Nikola Gradojevic : Citation Profile

University of Guelph (99% share)
Rimini Centre for Economic Analysis (RCEA) (1% share)

10

H index

11

i10 index

309

Citations

RESEARCH PRODUCTION:

34

Articles

22

Papers

RESEARCH ACTIVITY:

   24 years (2000 - 2024). See details.
   Cites by year: 12
   Journals where Nikola Gradojevic has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 27 (8.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr194
   Updated: 2026-01-17    RAS profile: 2025-01-07    
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Relations with other researchers

Works with:

Lento, Camillo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nikola Gradojevic.

Is cited by:

Kočenda, Evžen (7)

Bekiros, Stelios (7)

Baruník, Jozef (6)

Uddin, Gazi (5)

Misas, Martha (5)

López, Enrique (5)

Vacha, Lukas (5)

Gallegati, Marco (5)

lucey, brian (4)

Sun, Edward (4)

Shahzad, Syed Jawad Hussain (4)

Cites to:

Lyons, Richard (41)

Evans, Martin (31)

Lo, Andrew (19)

Diebold, Francis (16)

Neely, Christopher (14)

Easley, David (12)

Engle, Robert (11)

Meese, Richard (11)

van Norden, Simon (11)

Taylor, Mark (10)

Chen, Zhiwu (10)

Main data

Where Nikola Gradojevic has published?

Journals with more than one article published# docs
Panoeconomicus4
Economics Letters4
JRFM3
Economic Modelling3
Physica A: Statistical Mechanics and its Applications2
Journal of Empirical Finance2
Annals of Operations Research2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis11
Post-Print / HAL6
Working Papers / IESEG School of Management3

Recent works citing Nikola Gradojevic (2025 and 2024)

YearTitle of citing document
2024The role of CDS spreads in explaining bond recovery rates. (2024). Barbagli, Matteo ; Franois, Pascal ; Gauthier, Genevieve ; Vrins, Frederic. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2024A market resilient data-driven approach to option pricing. (2024). Rana, Nimit ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2409.08205.

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2024The AI Black-Scholes: Finance-Informed Neural Network. (2024). Patel, Raj ; Chi, Cheng ; Li, Xuanze ; Aboussalah, Amine M. In: Papers. RePEc:arx:papers:2412.12213.

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2025Comparative analysis of financial data differentiation techniques using LSTM neural network. (2025). Gajda, Janusz ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19243.

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2025Intraday Functional PCA Forecasting of Cryptocurrency Returns. (2025). Zhong, Cheng ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2505.20508.

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2025Applying Informer for Option Pricing: A Transformer-Based Approach. (2025). Ba, Feliks ; Chudziak, Jaroslaw A. In: Papers. RePEc:arx:papers:2506.05565.

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2024A Wavelet Analysis of Bitcoin Price Volatility Dynamic. (2024). Omar, Talbi ; Mohamed, Ben Abdallah. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:1:p:951-964.

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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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2025Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

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2025Commodity futures option valuation – An ensemble model. (2025). Yang, AO ; Zong, LU ; Wen, Conghua ; Zhai, Jia ; Cao, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004594.

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2024Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x.

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2025Intelligent forecasting in bitcoin markets. (2025). Cohen, Gil ; Aiche, Avishay. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324015162.

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2025Bitcoin-to-gold ratio and stock market returns. (2025). Demir, Ender ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007159.

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2024Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306.

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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2025The role of CDS spreads in explaining bond recovery rates. (2025). Franois, Pascal ; Barbagli, Matteo ; Gauthier, Genevive ; Vrins, Frdric. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:174:y:2025:i:c:s0378426625000342.

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2025Causal wavelet analysis of the Bitcoin price dynamics. (2025). Espinosa-Paredes, Gilberto ; Alvarez-Ramirez, Jose ; Vernon-Carter, Jaime E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008173.

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2025GHENet: Attention-based Hurst exponents for the forecasting of stock market indexes. (2025). Alves, Jerson Leite ; Dos, Francisco Alves ; Lima, Rene Rodrigues ; Florindo, Joao B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:667:y:2025:i:c:s037843712500192x.

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2025Does financial development support renewable energy consumption: Evidence from the UK. (2025). Tiwari, Aviral ; Shahbaz, Muhammad ; Yildirim, Esra Soyu ; Demirtas, Cuma. In: Renewable Energy. RePEc:eee:renene:v:243:y:2025:i:c:s0960148125001429.

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2024Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2025The role of Guru investor in Bitcoin: Evidence from Kolmogorov-Arnold Networks. (2025). Shen, Dehua ; Wu, Yize. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000455.

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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Shahzad, Umer ; Tiwari, Sunil ; Mahendru, Mandeep ; Cheng, Jiyang ; Khaled, Djebbouri. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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2024Drivers of S&P 500’s Profitability: Implications for Investment Strategy and Risk Management. (2024). Nagy, Marek ; Macura, Marcel ; Valaskova, Katarina ; Kovalova, Erika. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:4:p:77-:d:1365830.

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2024Liquidity Spillover between Exchange-Traded Funds: Variations across News Regimes. (2024). Zhao, Yongchen ; Liu, Yang. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:391-:d:1470937.

