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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 0 0 1 1 24
Asymmetry of Information Flow Between Volatilities Across Time Scales 0 0 0 53 0 0 0 197
Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence 1 2 2 45 1 3 4 123
Errors-in-Variables Estimation with No Instruments 0 0 0 20 0 0 2 148
Foreign exchange customers and dealers: Who’s driving whom? 0 0 0 3 0 1 1 29
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 0 0 2 2 16
High-Frequency Technical Trading 0 0 0 0 0 1 2 10
Improving Non-Parametric Option Pricing during the Financial Crisis 0 1 1 20 0 1 2 82
Informativeness of the Trade Size in an Electronic Foreign Exchange Market 0 0 0 0 0 0 0 5
Informativeness of trade size in foreign exchange markets 0 0 0 0 0 1 1 29
Informed Trading in an Electronic Foreign Exchange Market 0 0 0 41 0 0 0 124
Informed traders' arrival in foreign exchange markets: Does geography matter? 0 0 0 0 0 0 0 31
Multi-criteria Classification for Pricing European Options 0 0 1 29 1 3 4 102
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 1 1 63 0 1 2 191
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability 0 0 0 1 0 0 1 8
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 0 1 2 2 20
Option Pricing with Modular Neural Networks 0 0 2 56 0 0 3 177
Overnight Interest Rates and Aggregate Market Expectations 0 0 0 11 0 0 0 77
Predicting Systemic Risk with Entropic Indicators 0 3 5 76 0 3 6 146
Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? 0 0 0 40 0 1 2 142
The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables 0 0 1 1,041 0 0 2 2,591
The dynamic interaction of order flows and the CAD/USD exchange rate 0 0 0 121 0 0 1 897
Total Working Papers 1 7 13 1,620 3 20 38 5,169

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 0 209
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage 0 0 1 13 1 3 7 69
Asymmetry of information flow between volatilities across time scales 0 0 2 34 0 0 5 131
Brexit and foreign exchange market expectations: Could it have been predicted? 0 1 2 15 0 1 3 36
Causality between Regional Stock Markets: A Frequency Domain Approach 0 0 0 0 0 0 0 0
Clustering and Classification in Option Pricing 0 0 0 27 0 0 1 156
Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence 1 2 3 25 1 3 4 79
Forecasting Bitcoin with technical analysis: A not-so-random forest? 2 6 31 69 4 11 61 140
Foreign exchange customers and dealers: Who’s driving whom? 0 0 1 5 0 0 1 29
Frequency domain analysis of foreign exchange order flows 0 0 0 21 0 0 0 64
Fuzzy logic, trading uncertainty and technical trading 0 0 7 172 1 4 19 490
Heterogeneous investment horizons, risk regimes, and realized jumps 0 0 0 2 0 0 2 21
Informativeness of trade size in foreign exchange markets 0 1 1 12 0 1 1 62
Informed traders’ arrival in foreign exchange markets: Does geography matter? 0 0 0 9 0 0 1 53
Multi-criteria classification for pricing European options 0 0 0 5 0 0 1 47
Multiscale analysis of foreign exchange order flows and technical trading profitability 0 0 0 3 0 1 2 51
Non-fundamental, non-parametric Bitcoin forecasting 0 0 2 11 1 1 5 36
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market 0 1 5 88 0 2 7 276
Non-linear, non-parametric, non-fundamental exchange rate forecasting 0 2 4 139 0 2 5 349
Overnight interest rates and aggregate market expectations 0 0 0 20 0 0 2 87
Predicting Systemic Risk with Entropic Indicators 0 0 0 5 0 0 0 25
Private information and its origins in an electronic foreign exchange market 0 0 0 9 0 1 2 68
Random Walk Theory and Exchange Rate Dynamics in Transition Economies 0 0 0 0 0 0 0 1
S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown 0 0 0 2 0 2 3 14
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence 1 1 4 29 2 2 9 122
The Profitability of Technical Analysis during the COVID-19 Market Meltdown 0 2 3 11 0 2 4 24
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test 0 0 0 34 0 0 1 278
Unlocking the black box: Non-parametric option pricing before and during COVID-19 1 1 1 1 1 1 2 2
Volatility cascades in cryptocurrency trading 0 1 1 18 1 4 9 81
Total Journal Articles 5 18 68 806 12 41 157 3,000
3 registered items for which data could not be found
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Statistics updated 2024-12-04