Ghent University Academic Bibliography

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Questioning the news about economic growth : Sparse forecasting using thousands of news-based sentiment values

David Ardia, Keven Bluteau and Kris Boudt (UGent)

(2019) INTERNATIONAL JOURNAL OF FORECASTING.
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Evaluating the Shariah-compliance of equity portfolios : the weighting method matters

Kris Boudt (UGent) , Muhammad Wajid Raza and Marjan Wauters

(2019) INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 60. p.252-266
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The response of multinationals’ foreign exchange rate exposure to macroeconomic news

Kris Boudt (UGent) , Christopher J. Neely, Piet Sercu and Marjan Wauters

(2019) JOURNAL OF INTERNATIONAL MONEY AND FINANCE. 94. p.32-47
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A misspecification test for the higher order co-moments of the factor model

Wanbo Lu, Dong Yang and Kris Boudt (UGent)

(2019) STATISTICS. 53. p.471-488
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- journalArticle
- A1
The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization

Kris Boudt (UGent) and Chunlin Wan

(2019) OPTIMIZATION LETTERS.
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- journalArticle
- A1
- open access
Generalized autoregressive score models in R : the GAS package

David Ardia, Kris Boudt (UGent) and Leopoldo Catania

(2019) JOURNAL OF STATISTICAL SOFTWARE. 88(6). p.1-28
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- journalArticle
- A1
Macro-financial regimes and performance of Shariah-compliant equity portfolios

Kris Boudt (UGent) , Muhammad Wajid Raza and Dawood Ashraf

(2019) JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY.
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Jockeying for position in CEO letters : impression management and sentiment analytics

Kris Boudt (UGent) and James Thewissen

(2019) FINANCIAL MANAGEMENT. 48(1). p.77-115
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- journalArticle
- A1
Properties of the Margrabe best–of–two strategy to tactical asset allocation

David Ardia, Kris Boudt (UGent) , Stefan Hartmann and Giang Nguyen

(2019) NTERNATIONAL REVIEW OF FINANCIAL ANALYSIS.
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- journalArticle
- A1
When does the tone of earnings press releases matter?

Kris Boudt (UGent) , James Thewissen and Wouter Torsin

(2018) INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 57. p.231-245

Academic Bibliography

Questioning the news about economic growth : Sparse forecasting using thousands of news-based sentiment values

Evaluating the Shariah-compliance of equity portfolios : the weighting method matters

The response of multinationals’ foreign exchange rate exposure to macroeconomic news

A misspecification test for the higher order co-moments of the factor model

The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization

Generalized autoregressive score models in R : the GAS package

Macro-financial regimes and performance of Shariah-compliant equity portfolios

Jockeying for position in CEO letters : impression management and sentiment analytics

Properties of the Margrabe best–of–two strategy to tactical asset allocation

When does the tone of earnings press releases matter?

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