| Climate change concerns and the performance of green vs. brown stocks D Ardia, K Bluteau, K Boudt, K Inghelbrecht Management Science 69 (12), 7607-7632, 2023 | 397* | 2023 |
| Regime changes in Bitcoin GARCH volatility dynamics D Ardia, K Bluteau, M Rüede Finance Research Letters 29, 266-271, 2019 | 318 | 2019 |
| Forecasting risk with Markov-switching GARCH models: A large-scale performance study D Ardia, K Bluteau, K Boudt, L Catania International Journal of Forecasting 34 (4), 733-747, 2018 | 196 | 2018 |
| Markov–Switching GARCH Models in R: The MSGARCH Package L Catania, D Ardia, K Bluteau, K Boudt, DA Trottier Journal of Statistical Software 90 (4), 2019 | 167* | 2019 |
| Econometrics Meets Sentiment: An Overview of Methodology and Applications A Algaba, D Ardia, K Bluteau, S Borms, K Boudt Journal of Economic Surveys 34 (3), 512-547, 2020 | 143 | 2020 |
| Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values D Ardia, K Bluteau, K Boudt International Journal of Forecasting 35 (4), 1370-1386, 2019 | 102 | 2019 |
| The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment D Ardia, K Bluteau, S Borms, K Boudt Journal of Statistical Software 99 (2), 2021 | 38 | 2021 |
| Media abnormal tone, earnings announcements, and the stock market D Ardia, K Bluteau, K Boudt Journal of Financial Markets 61, 2022 | 16 | 2022 |
| A Century of Economic Policy Uncertainty Through the French-Canadian Lens D Ardia, K Bluteau, A Kassem Economics Letters 205, 2021 | 4 | 2021 |
| nse: Computation of Numerical Standard Errors in R D Ardia, K Bluteau J. Open Source Software 2 (10), 172, 2017 | 4 | 2017 |
| Factor exposure heterogeneity in green and brown stocks D Ardia, K Bluteau, G Lortie-Cloutier, TD Tran Finance Research Letters 55, 103900, 2023 | 3 | 2023 |
| How easy is it for investment managers to deploy their talent in green and brown stocks? D Ardia, K Bluteau, TD Tran Finance Research Letters 48, 2022 | 3 | 2022 |
| Thirty years of academic finance D Ardia, K Bluteau, MA Meghani Journal of Economic Surveys 38 (3), 1008-1042, 2024 | 2 | 2024 |
| Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation D Ardia, K Bluteau, LF Hoogerheide Journal of Time Series Econometrics 10 (2), 1-9, 2018 | 2 | 2018 |
| The Role of Twitter in Cryptocurrency Pump-and-Dumps D Ardia, K Bluteau International Review of Financial Analysis 95 (B), 2024 | | 2024 |
| Optimal Text-Based Time-Series Indices D Ardia, K Bluteau arXiv preprint arXiv:2405.10449, 2024 | | 2024 |
| Modeling latent variables in economics and finance K Bluteau Université de Neuchâtel-[Faculté des sciences économiques]-[Institut d …, 2019 | | 2019 |
| Stress-Testing with Parametric Models and Fully Flexible Probabilities D Ardia, K Bluteau Wilmott Magazine 87, 52-55, 2017 | | 2017 |
David ArdiaHEC Montréal & GERADVerified email at hec.ca
