Ghent University Academic Bibliography

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Your filters: cql: author="Ardia, David" or (type any "bookEditor issueEditor" and editor="Ardia, David")

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Climate change concerns and the performance of green vs. brown stocks

David Ardia, Keven Bluteau, Kris Boudt (UGent) and Koen Inghelbrecht (UGent)

(2023) MANAGEMENT SCIENCE.
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Media abnormal tone, earnings announcements, and the stock market

David Ardia, Keven Bluteau and Kris Boudt (UGent)

(2022) JOURNAL OF FINANCIAL MARKETS. 61.
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Properties of the Margrabe best–of–two strategy to tactical asset allocation

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

(2022) INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 81.
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The R package sentometrics to compute, aggregate and predict with textual sentiment

David Ardia, Keven Bluteau, Samuel Borms and Kris Boudt (UGent)

(2021) JOURNAL OF STATISTICAL SOFTWARE. 99(2). p.1-40
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Econometrics meets sentiment : an overview of methodology and applications

Andres Algaba, David Ardia, Keven Bluteau (UGent) , Samuel Borms and Kris Boudt (UGent)

(2020) JOURNAL OF ECONOMIC SURVEYS. 34(3). p.512-547
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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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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. 35(4). p.1370-1386
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Markov-switching GARCH models in R : the MSGARCH package

David Ardia, Keven Bluteau, Kris Boudt (UGent) , Leopoldo Catania and Denis-Alexandre Trottier

(2019) JOURNAL OF STATISTICAL SOFTWARE. 91(4).
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The peer performance ratios of hedge funds

David Ardia and Kris Boudt (UGent)

(2018) JOURNAL OF BANKING & FINANCE. 87. p.351-368
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Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation

David Ardia, Kris Boudt (UGent) and Giang Nguyen

(2018) QUANTITATIVE FINANCE. 18(8). p.1249-1259

Academic Bibliography

Climate change concerns and the performance of green vs. brown stocks

Media abnormal tone, earnings announcements, and the stock market

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

The R package sentometrics to compute, aggregate and predict with textual sentiment

Econometrics meets sentiment : an overview of methodology and applications

Generalized autoregressive score models in R : the GAS package

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

Markov-switching GARCH models in R : the MSGARCH package

The peer performance ratios of hedge funds

Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation

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