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 0 1 13 39
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 0 53 0 0 11 210
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 0 1 1 21 0 1 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 0 6 24
High-Frequency Technical Trading 0 0 0 0 0 0 4 17
Improving Non-Parametric Option Pricing during the Financial Crisis 0 2 2 22 1 3 18 100
Informativeness of the Trade Size in an Electronic Foreign Exchange Market 0 0 0 0 1 1 8 14
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 0 9 134
Informed traders' arrival in foreign exchange markets: Does geography matter? 0 0 0 0 1 1 8 40
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 2 11 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 0 2 6 28
Option Pricing with Modular Neural Networks 0 0 0 58 0 0 11 194
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 30 178
Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? 0 0 0 40 0 0 3 148
The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables 0 0 0 1,041 0 2 8 2,603
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 122 1 2 16 924
Total Working Papers 0 4 6 1,631 4 17 239 5,451


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 1 1 10 219
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage 0 0 1 15 1 2 20 95
Asymmetry of information flow between volatilities across time scales 0 0 1 35 0 1 10 142
Brexit and foreign exchange market expectations: Could it have been predicted? 0 0 1 16 0 1 13 49
Causality between Regional Stock Markets: A Frequency Domain Approach 0 0 0 1 0 0 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 1 1 7 13 1 2 13 27
Fear, extreme fear and U.S. stock market returns 0 0 2 6 0 0 21 30
Forecasting Bitcoin with technical analysis: A not-so-random forest? 0 5 15 94 5 18 58 235
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 5 0 1 9 39
Frequency domain analysis of foreign exchange order flows 0 0 0 21 0 0 6 71
Fuzzy logic, trading uncertainty and technical trading 0 0 5 182 3 4 37 538
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 2 0 0 13 38
Informativeness of trade size in foreign exchange markets 0 0 0 12 1 3 15 80
Informed traders’ arrival in foreign exchange markets: Does geography matter? 1 1 2 11 1 3 14 71
Investment information content in Bollinger Bands? 0 3 5 6 9 20 44 56
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 1 1 18 70
Non-fundamental, non-parametric Bitcoin forecasting 0 0 0 11 0 1 8 45
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market 0 0 0 88 0 1 9 286
Non-linear, non-parametric, non-fundamental exchange rate forecasting 1 1 1 140 1 2 15 365
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 0 1 11 39
Private information and its origins in an electronic foreign exchange market 0 0 0 9 0 0 14 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 4 19 34
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 0 0 1 32 1 1 15 146
The Profitability of Technical Analysis during the COVID-19 Market Meltdown 0 0 1 14 1 4 32 64
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test 0 0 0 34 1 1 7 286
Unlocking the black box: Non-parametric option pricing before and during COVID-19 0 0 0 1 1 1 50 53
Volatility cascades in cryptocurrency trading 0 1 5 24 2 4 28 117
Total Journal Articles 3 12 52 892 31 79 563 3,711
3 registered items for which data could not be found


Statistics updated 2026-09-10