David Ardia : Citation Profile

HEC Montréal (École des Hautes Études Commerciales)

15

H index

20

i10 index

910

Citations

RESEARCH PRODUCTION:

38

Articles

43

Papers

1

Books

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 39
   Journals where David Ardia has often published
   Relations with other researchers
   Recent citing documents: 170.    Total self citations: 37 (3.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par194
   Updated: 2026-05-02    RAS profile: 2025-07-06    
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Relations with other researchers

Works with:

Bluteau, Keven (14)

Boudt, Kris (5)

Inghelbrecht, Koen (2)

Ordás Criado, Carlos (2)

Scaillet, Olivier (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David Ardia.

Is cited by:

van Dijk, Herman (27)

Baştürk, Nalan (16)

Panagiotidis, Theodore (14)

Stengos, Thanasis (13)

Grassi, Stefano (12)

Labondance, Fabien (10)

Dufays, Arnaud (10)

Hubert, Paul (10)

Uddin, Gazi (10)

Papapanagiotou, Georgios (10)

Bauwens, Luc (9)

Cites to:

van Dijk, Herman (66)

Bauwens, Luc (29)

Geweke, John (26)

Jagannathan, Ravi (24)

Bollerslev, Tim (23)

Boudt, Kris (22)

Geweke, John (20)

Andrews, Donald (18)

Engle, Robert (16)

Scaillet, Olivier (13)

Laurent, Sébastien (12)

Main data

Where David Ardia has published?

Journals with more than one article published# docs
Finance Research Letters5
Economics Letters3
International Review of Financial Analysis3
International Journal of Forecasting3
Journal of Risk2
Econometrics2
Journal of Statistical Software2
Journal of Economic Surveys2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org12
MPRA Paper / University Library of Munich, Germany9
Tinbergen Institute Discussion Papers / Tinbergen Institute8
DQE Working Papers / Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland4

Recent works citing David Ardia (2026 and 2025)

YearTitle of citing document
2025Modeling prices from speculative markets: bursting bubbles or deflating balloons?. (2025). Wang, Linqi ; Harvey, Andrew ; Hafner, Christian. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025008.

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2025Analyst Reports and Stock Performance: Evidence from the Chinese Market. (2025). Liang, Jiayou ; Liu, Rui ; Hu, Yujia ; Chen, Haolong. In: Papers. RePEc:arx:papers:2411.08726.

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2025Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555.

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2025Shocking concerns: public perception about climate change and the macroeconomy. (2025). Sorge, Marco ; Bontempi, Maria ; de Angelis, Luca ; Neri, Paolo ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2505.04669.

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2025Green Shields: The Role of ESG in Uncertain Time. (2025). Stasiulaitis, Dominykas ; Kansoy, Fatih. In: Papers. RePEc:arx:papers:2506.02143.

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2025Fiscal Spillovers through Informal Financial Channels. (2025). Kennedy, Austin. In: Papers. RePEc:arx:papers:2508.06662.

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2025Forecasting Probability Distributions of Financial Returns with Deep Neural Networks. (2025). Micha, Jakub. In: Papers. RePEc:arx:papers:2508.18921.

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2025ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets. (2025). Cervantes, Alejandro ; Quintana, David ; Su, Andr'Es L. In: Papers. RePEc:arx:papers:2509.11844.

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2025Selection Confidence Sets for Equally Weighted Portfolios. (2025). Ferrari, Davide ; Fulci, Alessandro ; Paterlini, Sandra. In: Papers. RePEc:arx:papers:2510.14988.

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2026Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information. (2025). Colaneri, Katia ; Mancinelli, Daniele ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2511.19186.

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2026Optimal Catastrophe Risk Pooling. (2025). Wirjanto, Tony S ; Nguyen, Minh Chau ; Yang, Fan. In: Papers. RePEc:arx:papers:2512.18790.

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2026Proxy-Reliance Control in Conformal Recalibration of One-Sided Value-at-Risk. (2026). Zhong, Tenghan. In: Papers. RePEc:arx:papers:2603.22569.

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2026Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility. (2026). Massimo, Serena Ionta. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26262.

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2026Environmental score and bond pricing: it better be good, it better be green. (2026). Zaghini, Andrea ; Pianeselli, Daniele ; Fornari, Fabio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1002_26.

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2025The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25.

