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Keven Bluteau

Personal Details

First Name:Keven
Middle Name:
Last Name:Bluteau
Suffix:
RePEc Short-ID:pbl242
[This author has chosen not to make the email address public]
https://kevenbluteau.com

Affiliation

Département de Finance
École de Gestion
Université de Sherbrooke

Sherbrooke, Canada
https://www.usherbrooke.ca/ecole-gestion/departements/finance/
RePEc:edi:dfushca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. David Ardia & Keven Bluteau, 2024. "Optimal Text-Based Time-Series Indices," Papers 2405.10449, arXiv.org.
  2. David Ardia & Keven Bluteau & Gabriel Lortie-Cloutier & Thien-Duy Tran, 2023. "Factor Exposure Heterogeneity in Green and Brown Stocks," Papers 2302.11729, arXiv.org, revised Apr 2023.
  3. David Ardia & Keven Bluteau, 2023. "The Role of Twitter in Cryptocurrency Pump-and-Dumps," Papers 2306.02148, arXiv.org.
  4. 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 2201.05709, arXiv.org, revised Apr 2023.
  5. David Ardia & Keven Bluteau & Alaa Kassem, 2021. "A Century of Economic Policy Uncertainty Through the French-Canadian Lens," Papers 2106.05240, arXiv.org, revised Oct 2021.
  6. David Ardia & Keven Bluteau & Kris Boudt, 2021. "Media abnormal tone, earnings announcements, and the stock market," Papers 2110.10800, arXiv.org.
  7. David Ardia & Keven Bluteau & Mohammad Abbas Meghani, 2021. "Thirty Years of Academic Finance," Papers 2112.14902, arXiv.org, revised Aug 2022.
  8. David Ardia & Keven Bluteau & Kris Boudt & Koen Inghelbrecht, 2020. "Climate change concerns and the performance of green versus brown stocks," Working Paper Research 395, National Bank of Belgium.

Articles

  1. David Ardia & Keven Bluteau & Mohammad‐Abbas Meghani, 2024. "Thirty years of academic finance," Journal of Economic Surveys, Wiley Blackwell, vol. 38(3), pages 1008-1042, July.
  2. Ardia, David & Bluteau, Keven & Lortie-Cloutier, Gabriel & Duy Tran, Thien, 2023. "Factor exposure heterogeneity in green and brown stocks," Finance Research Letters, Elsevier, vol. 55(PA).
  3. David Ardia & Keven Bluteau & Kris Boudt & Koen Inghelbrecht, 2023. "Climate Change Concerns and the Performance of Green vs. Brown Stocks," Management Science, INFORMS, vol. 69(12), pages 7607-7632, December.
  4. Ardia, David & Bluteau, Keven & Boudt, Kris, 2022. "Media abnormal tone, earnings announcements, and the stock market," Journal of Financial Markets, Elsevier, vol. 61(C).
  5. 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, vol. 48(C).
  6. Ardia, David & Bluteau, Keven & Kassem, Alaa, 2021. "A century of Economic Policy Uncertainty through the French–Canadian lens," Economics Letters, Elsevier, vol. 205(C).
  7. 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, vol. 34(3), pages 512-547, July.
  8. 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, vol. 35(4), pages 1370-1386.
  9. Ardia, David & Bluteau, Keven & Rüede, Maxime, 2019. "Regime changes in Bitcoin GARCH volatility dynamics," Finance Research Letters, Elsevier, vol. 29(C), pages 266-271.
  10. 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, vol. 34(4), pages 733-747.
  11. 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, vol. 10(2), pages 1-9, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (4) 2020-11-16 2021-03-15 2022-02-28 2023-04-03. Author is listed
  2. NEP-ENV: Environmental Economics (4) 2020-11-16 2021-03-15 2022-02-28 2023-04-03. Author is listed
  3. NEP-FMK: Financial Markets (4) 2021-10-25 2022-02-28 2023-04-03 2023-07-10. Author is listed
  4. NEP-HIS: Business, Economic and Financial History (2) 2021-06-21 2022-02-14
  5. NEP-MST: Market Microstructure (2) 2021-10-25 2023-07-10
  6. NEP-BIG: Big Data (1) 2024-06-24
  7. NEP-CWA: Central and Western Asia (1) 2022-02-14
  8. NEP-ECM: Econometrics (1) 2024-06-24
  9. NEP-MFD: Microfinance (1) 2023-07-10
  10. NEP-PAY: Payment Systems and Financial Technology (1) 2023-07-10
  11. NEP-REG: Regulation (1) 2021-03-15
  12. NEP-SOG: Sociology of Economics (1) 2022-02-14

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