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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 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

A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s

Gradojevic, Nikola - In: Applied financial economics 17 (2007) 16/18, pp. 1377-1387

Persistent link: https://www.econbiz.de/10003605844

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

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

Non-linear, non-parametric, non-fundamental exchange rate forecasting

Gradojevic, Nikola; Yang, Jing - In: Journal of forecasting 25 (2006) 4, pp. 227-245

Persistent link: https://www.econbiz.de/10003364169

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

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