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Ivan Medovikov

Personal Details

First Name:Ivan
Middle Name:
Last Name:Medovikov
Suffix:
RePEc Short-ID:pme536
http://medovikov.me
Plaza 429, 500 Glenridge Ave., St. Catharines, ON, L2S 3A1, Canada.
9056885550 ext. 6148

Affiliation

Department of Economics
Brock University

St. Catherines, Canada
http://www.brocku.ca/economics/

(905) 688-5550 3325
(905) 988-9388
500 Glenridge Avenue, St. Catharines, Ontario, L2S 3A1
RePEc:edi:debroca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ivan Medovikov, 2014. "Can Analysts Predict Rallies Better Than Crashes?," Papers 1405.3225, arXiv.org.
  2. Ivan Medovikov, 2014. "When does the stock market listen to economic news? New evidence from copulas and news wires," Papers 1410.8427, arXiv.org.

Articles

  1. Medovikov, Ivan, 2014. "Can analysts predict rallies better than crashes?," Finance Research Letters, Elsevier, vol. 11(4), pages 319-325.
  2. Roobina Keshishbanoosy & Pierre St-Amant & Devin Ball & Ivan Medovikov, 2008. "A Money and Credit Real-Time Database for Canada," Bank of Canada Review, Bank of Canada, vol. 2008(Summer), pages 57-66.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Ivan Medovikov, 2014. "Can Analysts Predict Rallies Better Than Crashes?," Papers 1405.3225, arXiv.org.

    Cited by:

    1. I. Medovikov S. & И. Медовиков С., 2019. "Могут ли фондовые аналитики предсказать рыночный риск? Новые сведения из теории копулы // Can Stock Analysts Predict Market Risk? New Evidence from Copula Theory," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 23(1), pages 38-48.
    2. Roger, Tristan, 2017. "Reporting errors in the I/B/E/S earnings forecast database: J. Doe vs. J. Doe," Finance Research Letters, Elsevier, vol. 20(C), pages 170-176.

  2. Ivan Medovikov, 2014. "When does the stock market listen to economic news? New evidence from copulas and news wires," Papers 1410.8427, arXiv.org.

    Cited by:

    1. Yingli Wang & Xiaoguang Yang, 2018. "Asymmetric response to PMI announcements in China's stock returns," Papers 1806.04347, arXiv.org.
    2. Moosavi , Seyed Abdollah & Ranjbar , Homayoun & Sameti , Majid & Sharifi-Renani , Hossein, 2019. "Analysis of the Impact of Economic Growth and Asymmetric Information of Capital Market on Investors' Confidence," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 14(1), pages 41-62, January.

Articles

  1. Medovikov, Ivan, 2014. "Can analysts predict rallies better than crashes?," Finance Research Letters, Elsevier, vol. 11(4), pages 319-325.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

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Co-authorship network on CollEc

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