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2026Sentiment and Uncertainty Indices from economic news in Colombia. (2026). Clara, Roco ; Mora-Prez, Dora Alicia ; Orozco-Gallo, Antonio Jos. In: Borradores de Economia. RePEc:bdr:borrec:1340.

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2025Green financing and the relationship between banks and non-financial corporations through the lens of balance-sheet interaction. (2025). Harrison, Michael ; Shabani, Mimoza. In: IFC Bulletins chapters. RePEc:bis:bisifc:65-06.

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2025Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2025Improving text classification: logistic regression makes small LLMs strong and explainable ‘tens-of-shot’ classifiers. (2025). Hill, ED ; Buckmann, Marcus. In: Bank of England working papers. RePEc:boe:boeewp:1127.

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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2025Climate Risk and Financial Stability: Some Panel Evidence for the European Banking Sector. (2025). Caporale, Guglielmo Maria ; Sova, Anamaria Diana. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11958.

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2025When Do Circuit Breakers Stabilize Markets? Evidence and Theory. (2025). Ming, Yang ; Hu, Tianlin. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:humingzhu.

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2025Capturing international influences in U.S. monetary policy through a NLP approach. (2025). Ferrara, Laurent ; de Roux, Nicolas. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-23.

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2026Environmental score and bond pricing: it better be good, it better be green. (2026). Zaghini, Andrea ; Fornari, Fabio ; Pianeselli, Daniele. In: Working Paper Series. RePEc:ecb:ecbwps:20263176.

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2025Climate policy uncertainty and analyst forecast quality for greenhouse gas-intensive firms. (2025). Lin, K C ; Dong, Xiaobo. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000124.

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2025Editorial: What have we learned about green and climate finance?. (2025). Ng, Lilian ; Liang, Hao ; Yoon, Aaron. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:5:s0890838925001994.

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2025Imbalanced ESG investing?. (2025). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Wu, Haoran ; Zhao, Binru. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000781.

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2025Can investors curb greenwashing?. (2025). Tankov, Peter ; Zerbib, Olivier David ; Cartellier, Fanny. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001617.

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2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

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2025Are ESG factors truly unique?. (2025). Covachev, Svetoslav ; Brito-Ramos, Sofia ; Martel, Jocelyn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000269.

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2025The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds. (2025). Ma, Junfeng ; Zhou, Deheng ; Xu, Ziyao ; Yuan, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000270.

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2025Superiority of ESG-oriented portfolios in Taiwan stock market: Quantile-on-quantile with GARCH approach. (2025). Chi, Pei-Yu ; Chang, Hao-Wen ; Lin, Chin-Ho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001251.

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2025Risky finance, riskier climate: when financial instability meets climate risks on the bridge of sustainability uncertainty. (2025). GAIES, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001329.

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2026Examining climate risk attention in stock markets: insights from quantile-on-quantile regression. (2026). Liu, Zhenhao ; Lin, Yutong ; Zhao, Lili ; Yang, Guozheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001846.

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2026Determinants and effects of green bond issuance: Environmental awareness, ecological budget, biodiversity, oil and lithium. (2026). Dabbous, Amal ; Horn, Matthias ; Gbel, Florian ; Oehler, Andreas. In: Ecological Economics. RePEc:eee:ecolec:v:239:y:2026:i:c:s0921800925002368.

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2025Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms. (2025). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006165.

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2025Climate concerns, salient events, and green preferences. (2025). Petey, Joël ; MERLI, Maxime ; Roger, Tristan. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003714.

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2025Do markets react to weather? Stock price reactions to weather alerts. (2025). Panetsidou, Styliani ; Synapis, Angelos. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s016517652500388x.

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2025Green stocks and monetary policy shocks: Evidence from Europe. (2025). Rudebusch, Glenn ; Bauer, Michael ; Offner, Eric A. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125000947.

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2025Warning words in a warming world: Central bank communication and climate change. (2025). Deyris, Jrme ; Scalisi, Ginevra ; Campiglio, Emanuele ; Romelli, Davide. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001515.

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2025Asset allocation with factor-based covariance matrices. (2025). Conlon, Thomas ; Cotter, John ; Kynigakis, Iason. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:1:p:189-203.

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2025Do management climate change concerns mitigate greenwashing? Evidence from China. (2025). Yang, Jinyu ; Cao, Jiawei ; Yue, Sishi. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000573.