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2024The Impact of Sentiment on Realized Higher-Order Moments in the S&P 500: Evidence from the Fear and Greed Index. (2024). Owusu Junior, Peterson ; Woode, John Kingsley ; Ahadzie, Richard Mawulawoe. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2024:i:1:p:2-:d:1551910.

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2025The Impact of Economic Freedom on Economic Growth in Western Balkan Countries. (2025). Gashi, Adelina ; Bajraktari, Kaltrina ; Bajrami, Roberta. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:8:p:461-:d:1727844.

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2024Entropy Augmented Asset Pricing Model: Study on Indian Stock Market. (2024). Barai, Parama ; Mishra, Harshit. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09407-w.

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2024Option Pricing Based on the Residual Neural Network. (2024). Liu, Wei-Han ; Gan, Lirong. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10413-3.

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2024OG-CAT: A Novel Algorithmic Trading Alternative to Investment in Crypto Market. (2024). Khurana, Surinder Singh ; Singh, Parvinder ; Garg, Naresh Kumar. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10380-9.

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2025Enhancing Option Pricing Accuracy in the Indian Market: A CNN-BiLSTM Approach. (2025). Singh, Priya ; Verma, Chandan Kumar ; Sharma, Akanksha. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10689-z.

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2025Predicting Asset Dynamics with Hybrid Bivariate Kernel Density Estimate and Markov Model. (2025). Valakeviius, Eimutis ; Ruzgas, Tomas ; Landauskas, Mantas. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10721-2.

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2025How the post-COVID-19 US economy lost and then regained momentum against the Eurozone economy. (2025). Pierre, Alexandra Rostan. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:22:y:2025:i:1:p:129-174.

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2024The impact of economic freedom on economic growth in countries with high and low regulatory quality—lessons for Viet Nam. (2024). Thanh, Chu Thi ; Kim, Tran Thi ; Hung, Nguyen Tan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03741-8.

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2025Mediation role of economic freedom in the nexus between financial integration and inclusive growth in Africa. (2025). Asongu, Simplice ; Boadi, Eric Kofi ; Iddrisu, Khadijah. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04762-7.

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2024Generalized Logit Dynamics Based on Rational Logit Functions. (2024). Yoshioka, Hidekazu. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:14:y:2024:i:5:d:10.1007_s13235-023-00551-6.

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2024On the robust drivers of cryptocurrency liquidity: the case of Bitcoin. (2024). , Walid. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00598-9.

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2024A comparison of cryptocurrency volatility-benchmarking new and mature asset classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00646-y.

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2025The role of technical chart patterns in the early Bitcoin market: intraday evidence from the Mt.Gox transaction dataset. (2025). Rink, Kevin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00763-2.

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2025Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network. (2025). Zhou, Yang ; Xie, Chi ; Zhu, You ; Gong, Jue ; Wang, Gang-Jin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00768-x.

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2024Forecasting cryptocurrencies returns: Do macroeconomic and financial variables improve tail expectation predictions?. (2024). Leccadito, Arturo ; Lawuobahsumo, Kokulo K ; Algieri, Bernardina. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01761-1.

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2025Analysis of economic growth through the context conditions that allow entrepreneurship. (2025). Lull, Juan J ; Devece, Carlos ; Cervell-Royo, Roberto. In: Review of Managerial Science. RePEc:spr:rvmgts:v:19:y:2025:i:7:d:10.1007_s11846-024-00749-x.

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2024Evaluating and Improving the Metropolitan Economic Freedom Index. (2024). Fulton, Lawrence ; Tomic, Aleksandar ; Sharma, Arvind. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:175:y:2024:i:2:d:10.1007_s11205-024-03324-9.

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2024Economic freedom and growth dynamics in Indonesia: an empirical analysis of indicators driving sustainable development. (2024). Utami, Resty Tamara ; Noviandy, Teuku Rizky ; Idroes, Ghalieb Mutig ; Khan, Mohsin ; Afjal, Mohd ; Hardi, Irsan. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2433023.

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2024The isotropy of cryptocurrency volatility. (2024). Mohamad, Azhar ; Hairudin, Aiman. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3779-3810.

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2025Impacts of cross‐border equity portfolio flow and central bank transparency on financial development: The role of economic freedom and international bonds. (2025). Ezeani, Ernest ; Wonu, Chizindu ; Kwabi, Frank ; Leone, Vitor ; Owusu, Andrews. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1319-1347.

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2025Total, quantile, and frequency risk transmission among metal commodities. (2025). Huang, Qian ; Nong, Huifu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2311-2326.

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2024Forecasting exchange rates: An iterated combination constrained predictor approach. (2024). Souropanis, Ioannis ; Panopoulou, Ekaterini ; Alexandridis, Antonios K. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:983-1017.

