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Ivan Medovikov

Personal Details

First Name:Ivan
Middle Name:
Last Name:Medovikov
Suffix:
RePEc Short-ID:pme536
[This author has chosen not to make the email address public]
Plaza 429, 500 Glenridge Ave., St. Catharines, ON, L2S 3A1, Canada.
9056885550 ext. 6148
Terminal Degree:2013 Department of Economics; University of Western Ontario (from RePEc Genealogy)

Affiliation

Department of Economics
Brock University

St. Catherines, Canada
http://www.brocku.ca/economics/
RePEc:edi:debroca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ivan Medovikov & Valentyn Panchenko & Artem Prokhorov, 2024. "Efficient estimation of parameters in marginals in semiparametric multivariate models," Papers 2401.17334, arXiv.org.
  2. Medovikov, Ivan & Prokhorov, Artem, 2016. "A New Measure of Vector Dependence, with an Application to Financial C ontagion," Working Papers 2016-01, University of Sydney Business School, Discipline of Business Analytics.
  3. Ivan Medovikov, 2014. "Can Analysts Predict Rallies Better Than Crashes?," Papers 1405.3225, arXiv.org.
  4. 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. Ivan Medovikov & Artem Prokhorov, 2017. "A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion," Journal of Financial Econometrics, Oxford University Press, vol. 15(3), pages 474-503.
  2. Medovikov, Ivan, 2016. "When does the stock market listen to economic news? New evidence from copulas and news wires," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 27-40.
  3. Medovikov, Ivan, 2014. "Can analysts predict rallies better than crashes?," Finance Research Letters, Elsevier, vol. 11(4), pages 319-325.
  4. 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 & Valentyn Panchenko & Artem Prokhorov, 2024. "Efficient estimation of parameters in marginals in semiparametric multivariate models," Papers 2401.17334, arXiv.org.

    Cited by:

    1. Eddie Anderson & Artem Prokhorov & Yajing Zhu, 2020. "A Simple Estimator of Two‐Dimensional Copulas, with Applications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1375-1412, December.
    2. Yichen Gao & Yu Zhang & Ximing Wu, 2015. "Penalized exponential series estimation of copula densities with an application to intergenerational dependence of body mass index," Empirical Economics, Springer, vol. 48(1), pages 61-81, February.

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

    Cited by:

    1. 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. 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.
    3. Taussig, Roi D., 2022. "Market prices, analysts' predictions, and Covid19," Finance Research Letters, Elsevier, vol. 46(PA).

  3. 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. Ivan Medovikov & Artem Prokhorov, 2017. "A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion," Journal of Financial Econometrics, Oxford University Press, vol. 15(3), pages 474-503.

    Cited by:

    1. De Keyser, Steven & Gijbels, Irène, 2024. "Parametric dependence between random vectors via copula-based divergence measures," Journal of Multivariate Analysis, Elsevier, vol. 203(C).
    2. Yanqin Fan & Marc Henry, 2020. "Vector copulas," Papers 2009.06558, arXiv.org, revised Apr 2021.
    3. De Keyser, Steven & Gijbels, Irène, 2025. "High-dimensional copula-based Wasserstein dependence," Computational Statistics & Data Analysis, Elsevier, vol. 204(C).
    4. Fan, Yanqin & Henry, Marc, 2023. "Vector copulas," Journal of Econometrics, Elsevier, vol. 234(1), pages 128-150.
    5. Mordant, Gilles & Segers, Johan, 2022. "Measuring dependence between random vectors via optimal transport," Journal of Multivariate Analysis, Elsevier, vol. 189(C).

  2. Medovikov, Ivan, 2016. "When does the stock market listen to economic news? New evidence from copulas and news wires," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 27-40.
    See citations under working paper version above.
  3. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2016-04-16

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