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2026Central bank green communication and pollution premium: Evidence from China. (2026). Zhang, Huajing ; Jiang, Fuwei ; Chen, Yiyao. In: Emerging Markets Review. RePEc:eee:ememar:v:70:y:2026:i:c:s1566014125001438.

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2025Climate change risk and green bond pricing. (2025). del Giudice, Alfonso ; Signori, Andrea ; Rigamonti, Silvia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000386.

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2025The impact of political risks on carbon emissions. (2025). Zhang, Qin ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008399.

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2025Financial innovation and corporate climate policy uncertainty exposure: Evidence from Chinas crude oil futures. (2025). Zhang, Wei ; Wang, Ziqiao ; Chen, Longxuan. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002506.

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2025The path to sustainable Bitcoin mining: Challenges and barriers. (2025). Lashkaripour, Mohammadhossein ; Hosseini, Seyedmehdi ; Bouri, Elie ; Basirian, Elnaz. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003275.

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2025Common volatility in clean energy stocks. (2025). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Pham, Son. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004165.

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2025Climate transition risks, ESG sentiment and market value: Insights from the European stock market. (2025). Gaies, Brahim ; Chabane, Najeh ; Adeosun, Opeoluwa Adeniyi ; Sahut, Jean-Michel. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004323.

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2025Optimizing portfolios under carbon risk constraints: Setting effective constraints to favor green investments. (2025). Chen, AN ; Gerick, Leonard ; Jin, Zhuo. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500461x.

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2025Unveiling the impact of information vagueness on carbon emission inventories using fuzzy sets. (2025). Puppim, Jos Antnio ; Wanke, Peter ; Antunes, Jorge ; Tan, Yong. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004992.

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2025Climate policy uncertainty and trading behavior: Evidence from aggregate herd behavior. (2025). Wanidwaranan, Phasin ; Wongkantarakorn, Jutamas ; Padungsaksawasdi, Chaiyuth. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005870.

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2025Does climate transition risk threaten Chinas energy system stability? Insights from high-dimensional systemic risk spillover network. (2025). Hu, Xin ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006310.

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2025Optimal carbon emission path under uncertainty: Physical risks and transition risks. (2025). Wang, Xinyu ; Chang, Shuhua ; Hu, Kaixuan. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007418.

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2025How do environmental concerns and global economic conditions affect energy prices?. (2025). ben Jabeur, Sami ; Boubaker, Sabri ; Carmona, Pedro ; Stef, Nicolae. In: Energy Policy. RePEc:eee:enepol:v:204:y:2025:i:c:s0301421525001879.

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2025Does the energy transition affect return spillovers between multiple energy sources and Chinese industry indices? Network evidence of asymmetric dynamic spillovers. (2025). Wang, Shouyang ; Zhang, Zhe George ; Chai, Jian ; Kou, Honghong. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225007546.

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2025The impact of corporate climate risk on carbon intensity: Evidence from China. (2025). Yan, Ying ; Lin, Tao ; Ma, Heng. In: Energy. RePEc:eee:energy:v:334:y:2025:i:c:s0360544225031743.

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2025Spotlighting energy sector through green transition attention. (2025). Cerqueti, Roy ; Stefanelli, Kevyn. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503453x.

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2025Physical climate risk, fund holdings, and idiosyncratic risk. (2025). Sun, Shanghong ; Zhang, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002704.

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2025Sustainability arbitrage pricing of ESG derivatives. (2025). Kanamura, Takashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002649.

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2025Carbon transition risk and stock market premium. (2025). Luo, Qin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005459.

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2025When green is no longer a win - new evidence on the shareholder value effects of green bond offerings11The authors would like to thank Konstantinos Bozos, Samit Gupta, Antony Potter, Hai-Anh Tran, and participants at the 2023 British Academy of Management Conference, 2023 Corporate Finance Days, 2023 European Financial Management Association Annual Meeting and Second Credit Scoring and Credit Rating Conference for their helpful comments and suggestions. (2025). Li, Shuyu ; Dutordoir, Marie ; Frota, Joao Quariguasi. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925006076.

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2025Biodiversity risk and agricultural futures markets. (2025). Lang, Qiaoqi ; Wen, Lixuan ; Wu, Hanlin ; Li, Chenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925006696.

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2025The effect of green finance on corporate biodiversity risks. (2025). Zhang, Zhenhua ; Wang, Yongjian. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925008051.

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2025Attention to biodiversity and stock returns. (2025). Kaabia, Olfa ; el Ouadghiri, Imane ; Hernandez, Celina Toscano ; Platania, Federico ; Peillex, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007877.