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Works by Nikola Gradojevic:

YearTitleTypeCited
2000The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables In: Staff Working Papers.
[Full Text][Citation analysis]		paper11
2016Multi-criteria classification for pricing European options In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2015Multi-criteria Classification for Pricing European Options.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2007Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article9
2013Private information and its origins in an electronic foreign exchange market In: Economic Modelling.
[Full Text][Citation analysis]		article4
2015Multiscale analysis of foreign exchange order flows and technical trading profitability In: Economic Modelling.
[Full Text][Citation analysis]		article14
2015Multiscale analysis of foreign exchange order flows and technical trading profitability.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2013Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2012Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage In: Economic Modelling.
[Full Text][Citation analysis]		article3
2020A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage.(2020) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2008Overnight interest rates and aggregate market expectations In: Economics Letters.
[Full Text][Citation analysis]		article10
2009Overnight Interest Rates and Aggregate Market Expectations.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2012Frequency domain analysis of foreign exchange order flows In: Economics Letters.
[Full Text][Citation analysis]		article3
2017Informativeness of trade size in foreign exchange markets In: Economics Letters.
[Full Text][Citation analysis]		article7
2017Informativeness of trade size in foreign exchange markets.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2007The microstructure of the Canada/U.S. dollar exchange rate: A robustness test In: Economics Letters.
[Full Text][Citation analysis]		article2
2010Crash of 87 -- Was it expected?: Aggregate market fears and long-range dependence In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article11
2009Crash of 87 - Was it Expected? Aggregate Market Fears and Long Range Dependence.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2021Volatility cascades in cryptocurrency trading In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article11
2014Foreign exchange customers and dealers: Who’s driving whom? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2013Foreign exchange customers and dealers: Who’s driving whom?.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Forecasting Bitcoin with technical analysis: A not-so-random forest? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article8
2013Fuzzy logic, trading uncertainty and technical trading In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article18
2019Non-fundamental, non-parametric Bitcoin forecasting In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article19
2024Fear, extreme fear and U.S. stock market returns In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2008The dynamic interaction of order flows and the CAD/USD exchange rate In: Working Papers.
[Full Text][Citation analysis]		paper3
2020The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence In: JRFM.
[Full Text][Citation analysis]		article16
2021S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown In: JRFM.
[Full Text][Citation analysis]		article6
2022The Profitability of Technical Analysis during the COVID-19 Market Meltdown In: JRFM.
[Full Text][Citation analysis]		article1
2015Informed traders arrival in foreign exchange markets: Does geography matter? In: Post-Print.
[Citation analysis]		paper3
2015Informed traders’ arrival in foreign exchange markets: Does geography matter?.(2015) In: Empirical Economics.
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This paper has nother version. Agregated cites: 3		article
2020Heterogeneous investment horizons, risk regimes, and realized jumps In: Post-Print.
[Citation analysis]		paper2
2021Heterogeneous investment horizons, risk regimes, and realized jumps.(2021) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 2		article
2015High-Frequency Technical Trading In: Post-Print.
[Citation analysis]		paper0
2014Informativeness of the Trade Size in an Electronic Foreign Exchange Market In: Working Papers.
[Full Text][Citation analysis]		paper0
2006Non-linear, non-parametric, non-fundamental exchange rate forecasting In: Journal of Forecasting.
[Full Text][Citation analysis]		article18
2011Clustering and Classification in Option Pricing In: Review of Economic Analysis.
[Full Text][Citation analysis]		article0
2015Predicting Systemic Risk with Entropic Indicators In: Working Paper series.
[Full Text][Citation analysis]		paper9
2017Predicting Systemic Risk with Entropic Indicators.(2017) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 9		article
2009Informed Trading in an Electronic Foreign Exchange Market In: Working Paper series.
[Full Text][Citation analysis]		paper3
2009Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? In: Working Paper series.
[Full Text][Citation analysis]		paper2
2009Asymmetry of Information Flow Between Volatilities Across Time Scales In: Working Paper series.
[Full Text][Citation analysis]		paper65
2010Asymmetry of information flow between volatilities across time scales.(2010) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 65		article
2009Errors-in-Variables Estimation with No Instruments In: Working Paper series.
[Full Text][Citation analysis]		paper9
2009Option Pricing with Modular Neural Networks In: Working Paper series.
[Full Text][Citation analysis]		paper24
2012Improving Non-Parametric Option Pricing during the Financial Crisis In: Working Paper series.
[Full Text][Citation analysis]		paper0
2024Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting In: The Energy Journal.
[Full Text][Citation analysis]		article0
2021Brexit and foreign exchange market expectations: Could it have been predicted? In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2024Unlocking the black box: Non-parametric option pricing before and during COVID-19 In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2007A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2007Investment information content in Bollinger Bands? In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article2
2010Random Walk Theory and Exchange Rate Dynamics in Transition Economies In: Panoeconomicus.
[Full Text][Citation analysis]		article7
2010Random Walk Theory and Exchange Rate Dynamics in Transition Economies In: Panoeconomicus.
[Full Text][Citation analysis]		article2
2013Causality between Regional Stock Markets: A Frequency Domain Approach In: Panoeconomicus.
[Full Text][Citation analysis]		article4
2013Causality between Regional Stock Markets: A Frequency Domain Approach In: Panoeconomicus.
[Full Text][Citation analysis]		article0

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