Nikola Gradojevic
Names
| first: |
Nikola |
| last: |
Gradojevic |
Identifer
Contact
Affiliations
-
University of Guelph
/ Gordon Lang School of Business and Economics
/ Department of Economics and Finance (weight: 99%)
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Rimini Centre for Economic Analysis (RCEA) (weight: 1%)
Research profile
author of:
- The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables (RePEc:bca:bocawp:00-23)
by Nikola Gradojevic & Jing Yang - Multi-criteria classification for pricing European options (RePEc:bpj:sndecm:v:20:y:2016:i:2:p:123-139:n:4)
by Gradojevic Nikola - Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market (RePEc:eee:dyncon:v:31:y:2007:i:2:p:557-574)
by Gradojevic, Nikola - Private information and its origins in an electronic foreign exchange market (RePEc:eee:ecmode:v:33:y:2013:i:c:p:86-93)
by Gençay, Ramazan & Gradojevic, Nikola - Multiscale analysis of foreign exchange order flows and technical trading profitability (RePEc:eee:ecmode:v:47:y:2015:i:c:p:156-165)
by Gradojevic, Nikola & Lento, Camillo - A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage (RePEc:eee:ecmode:v:85:y:2020:i:c:p:57-73)
by Gradojevic, Nikola & Erdemlioglu, Deniz & Gençay, Ramazan - Overnight interest rates and aggregate market expectations (RePEc:eee:ecolet:v:100:y:2008:i:1:p:27-30)
by Gradojevic, Nikola & Gencay, Ramazan - Frequency domain analysis of foreign exchange order flows (RePEc:eee:ecolet:v:115:y:2012:i:1:p:73-76)
by Gradojevic, Nikola - Informativeness of trade size in foreign exchange markets (RePEc:eee:ecolet:v:150:y:2017:i:c:p:27-33)
by Gradojevic, Nikola & Erdemlioglu, Deniz & Gençay, Ramazan - The microstructure of the Canada/U.S. dollar exchange rate: A robustness test (RePEc:eee:ecolet:v:94:y:2007:i:3:p:426-432)
by Gradojevic, Nikola - Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence (RePEc:eee:empfin:v:17:y:2010:i:2:p:270-282)
by Gençay, Ramazan & Gradojevic, Nikola - Volatility cascades in cryptocurrency trading (RePEc:eee:empfin:v:62:y:2021:i:c:p:252-265)
by Gradojevic, Nikola & Tsiakas, Ilias - Foreign exchange customers and dealers: Who’s driving whom? (RePEc:eee:finlet:v:11:y:2014:i:3:p:213-218)
by Gradojevic, Nikola - Forecasting Bitcoin with technical analysis: A not-so-random forest? (RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17)
by Gradojevic, Nikola & Kukolj, Dragan & Adcock, Robert & Djakovic, Vladimir - Fuzzy logic, trading uncertainty and technical trading (RePEc:eee:jbfina:v:37:y:2013:i:2:p:578-586)
by Gradojevic, Nikola & Gençay, Ramazan - Non-fundamental, non-parametric Bitcoin forecasting (RePEc:eee:phsmap:v:531:y:2019:i:c:s0378437119309859)
by Adcock, Robert & Gradojevic, Nikola - The dynamic interaction of order flows and the CAD/USD exchange rate (RePEc:fip:fedlwp:2008-006)
by Nikola Gradojevic & Christopher J. Neely - The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence (RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:26-:d:316467)
by Ivana Brkić & Nikola Gradojević & Svetlana Ignjatijević - S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown (RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:330-:d:595312)
by Camillo Lento & Nikola Gradojevic - The Profitability of Technical Analysis during the COVID-19 Market Meltdown (RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:192-:d:797810)
by Camillo Lento & Nikola Gradojevic - Multiscale analysis of foreign exchange order flows and technical trading profitability (RePEc:hal:journl:hal-01563053)
by Nikola Gradojevic & Camillo Lento - Informed traders' arrival in foreign exchange markets: Does geography matter? (RePEc:hal:journl:hal-01563055)
by Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk - Informativeness of trade size in foreign exchange markets (RePEc:hal:journl:hal-01745281)
by Nikola Gradojevic & Deniz Erdemlioglu & Ramazan Gençay - A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage (RePEc:hal:journl:hal-02512423)
