non-parametric, non-fundamental exchange rate forecasting 0 0 0 139 0 5 14 363
Overnight interest rates and aggregate market expectations 0 0 1 21 0 0 5 92
Predicting Systemic Risk with Entropic Indicators 0 0 0 6 0 2 11 38
Private information and its origins in an electronic foreign exchange market 0 0 0 9 0 6 15 83
Random Walk Theory and Exchange Rate Dynamics in Transition Economies 0 0 0 0 0 4 10 11
S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown 0 0 2 4 0 2 16 30
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 0 0 3 32 0 7 19 145
The Profitability of Technical Analysis during the COVID-19 Market Meltdown 0 0 2 14 0 5 33 60
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test 0 0 0 34 0 2 6 285
Unlocking the black box: Non-parametric option pricing before and during COVID-19 0 0 0 1 1 5 49 52
Volatility cascades in cryptocurrency trading 2 3 5 23 2 12 26 113
Total Journal Articles 6 12 54 880 28 174 545 3,632
3 registered items for which data could not be found


Statistics updated 2026-06-04