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The profitability of technical trading rules : a combined signal approach

Lento, Camillo; Gradojevic, Nikola - In: The journal of applied business research 23 (2007) 1, pp. 13-27

Persistent link: https://www.econbiz.de/10003448357

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

Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability

Gradojevic, Nikola - 2013

This paper investigates the multiscale (frequency-dependent) relationship between technical trading profitability and feedback trading effects in the Canada/U.S. dollar foreign exchange market. The results suggest weak evidence that technical trading activities of financial and non-financial...

Persistent link: https://www.econbiz.de/10013090776

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 application of artificial neural networks to exchange rate forecasting : the role of market microstructures variables

Gradojevic, Nikola; Yang, Jing - 2000

Persistent link: https://www.econbiz.de/10001538772

The Dynamic Interaction of Trading Flows, Macroeconomic Announcements and the CAD/USD Exchange Rate : Evidence from Disaggregated Data

Gradojevic, Nikola - 2009

We explore the relationship between disaggregated trading flows, the Canada/U.S. dollar (CAD/USD) market and U.S. macroeconomic announcements with a novel data set of unprecedented breadth and length. Foreign financial trading flows appear to demand liquidity, contemporaneously driving the...

Persistent link: https://www.econbiz.de/10013160169