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2025Strategy choices in strategic risk-taking: Does climate risk matter?. (2025). Li, Wanli ; Cheng, Teng-Yuan ; Luo, Dan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007932.

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2024The end of ESG? Return spillover between ESG and non-ESG portfolios. (2024). He, Feng ; Zhang, Jining. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011048.

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2025ESG performance and sustainability concerns exposure. (2025). Vu, Thanh Nam. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014636.

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2025Does flood risk affect the implied cost of equity capital?. (2025). Xiong, Deping ; Li, AN ; Cheng, Xianli ; Lai, Fujun. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014818.

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2025Predicting volatility in Chinas clean energy sector: Advantages of the carbon transition risk. (2025). Chen, Zhu ; Luo, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015630.

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2025Identification of systemic financial risks: The role of climate risks. (2025). Yang, Sitong ; Su, Hongyu ; Li, Shouwei ; Zhu, Wenqiang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017562.

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2025Are brown stocks valuable to green stocks? Evidence from China. (2025). Shang, Yue ; Wei, YU ; Chen, Xiaodan ; Fu, Hai ; Zhu, Sha. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002478.

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2025Sustainable yet similar: Challenging the performance and risk assumptions of sustainable market indices. (2025). Klein, Christian ; Leifhelm, Mathis ; Scholz, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002363.

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2025ESG and sustainable development: Evidence from DCC-GARCH R2 decomposed connectedness measures. (2025). Jlassi, Nabila Boukef ; Lahiani, Amine ; Mselmi, Nada ; Mefteh-Wali, Salma. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004854.

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2025The resilient power of CSR: Sustained risk reduction despite widespread ESG adoption. (2025). Ramos, Andrs ; Lumbreras, Sara ; Merladet, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005033.

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2025Climate change news sensitivity and expected stock returns: Evidence from China. (2025). Wang, Xinran ; Lu, Hengzhen. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007561.

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2025Integrating climate change attention into enterprise digital transformation: A managerial perspective. (2025). Zhao, Lili ; Chen, Xiqun ; Fu, Chaoxia. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325007780.

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2025The impact of climate risk on sustainability performance of enterprises: Evidence from China. (2025). Zhang, Liming ; Luo, Kuankuan ; Yang, Cuiping. In: Finance Research Letters. RePEc:eee:finlet:v:83:y:2025:i:c:s1544612325009043.

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2025Climate risk concern and green premium in the stock market: Evidence from China. (2025). Liu, Zhidong ; Zhou, Lu Jolly ; Yan, Guan. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325009997.

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2025United in green: Institutional dual ownership and corporate green innovation. (2025). Zhang, Yanyuan ; Ding, Yanqi ; Yan, Weichen. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325010724.

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2025Early warning of cryptocurrency reversal risks via multi-source data. (2025). Ke, Zong ; Chen, Zhenrui ; Cao, Yuqing ; Yin, Yuchen ; Cheng, YU. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s1544612325011481.

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2025From brown investment to green investment: Will the Russia–Ukraine war present opportunities or threats?. (2025). Shao, Liuguo ; Zhang, Hongwei ; Fang, Beixin. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s1544612325012887.

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2025The impact of ESG preferences on stock borrowing volumes and fees*. (2025). Jacob, Stefan ; Grgen, Maximilian ; Rohleder, Martin ; Wilkens, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325014229.

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2025Forecasting cryptocurrency markets using recurrence and time-frequency analysis-based machine learning algorithms. (2025). Vanheusden, Frederique J ; Ha, Dong ; Kim, Amee. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pe:s1544612325015223.

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2025When green turns brown: Green premium revisited. (2025). Tian, Xiao ; Dias, Roshanthi ; Tang, Iengchuo ; Mo, DI. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325015521.

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2025Forecasting volatility in the Chinese stock market: Comparative performance of carbon transition risk indicators. (2025). Zhang, Sisi ; Luo, Qin ; Mei, Dexiang. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325017520.

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2025Real effects of media climate change concerns. (2025). Mahmoudian, Fereshteh ; Nazari, Jamal A ; Poursoleyman, Ehsan. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001418.

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2025Seeing is believing: Forecasting oil market returns with artificial intelligence-powered visual climate change perception. (2025). Liu, Dan. In: Global Finance Journal. RePEc:eee:glofin:v:68:y:2025:i:c:s1044028325001012.

