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Publications

by members of

Université de Sherbrooke → École de Gestion → Département de Finance

University of Sherbrooke → Business School → Finance Department

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2024

  1. David Ardia & Keven Bluteau, 2024, "Optimal Text-Based Time-Series Indices," Papers, arXiv.org, number 2405.10449, May.

2023

  1. David Ardia & Keven Bluteau & Gabriel Lortie-Cloutier & Thien-Duy Tran, 2023, "Factor Exposure Heterogeneity in Green and Brown Stocks," Papers, arXiv.org, number 2302.11729, Feb, revised Apr 2023.
  2. David Ardia & Keven Bluteau, 2023, "The Role of Twitter in Cryptocurrency Pump-and-Dumps," Papers, arXiv.org, number 2306.02148, Jun.

2022

  1. David Ardia & Keven Bluteau & Thien Duy Tran, 2022, "How easy is it for investment managers to deploy their talent in green and brown stocks?," Papers, arXiv.org, number 2201.05709, Jan, revised Apr 2023.

2021

  1. David Ardia & Keven Bluteau & Alaa Kassem, 2021, "A Century of Economic Policy Uncertainty Through the French-Canadian Lens," Papers, arXiv.org, number 2106.05240, Jun, revised Oct 2021.
  2. David Ardia & Keven Bluteau & Kris Boudt, 2021, "Media abnormal tone, earnings announcements, and the stock market," Papers, arXiv.org, number 2110.10800, Oct.
  3. David Ardia & Keven Bluteau & Mohammad Abbas Meghani, 2021, "Thirty Years of Academic Finance," Papers, arXiv.org, number 2112.14902, Dec, revised Aug 2022.

2020

  1. David Ardia & Keven Bluteau & Kris Boudt & Koen Inghelbrecht, 2020, "Climate change concerns and the performance of green versus brown stocks," Working Paper Research, National Bank of Belgium, number 395, Oct.

2002

  1. Anastassios Gentzoglanis, 2002, "Privatization, Investment and Efficiency in the Telecommunications Industry: Theory and Empirical Evidence from MENA Countries," Working Papers, Economic Research Forum, number 0230, Oct, revised 10 Oct 2002.

2000

  1. Gentzoglanis, A., 2000, "Les defis pour le travail a l'ere des technologies de l'information. Innovation and Growth in the Knowledge-Based Economy," Papers, Quebec a Montreal - C.R.E.D.I.T., number 2000-04.

1999

  1. Lise Godbout & Paul Storer & Christian Zimmermann, 1999, "The Canadian Treasury Bill Auction and the Term Structure of Interest Rates," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 75, Apr.

1993

  1. Gentzoglanis, A., 1993, "Innovation and Competition in the High and Medium Intensity R&D industries," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 93-04.

Journal articles

2024

  1. David Ardia & Keven Bluteau & Mohammad‐Abbas Meghani, 2024, "Thirty years of academic finance," Journal of Economic Surveys, Wiley Blackwell, volume 38, issue 3, pages 1008-1042, July, DOI: 10.1111/joes.12571.

2023

  1. Ardia, David & Bluteau, Keven & Lortie-Cloutier, Gabriel & Duy Tran, Thien, 2023, "Factor exposure heterogeneity in green and brown stocks," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103900.
  2. David Ardia & Keven Bluteau & Kris Boudt & Koen Inghelbrecht, 2023, "Climate Change Concerns and the Performance of Green vs. Brown Stocks," Management Science, INFORMS, volume 69, issue 12, pages 7607-7632, December, DOI: 10.1287/mnsc.2022.4636.

2022

  1. Ardia, David & Bluteau, Keven & Tran, Thien Duy, 2022, "How easy is it for investment managers to deploy their talent in green and brown stocks?," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102992.
  2. Ardia, David & Bluteau, Keven & Boudt, Kris, 2022, "Media abnormal tone, earnings announcements, and the stock market," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2021.100683.

2021

  1. Ardia, David & Bluteau, Keven & Kassem, Alaa, 2021, "A century of Economic Policy Uncertainty through the French–Canadian lens," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109938.

2020

  1. Andres Algaba & David Ardia & Keven Bluteau & Samuel Borms & Kris Boudt, 2020, "Econometrics Meets Sentiment: An Overview Of Methodology And Applications," Journal of Economic Surveys, Wiley Blackwell, volume 34, issue 3, pages 512-547, July, DOI: 10.1111/joes.12370.

2019

  1. Ardia, David & Bluteau, Keven & Rüede, Maxime, 2019, "Regime changes in Bitcoin GARCH volatility dynamics," Finance Research Letters, Elsevier, volume 29, issue C, pages 266-271, DOI: 10.1016/j.frl.2018.08.009.
  2. Ardia, David & Bluteau, Keven & Boudt, Kris, 2019, "Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1370-1386, DOI: 10.1016/j.ijforecast.2018.10.010.

2018

  1. Ardia David & Bluteau Keven & Hoogerheide Lennart F., 2018, "Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation," Journal of Time Series Econometrics, De Gruyter, volume 10, issue 2, pages 1-9, July, DOI: 10.1515/jtse-2017-0011.
  2. Ardia, David & Bluteau, Keven & Boudt, Kris & Catania, Leopoldo, 2018, "Forecasting risk with Markov-switching GARCH models:A large-scale performance study," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 733-747, DOI: 10.1016/j.ijforecast.2018.05.004.

2010

  1. Anastassios Gentzoglanis, 2010, "Risk and regulatory reforms in the securities industry: a need for a paradigm shift?," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 1, issue 4, pages 452-469.

2002

  1. Godbout, Lise & Storer, Paul & Zimmermann, Christian, 2002, "The Canadian treasury bill auction and the term structure of interest rates," Journal of Banking & Finance, Elsevier, volume 26, issue 6, pages 1165-1179, June.

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