David Ardia
HEC Montréal
H-index: 24
North America-Canada
Top articles of David Ardia
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Linking frequentist and Bayesian change-point methods | arXiv preprint arXiv:2306.05265 | David Ardia Arnaud Dufays Carlos Ordás Criado | 2023/6/8 |
High-Dimensional Mean-Variance Spanning Tests | Available at SSRN 4703023 | David Ardia Sébastien Laurent Rosnel Sessinou | 2024 |
Revisiting Boehmer et al.(2021): Recent Period, Alternative Method, Different Conclusions | arXiv preprint arXiv:2403.17095 | David Ardia Clément Aymard Tolga Cenesizoglu | 2024/3/25 |
The Role of Twitter in Cryptocurrency Pump-and-Dumps | arXiv preprint arXiv:2306.02148 | David Ardia Keven Bluteau | 2023/6/3 |
The Peer Performance Ratios in Cryptocurrency Markets | Abhishek Duggal David Ardia | 2023/4 | |
Climate change concerns and the performance of green vs. brown stocks | Management Science | David Ardia Keven Bluteau Kris Boudt Koen Inghelbrecht | 2023/12 |
Fast and furious: A high-frequency analysis of Robinhood users’ trading behavior Online Appendix | arXiv preprint arXiv:2307.11012 | David Ardia Clément Aymard Tolga Cenesizoglu | 2023/7/20 |
Thirty years of academic finance | David Ardia Keven Bluteau Mohammad‐Abbas Meghani | 2023 | |
Mémoire de fin d'études | Frédéric Siino David Ardia | 2023/8/18 | |
Factor exposure heterogeneity in green and brown stocks | Finance Research Letters | David Ardia Keven Bluteau Gabriel Lortie-Cloutier Thien Duy Tran | 2023/7/1 |
Fast and Furious: An Intraday Analysis of Robinhood Users’ Trading Behavior | Available at SSRN 4028045 | David Ardia Clément Aymard Tolga Cenesizoglu | 2022/2/6 |
How easy is it for investment managers to deploy their talent in green and brown stocks? | Finance Research Letters | David Ardia Keven Bluteau Thien Duy Tran | 2022/8/1 |
Is it alpha or beta? a formal evaluation of hedge fund models | David Ardia Laurent Barras Patrick Gagliardini Olivier Scaillet | 2022 | |
Package ‘bidask’ | Emanuele Guidotti David Ardia Tim Kroencke Maintainer Emanuele Guidotti | 2022/5/11 | |
Properties of the Margrabe Best-of-two strategy to tactical asset allocation | International Review of Financial Analysis | David Ardia Kris Boudt Stefan Hartmann Giang Nguyen | 2022/5/1 |
Multi-Asset Approach to Realized Variance Forecasting: Empirical Evidence from the Canadian Dollar | David Ardia Alexandre Turenne | 2022/4 | |
Package ‘nse’ | David Ardia Keven Bluteau Maintainer Keven Bluteau Imports Rcpp LinkingTo Rcpp | 2022/11/8 | |
Package ‘AdMit’ | David Ardia Lennart F Hoogerheide Herman K van Dijk Maintainer David Ardia | 2017/2/4 | |
sentometrics-package 3 | Package ‘sentometrics’ | David Ardia Keven Bluteau Kris Boudt Jeroen Van Pelt Andres Algaba | 2022/10/14 |
Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values (vol 35, pg 1370, 2019) | International Journal of Forecasting | David Ardia Keven Bluteau Kris Boudt | 2019/10/1 |
Co-Authors