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2025The effects of physical and transition climate risk on stock markets: Some multi-Country evidence. (2025). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Colella, Ida ; Albanese, Marina. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000945.

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2025Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre ; Caporin, Massimiliano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000460.

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2025Machine learning, memory and efficiency in cryptocurrency markets. (2025). Yarovaya, Larisa ; Mishra, Tapas ; Li, Shuyue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s1042443125001003.

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2025Understanding reputational risks: The impact of ESG events on European banks. (2025). Ongena, Steven ; Corbet, Shaen ; Akyildirim, Erdinc ; Staunton, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s1042443125001155.

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2026Climate change news risk and advertising spending. (2026). Olaboopo, Olakunle ; Boamah, Evans O. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:106:y:2026:i:c:s1042443125001350.

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2026How are retail investors informed? A perspective from institutional trading intention exposure. (2026). Li, Tangrong ; Zhang, Qing ; Sun, Xuchu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:106:y:2026:i:c:s1042443125001490.

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2025Social media-based attention and the cross-section of cryptocurrency returns. (2025). Pugachyov, Nikolay ; Matre, Arnaud T ; Weigert, Florian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001384.

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2025All Days Are Not Created Equal: Understanding Momentum by Learning to Weight Past Returns. (2025). Wiedemann, Timo ; Beckmeyer, Heiner. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:181:y:2025:i:c:s0378426625001852.

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2025Worries about energy security and stock returns. (2025). Santi, Caterina ; Moretti, Angelo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:238:y:2025:i:c:s0167268125003294.

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2025Responsible investing: Costs and benefits for university endowment funds. (2025). Joenvr, Juha ; Tiu, Cristian Ioan ; Aragon, George O ; Jiang, Yuxiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x2500159x.

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2025Forecasting corporate bond returns amid climate change risk: A dynamic forecast combination approach. (2025). Guo, Yangli ; Luo, Qin ; Ma, Feng ; Zhong, Juandan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000592.

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2025Fiscal spillovers through informal financial channels. (2025). Kennedy, Austin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001135.

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More than 100 citations found, this list is not complete...

Works by David Ardia:

