10
H index
10
i10 index
265
Citations
Nikola Gradojevic : Citation Profile
University of Guelph (99% share) | RESEARCH PRODUCTION: 30 Articles 22 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
23 years (2000 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Nikola Gradojevic. | Is cited by:
| Cites to:
|
Main data
Where Nikola Gradojevic has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 4 |
| Panoeconomicus | 4 |
| JRFM | 3 |
| Economic Modelling | 3 |
| Journal of Empirical Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper series / Rimini Centre for Economic Analysis | 11 |
| Post-Print / HAL | 6 |
| Working Papers / IESEG School of Management | 3 |
Recent works citing Nikola Gradojevic (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | The role of CDS spreads in explaining bond recovery rates. (2024). Vrins, Frederic ; Gauthier, Genevieve ; Franois, Pascal ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002. Full description at Econpapers || Download paper |
| 2023 | Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.04642. Full description at Econpapers || Download paper |
| 2024 | A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962. Full description at Econpapers || Download paper |
| 2023 | The role of renewable and nuclear energy R&D expenditures and income on environmental quality in Germany: Scrutinizing the EKC and LCC hypotheses with smooth structural changes. (2023). Kartal, Mustafa ; Pata, Ugur Korkut ; Sarkodie, Samuel Asumadu ; Erdogan, Sinan. In: Applied Energy. RePEc:eee:appene:v:342:y:2023:i:c:s0306261923005020. Full description at Econpapers || Download paper |
| 2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper |
| 2023 | Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding. (2023). Qiu, Yumou ; Guo, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1337-1354. Full description at Econpapers || Download paper |
| 2023 | Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993. Full description at Econpapers || Download paper |
| 2023 | Dynamic time-frequency connectedness between European emissions trading system and sustainability markets. (2023). Kang, Sang Hoon ; Sheikh, Umaid A ; Ur, Mobeen ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002244. Full description at Econpapers || Download paper |
| 2023 | Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants. (2023). Martin-Barragan, Belen ; Andreeva, Galina ; Wang, Yijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004301. Full description at Econpapers || Download paper |
| 2023 | The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871. Full description at Econpapers || Download paper |
| 2023 | Do oil and natural gas prices affect carbon efficiency? Daily evidence from China by wavelet transform-based approaches. (2023). Caglar, Abdullah Emre ; Karlilar, Selin ; Kartal, Mustafa Tevfik ; Zafar, Muhammad Wasif ; Pata, Ugur Korkut ; Liu, Haiying. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s030142072300750x. Full description at Econpapers || Download paper |
| 2023 | Further evidence on the returns to technical trading rules: Insights from fourteen currencies. (2023). Todorov, Ivan ; Dockery, Everton. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000270. Full description at Econpapers || Download paper |
| 2023 | Is entropy an indicator of port traffic predictability? The evidence from Chinese ports. (2023). Grifoll, Manel ; Huang, Dong ; Lin, Qin ; Feng, Hongxiang ; Yang, Dong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000389. Full description at Econpapers || Download paper |
| 2023 | A factor pricing model based on machine learning algorithm. (2023). Ren, Hang ; Chen, Yuzhi ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:280-297. Full description at Econpapers || Download paper |
| 2024 | Arbitrage 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. Full description at Econpapers || Download paper |
| 2023 | How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Sahut, Jean-Michel ; Hikkerova, Lubica ; Hajek, Petr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227. Full description at Econpapers || Download paper |
| 2024 | Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236. Full description at Econpapers || Download paper |
| 2024 | Drivers of S&P 500’s Profitability: Implications for Investment Strategy and Risk Management. (2024). Macura, Marcel ; Kovalova, Erika ; Valaskova, Katarina ; Nagy, Marek. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:4:p:77-:d:1365830. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | FDI Inflows-Economic Globalization Nexus in ASEAN Countries: The Panel Bootstrap Causality Test Based on Wavelet Decomposition. (2023). Kongkuah, Maxwell ; Yilanci, Veli ; Gorus, Muhammed Sehid. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09377-5. Full description at Econpapers || Download paper |
| 2024 | Entropy 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. Full description at Econpapers || Download paper |
| 2024 | Option 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. Full description at Econpapers || Download paper |
| 2023 | Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7. Full description at Econpapers || Download paper |
| 2023 | Cracking the Code of Market Secrets: A Deep Dive into Financial Anomalies. (2023). Pu, Suan Hui ; Uluyol, Burhan ; Kanaparan, Geetha ; Shaturaev, Jakhongir. In: MPRA Paper. RePEc:pra:mprapa:119039. Full description at Econpapers || Download paper |
| 2023 | Herding Spillover among the Stock Markets: Pakistan & China Covering Covid-19 and Its Repercussions. (2023). Zahid, Nida ; Mazhar, Abdul Rafae ; Hameed, Raja Mazhar. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:257-267. Full description at Econpapers || Download paper |
| 2023 | Convergence analysis of ecological footprint at different time scales: Evidence from Southern Common Market countries. (2023). yilanci, Veli ; Ursava, Uaur. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:2:p:429-442. Full description at Econpapers || Download paper |
| 2023 | Fundamental and speculative components of the cryptocurrency pricing dynamics. (2023). Krištoufek, Ladislav ; Kukacka, Jiri. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00465-7. Full description at Econpapers || Download paper |
| 2023 | REnsembling ARIMAX Model in Algorithmic Investment Strategies on Commodities Market. (2023). Windorbski, Franciszek ; Lepaczuk, Robert ; Jakubowski, Pawe. In: Working Papers. RePEc:war:wpaper:2023-20. Full description at Econpapers || Download paper |