by Nikola Gradojevic & Deniz Erdemlioglu & Ramazan Gençay - Heterogeneous investment horizons, risk regimes, and realized jumps (RePEc:hal:journl:hal-02995997)
by Deniz Erdemlioglu & Nikola Gradojevic - High-Frequency Technical Trading (RePEc:hal:journl:hal-03273743)
by Antonio Giangreco & Nikola Gradojevic & Camillo Lento - Foreign exchange customers and dealers: Who’s driving whom? (RePEc:ies:wpaper:f201303)
by Nikola Gradojevic - Informativeness of the Trade Size in an Electronic Foreign Exchange Market (RePEc:ies:wpaper:f201402)
by Nikola Gradojevic - Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability (RePEc:ies:wpaper:f201403)
by Nikola Gradojevic & Camillo Lento - Non-linear, non-parametric, non-fundamental exchange rate forecasting (RePEc:jof:jforec:v:25:y:2006:i:4:p:227-245)
by Jing Yang & Nikola Gradojevic - Clustering and Classification in Option Pricing (RePEc:ren:journl:v:3:y:2011:i:2:p:109-128)
by Nikola Gradojevic & Dragan Kukolj & Ramazan Gencay - Multi-criteria Classification for Pricing European Options (RePEc:rim:rimwps:15-13)
by Nikola Gradojevic - Predicting Systemic Risk with Entropic Indicators (RePEc:rim:rimwps:15-14)
by Nikola Gradojevic & Marko Caric - Informed Trading in an Electronic Foreign Exchange Market (RePEc:rim:rimwps:24_09)
by Ramazan Gencay & Nikola Gradojevic - Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? (RePEc:rim:rimwps:25_09)
by Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk - Overnight Interest Rates and Aggregate Market Expectations (RePEc:rim:rimwps:26_09)
by Nikola Gradojevic & Ramazan Gençay - Asymmetry of Information Flow Between Volatilities Across Time Scales (RePEc:rim:rimwps:27_09)
by Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher - Crash of '87 - Was it Expected? Aggregate Market Fears and Long Range Dependence (RePEc:rim:rimwps:28_09)
by Ramazan Gencay & Nikola Gradojevic - Errors-in-Variables Estimation with No Instruments (RePEc:rim:rimwps:30_09)
by Ramazan Gencay & Nikola Gradojevic - Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability (RePEc:rim:rimwps:31_12)
by Nikola Gradojevic & Camillo Lento - Option Pricing with Modular Neural Networks (RePEc:rim:rimwps:32_09)
by Nikola Gradojevic & Ramazan Gencay & Dragan Kukolj - Improving Non-Parametric Option Pricing during the Financial Crisis (RePEc:rim:rimwps:35_12)
by Dragan Kukolj & Nikola Gradojevic & Camillo Lento - Brexit and foreign exchange market expectations: Could it have been predicted? (RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03582-z)
by Nikola Gradojevic - Unlocking the black box: Non-parametric option pricing before and during COVID-19 (RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04578-7)
by Nikola Gradojevic & Dragan Kukolj - Informed traders’ arrival in foreign exchange markets: Does geography matter? (RePEc:spr:empeco:v:49:y:2015:i:4:p:1431-1462)
by Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk - Unknown item RePEc:taf:apfelt:v:3:y:2007:i:4:p:263-267 (article)
- Unknown item RePEc:taf:apfiec:v:17:y:2007:i:17:p:1377-1387 (article)
- Asymmetry of information flow between volatilities across time scales (RePEc:taf:quantf:v:10:y:2010:i:8:p:895-915)
by Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher - Unknown item RePEc:voj:journl:v:57:y:2010:i:3:p:303-320 (article)
- Random Walk Theory and Exchange Rate Dynamics in Transition Economies (RePEc:voj:journl:v:57:y:2010:i:3:p:303-320:id:190)
by Nikola Gradojević & Vladimir Djaković & Goran Andjelić - Unknown item RePEc:voj:journl:v:60:y:2013:i:5:p:633-647 (article)
- Causality between Regional Stock Markets: A Frequency Domain Approach (RePEc:voj:journl:v:60:y:2013:i:5:p:633-647:id:88)
by Nikola Gradojević & Eldin Dobardžić - Heterogeneous investment horizons, risk regimes, and realized jumps (RePEc:wly:ijfiec:v:26:y:2021:i:1:p:617-643)
by Deniz Erdemlioglu & Nikola Gradojevic - Predicting Systemic Risk with Entropic Indicators (RePEc:wly:jforec:v:36:y:2017:i:1:p:16-25)
by Nikola Gradojevic & Marko Caric