Similar Search Results

Frequency domain analysis of foreign exchange order flows

Gradojevic, Nikola - In: Economics letters 115 (2012) 1, pp. 73-76

Persistent link: https://www.econbiz.de/10009615315

The microstructure of the Canada/U.S. dollar exchange rate : a robustness test

Gradojevic, Nikola - In: Economics letters 94 (2007) 3, pp. 426-432

Persistent link: https://www.econbiz.de/10003437676

Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market

Gradojevic, Nikola - In: Journal of economic dynamics & control 31 (2007) 2, pp. 557-574

Persistent link: https://www.econbiz.de/10003412318

Foreign exchange customers and dealers : who’s driving whom?

Gradojevic, Nikola - In: Finance research letters 11 (2014) 3, pp. 213-218

Persistent link: https://www.econbiz.de/10010441881

When Do Informed Traders Arrive in Foreign Exchange Markets?

Gencay, Ramazan; Gradojevic, Nikola; Selcuk, Faruk - 2007

This article examines the implications of the existence of private information in the spot foreign exchange market. Our framework is a high-frequency version of a structural microstructure trade model that measures the market maker's beliefs directly. We find that the underpinnings for the...

Persistent link: https://www.econbiz.de/10014221726

Private information and its origins in an electronic foreign exchange market

Gençay, Ramazan; Gradojevic, Nikola - In: Economic modelling 33 (2013), pp. 86-93

Persistent link: https://www.econbiz.de/10010192040

Fuzzy logic, trading uncertainty and technical trading

Gradojevic, Nikola; Gençay, Ramazan - In: Journal of banking & finance 37 (2013) 2, pp. 578-586

Persistent link: https://www.econbiz.de/10009705616

Random walk theory and exchange rate dynamics in transition economies

Gradojevic, Nikola; Djaković, Vladimir; Andjelić, Goran - In: Panoeconomicus 57 (2010) 3, pp. 303-320

Persistent link: https://www.econbiz.de/10008698128

Multiscale analysis of foreign exchange order flows and technical trading profitability

Gradojevic, Nikola; Lento, Camillo - In: Economic modelling 47 (2015), pp. 156-165

Persistent link: https://www.econbiz.de/10011439041

Informed traders' arrival in foreign exchange markets : does geography matter?

Gençay, Ramazan; Gradojevic, Nikola; Olsen, Richard; … - In: Empirical economics : a journal of the Institute for … 49 (2015) 4, pp. 1431-1462

Persistent link: https://www.econbiz.de/10011377058