| 2023 | Time?frequency dynamics between fear connectedness of stocks and alternative assets. (2023). Balli, Faruk ; Hasan, Md Iftekhar ; Agyemang, Abraham ; Naeem, Muhammad Abubakr. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2188-2201. Full description at Econpapers || Download paper |
Works by Nikola Gradojevic:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2016 | Multi-criteria classification for pricing European options In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Multi-criteria Classification for Pricing European Options.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 9 |
| 2013 | Private information and its origins in an electronic foreign exchange market In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2015 | Multiscale analysis of foreign exchange order flows and technical trading profitability In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
| 2015 | Multiscale 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 | |
| 2013 | Multiscale 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 | |
| 2012 | Multiscale 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 | |
| 2020 | A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2020 | A 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: 2 | paper | |
| 2008 | Overnight interest rates and aggregate market expectations In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2009 | Overnight Interest Rates and Aggregate Market Expectations.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2012 | Frequency domain analysis of foreign exchange order flows In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2017 | Informativeness of trade size in foreign exchange markets In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2017 | Informativeness of trade size in foreign exchange markets.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2007 | The microstructure of the Canada/U.S. dollar exchange rate: A robustness test In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2010 | Crash of 87 -- Was it expected?: Aggregate market fears and long-range dependence In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 11 |
| 2009 | Crash 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 | |
| 2021 | Volatility cascades in cryptocurrency trading In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
| 2014 | Foreign exchange customers and dealers: Who’s driving whom? In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2013 | Foreign 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 | |
| 2023 | Forecasting Bitcoin with technical analysis: A not-so-random forest? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2013 | Fuzzy logic, trading uncertainty and technical trading In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 18 |
| 2019 | Non-fundamental, non-parametric Bitcoin forecasting In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
| 2008 | The dynamic interaction of order flows and the CAD/USD exchange rate In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2020 | The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence In: JRFM. [Full Text][Citation analysis] | article | 10 |
| 2021 | S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown In: JRFM. [Full Text][Citation analysis] | article | 5 |
| 2022 | The Profitability of Technical Analysis during the COVID-19 Market Meltdown In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2015 | Informed traders arrival in foreign exchange markets: Does geography matter? In: Post-Print. [Citation analysis] | paper | 3 |
| 2015 | Informed traders’ arrival in foreign exchange markets: Does geography matter?.(2015) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2020 | Heterogeneous investment horizons, risk regimes, and realized jumps In: Post-Print. [Citation analysis] | paper | 1 |
| 2021 | Heterogeneous investment horizons, risk regimes, and realized jumps.(2021) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2015 | High-Frequency Technical Trading In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Informativeness of the Trade Size in an Electronic Foreign Exchange Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Non-linear, non-parametric, non-fundamental exchange rate forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
| 2011 | Clustering and Classification in Option Pricing In: Review of Economic Analysis. [Full Text][Citation analysis] | article | 0 |
| 2015 | Predicting Systemic Risk with Entropic Indicators In: Working Paper series. [Full Text][Citation analysis] | paper | 8 |
| 2017 | Predicting Systemic Risk with Entropic Indicators.(2017) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2009 | Informed Trading in an Electronic Foreign Exchange Market In: Working Paper series. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation? In: Working Paper series. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Asymmetry of Information Flow Between Volatilities Across Time Scales In: Working Paper series. [Full Text][Citation analysis] | paper | 61 |
| 2010 | Asymmetry of information flow between volatilities across time scales.(2010) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | article | |
| 2009 | Errors-in-Variables Estimation with No Instruments In: Working Paper series. [Full Text][Citation analysis] | paper | 9 |
| 2009 | Option Pricing with Modular Neural Networks In: Working Paper series. [Full Text][Citation analysis] | paper | 20 |
| 2012 | Improving Non-Parametric Option Pricing during the Financial Crisis In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Brexit and foreign exchange market expectations: Could it have been predicted? In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2007 | A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Random Walk Theory and Exchange Rate Dynamics in Transition Economies In: Panoeconomicus. [Full Text][Citation analysis] | article | 5 |
| 2010 | Random Walk Theory and Exchange Rate Dynamics in Transition Economies In: Panoeconomicus. [Full Text][Citation analysis] | article | 0 |
| 2013 | Causality between Regional Stock Markets: A Frequency Domain Approach In: Panoeconomicus. [Full Text][Citation analysis] | article | 4 |
| 2013 | Causality between Regional Stock Markets: A Frequency Domain Approach In: Panoeconomicus. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team