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 4 12 37
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 0 53 0 2 12 210
Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence 0 0 0 45 2 3 10 133
Errors-in-Variables Estimation with No Instruments 0 0 0 20 4 9 25 173
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 3 3 4 5 35
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 0 0 1 5 22
High-Frequency Technical Trading 0 0 0 0 1 3 4 16
Improving Non-Parametric Option Pricing during the Financial Crisis 0 0 0 20 2 5 15 97
Informativeness of the Trade Size in an Electronic Foreign Exchange Market 0 0 0 0 2 2 8 13
Informativeness of trade size in foreign exchange markets 0 0 0 0 1 4 6 35
Informed Trading in an Electronic Foreign Exchange Market 0 0 0 41 1 3 8 133
Informed traders' arrival in foreign exchange markets: Does geography matter? 0 0 0 0 2 2 7 39
Multi-criteria Classification for Pricing European Options 0 0 0 29 1 1 5 107
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 63 3 7 13 204
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 1 4 6 9 17
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 0 2 2 5 26
Option Pricing with Modular Neural Networks 0 0 1 58 3 4 14 193
Overnight Interest Rates and Aggregate Market Expectations 0 0 0 11 3 3 11 88
Predicting Systemic Risk with Entropic Indicators 0 0 2 79 1 11 30 177
Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? 0 0 0 40 3 3 4 148
The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables 0 0 0 1,041 2 3 9 2,601
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 122 3 5 22 922
Total Working Papers 0 0 4 1,627 44 87 239 5,426


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 2 3 9 218
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage 0 0 2 15 4 9 19 90
Asymmetry of information flow between volatilities across time scales 0 0 1 35 2 4 9 140
Brexit and foreign exchange market expectations: Could it have been predicted? 0 1 1 16 0 2 10 46
Causality between Regional Stock Markets: A Frequency Domain Approach 0 0 0 1 0 0 4 6
Clustering and Classification in Option Pricing 0 0 1 28 3 3 9 169
Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence 0 0 1 26 4 5 10 90
Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting 0 1 7 10 2 3 12 23
Fear, extreme fear and U.S. stock market returns 1 1 5 6 7 13 23 29
Forecasting Bitcoin with technical analysis: A not-so-random forest? 0 1 13 88 5 9 58 214
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 5 2 5 8 37
Frequency domain analysis of foreign exchange order flows 0 0 0 21 3 4 7 71
Fuzzy logic, trading uncertainty and technical trading 0 1 6 181 3 10 31 526
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 2 2 5 15 37
Informativeness of trade size in foreign exchange markets 0 0 0 12 2 3 14 77
Informed traders’ arrival in foreign exchange markets: Does geography matter? 1 1 1 10 8 8 14 68
Investment information content in Bollinger Bands? 0 1 2 3 6 11 31 36
Multi-criteria classification for pricing European options 0 0 0 5 5 7 14 62
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 3 2 7 16 68
Non-fundamental, non-parametric Bitcoin forecasting 0 0 0 11 2 2 7 43
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market 0 0 0 88 2 2 8 285
Non-linear, non-parametric, non-fundamental exchange rate forecasting 0 0 0 139 5 6 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 2 4 11 38
Private information and its origins in an electronic foreign exchange market 0 0 0 9 6 7 15 83
Random Walk Theory and Exchange Rate Dynamics in Transition Economies 0 0 0 0 4 5 10 11
S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown 0 0 2 4 2 3 16 30
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 0 0 3 32 2 7 20 145
The Profitability of Technical Analysis during the COVID-19 Market Meltdown 0 0 2 14 3 11 33 60
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test 0 0 0 34 2 3 6 285
Unlocking the black box: Non-parametric option pricing before and during COVID-19 0 0 0 1 2 7 48 51
Volatility cascades in cryptocurrency trading 1 2 3 21 7 14 27 111
Total Journal Articles 3 9 51 874 101 182 533 3,604
3 registered items for which data could not be found


Statistics updated 2026-05-06