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 3 5 29
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 0 53 3 3 5 202
Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence 0 0 0 45 0 1 1 124
Errors-in-Variables Estimation with No Instruments 0 0 0 20 2 2 3 151
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 3 0 0 1 30
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 0 0 0 2 18
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 1 2 2 84
Informativeness of the Trade Size in an Electronic Foreign Exchange Market 0 0 0 0 0 2 3 8
Informativeness of trade size in foreign exchange markets 0 0 0 0 1 1 1 30
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 1 3 4 35
Multi-criteria Classification for Pricing European Options 0 0 0 29 2 2 2 104
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 1 0 0 1 9
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 63 2 3 3 194
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 0 0 0 2 22
Option Pricing with Modular Neural Networks 0 0 2 58 1 1 7 184
Overnight Interest Rates and Aggregate Market Expectations 0 0 0 11 2 3 3 80
Predicting Systemic Risk with Entropic Indicators 0 1 2 78 0 6 8 154
Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? 0 0 0 40 0 0 3 145
The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables 0 0 0 1,041 0 1 5 2,596
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 1 122 3 6 17 914
Total Working Papers 0 1 6 1,626 20 39 82 5,251


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 1 1 210
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage 0 0 1 14 0 1 7 76
Asymmetry of information flow between volatilities across time scales 0 1 1 35 0 1 2 133
Brexit and foreign exchange market expectations: Could it have been predicted? 0 0 0 15 2 2 2 38
Causality between Regional Stock Markets: A Frequency Domain Approach 0 0 1 1 2 2 4 4
Clustering and Classification in Option Pricing 0 1 1 28 1 3 7 163
Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence 0 0 0 25 2 3 5 84
Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting 0 3 9 9 1 6 18 20
Fear, extreme fear and U.S. stock market returns 0 1 5 5 1 3 12 12
Forecasting Bitcoin with technical analysis: A not-so-random forest? 0 5 15 84 3 11 48 188
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 5 1 1 2 31
Frequency domain analysis of foreign exchange order flows 0 0 0 21 0 0 1 65
Fuzzy logic, trading uncertainty and technical trading 0 0 5 177 3 5 16 506
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 2 0 1 5 26
Informativeness of trade size in foreign exchange markets 0 0 0 12 0 1 4 66
Informed traders’ arrival in foreign exchange markets: Does geography matter? 0 0 0 9 1 1 5 58
Investment information content in Bollinger Bands? 0 1 1 2 2 10 19 22
Multi-criteria classification for pricing European options 0 0 0 5 1 3 4 51
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 3 3 4 5 56
Non-fundamental, non-parametric Bitcoin forecasting 0 0 0 11 0 1 2 38
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market 0 0 0 88 2 2 3 279
Non-linear, non-parametric, non-fundamental exchange rate forecasting 0 0 0 139 2 3 4 353
Overnight interest rates and aggregate market expectations 0 1 1 21 1 3 3 90
Predicting Systemic Risk with Entropic Indicators 0 0 1 6 1 3 6 31
Private information and its origins in an electronic foreign exchange market 0 0 0 9 0 0 1 69
Random Walk Theory and Exchange Rate Dynamics in Transition Economies 0 0 0 0 2 2 2 3
S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown 1 1 1 3 5 5 6 20
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 0 1 3 32 0 2 11 133
The Profitability of Technical Analysis during the COVID-19 Market Meltdown 0 0 2 13 0 4 12 36
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test 0 0 0 34 1 1 2 280
Unlocking the black box: Non-parametric option pricing before and during COVID-19 0 0 0 1 3 5 6 8
Volatility cascades in cryptocurrency trading 0 0 1 19 1 1 9 90
Total Journal Articles 1 15 48 855 41 91 234 3,239
3 registered items for which data could not be found


Statistics updated 2025-12-06