YearTitleTypeCited
2016Generalized Autoregressive Score Models in R: The GAS Package In: Papers.
[Full Text][Citation analysis]		paper13
2016Value-at-Risk Prediction in R with the GAS Package In: Papers.
[Full Text][Citation analysis]		paper4
2021A Century of Economic Policy Uncertainty Through the French-Canadian Lens In: Papers.
[Full Text][Citation analysis]		paper1
2021A century of Economic Policy Uncertainty through the French–Canadian lens.(2021) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2021Media abnormal tone, earnings announcements, and the stock market In: Papers.
[Full Text][Citation analysis]		paper3
2022Media abnormal tone, earnings announcements, and the stock market.(2022) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2022Thirty Years of Academic Finance In: Papers.
[Full Text][Citation analysis]		paper0
2024Thirty years of academic finance.(2024) In: Journal of Economic Surveys.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2023How easy is it for investment managers to deploy their talent in green and brown stocks? In: Papers.
[Full Text][Citation analysis]		paper2
2022How easy is it for investment managers to deploy their talent in green and brown stocks?.(2022) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2023Factor Exposure Heterogeneity in Green and Brown Stocks In: Papers.
[Full Text][Citation analysis]		paper4
2023Factor exposure heterogeneity in green and brown stocks.(2023) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2023The Role of Twitter in Cryptocurrency Pump-and-Dumps In: Papers.
[Full Text][Citation analysis]		paper0
2023Fast and Furious: A High-Frequency Analysis of Robinhood Users Trading Behavior In: Papers.
[Full Text][Citation analysis]		paper0
2024Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions In: Papers.
[Full Text][Citation analysis]		paper0
2024High-Dimensional Mean-Variance Spanning Tests In: Papers.
[Full Text][Citation analysis]		paper0
2024Optimal Text-Based Time-Series Indices In: Papers.
[Full Text][Citation analysis]		paper0
2026Optimal text-based time-series indices.(2026) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2020ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article60
2018Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article1
2016Smart beta and CPPI performance In: Finance.
[Full Text][Citation analysis]		article1
2023Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2024Is it alpha or beta? Decomposing hedge fund returns when models are misspecified.(2024) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2009Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations In: Econometrics Journal.
[Full Text][Citation analysis]		article35
2012A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article38
2010A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood.(2010) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2016The economic benefits of market timing the style allocation of characteristic-based portfolios In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2012Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation? In: Economics Letters.
[Full Text][Citation analysis]		article1
2014GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts In: Economics Letters.
[Full Text][Citation analysis]		article23
2013GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2025Examining high-frequency patterns in Robinhood users’ trading behavior In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2022Properties of the Margrabe Best-of-two strategy to tactical asset allocation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2024Twitter and cryptocurrency pump-and-dumps In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2015Testing equality of modified Sharpe ratios In: Finance Research Letters.
[Full Text][Citation analysis]		article19
2016Moments of standardized Fernandez–Steel skewed distributions: Applications to the estimation of GARCH-type models In: Finance Research Letters.
[Full Text][Citation analysis]		article16
2019Regime changes in Bitcoin GARCH volatility dynamics In: Finance Research Letters.
[Full Text][Citation analysis]		article146
2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study In: International Journal of Forecasting.
[Full Text][Citation analysis]		article62
2019Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values In: International Journal of Forecasting.
[Full Text][Citation analysis]		article55
2018The peer performance ratios of hedge funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2024Efficient estimation of bid–ask spreads from open, high, low, and close prices In: Journal of Financial Economics.
[Full Text][Citation analysis]		article5
2008Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations In: DQE Working Papers.
[Citation analysis]		paper2
2007Tests d’arbitrage sur options: une analyse empirique des cotations de market-makers In: DQE Working Papers.
[Full Text][Citation analysis]		paper0
2009Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit In: DQE Working Papers.
[Full Text][Citation analysis]		paper13
2009AdMit: Adaptive Mixtures of Student-t Distributions In: DQE Working Papers.
[Full Text][Citation analysis]		paper10
2016Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices In: Econometrics.
[Full Text][Citation analysis]		article4
2020Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4 , 14.(2020) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2023Climate Change Concerns and the Performance of Green vs. Brown Stocks In: Management Science.
[Full Text][Citation analysis]		article103
2009Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit In: Journal of Statistical Software.
[Full Text][Citation analysis]		article12
2008Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit.(2008) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2011DEoptim: An R Package for Global Optimization by Differential Evolution In: Journal of Statistical Software.
[Full Text][Citation analysis]		article92
2010DEoptim: An R Package for Global Optimization by Differential Evolution.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92		paper
2013Fully Flexible Views in Multivariate Normal Markets In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
2013Worldwide equity Risk Prediction In: Cahiers de recherche.
[Full Text][Citation analysis]		paper1
2013Worldwide equity risk prediction.(2013) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2013Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012 In: Cahiers de recherche.
[Full Text][Citation analysis]		paper2
2013Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
2013The Peer Performance of Hedge Funds In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
2014A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
2014A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Climate change concerns and the performance of green versus brown stocks In: Working Paper Research.
[Full Text][Citation analysis]		paper32
2021Climate change concerns and the performance of green versus brown stocks.(2021) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2011Generalized marginal risk In: Journal of Asset Management.
[Full Text][Citation analysis]		article0
2009Generalized Marginal Risk.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Linking Frequentist and Bayesian Change-Point Methods In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2024Linking Frequentist and Bayesian Change-Point Methods.(2024) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2009Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R In: MPRA Paper.
[Full Text][Citation analysis]		paper22
2002Tests darbitrage et surfaces de volatilité : analyse empirique sur données haute fréquence In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2010Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2010Efficient Bayesian estimation and combination of GARCH-type models In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2010Efficient Bayesian Estimation and Combination of GARCH-Type Models.(2010) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2010Jump-Diffusion Calibration using Differential Evolution In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2011Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2011Stock Index Returns Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?.(2011) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
Fully flexible extreme views In: Journal of Risk.
[Full Text][Citation analysis]		article0
A new bootstrap test for multiple assets joint risk testing In: Journal of Risk.
[Full Text][Citation analysis]		article0
2017The impact of covariance misspecification in risk-based portfolios In: Annals of Operations Research.
[Full Text][Citation analysis]		article23
2008Financial Risk Management with Bayesian Estimation of GARCH Models In: Lecture Notes in Economics and Mathematical Systems.
[Citation analysis]		book44
2018Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2018Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation.(2018) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2009To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper7
2010Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper8
2017The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models In: Journal of Forecasting.
[Full Text][Citation analysis]		article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team