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, Canadahttps://www.usherbrooke.ca/ecole-gestion/departements/finance/
RePEc:edi:dfushca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- David Ardia & Keven Bluteau, 2024. "Optimal Text-Based Time-Series Indices," Papers 2405.10449, arXiv.org.
- 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.
- 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).
- David Ardia & Keven Bluteau, 2023. "The Role of Twitter in Cryptocurrency Pump-and-Dumps," Papers 2306.02148, arXiv.org.
- 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.
- 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).
- 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.
- Ardia, David & Bluteau, Keven & Kassem, Alaa, 2021. "A century of Economic Policy Uncertainty through the French–Canadian lens," Economics Letters, Elsevier, vol. 205(C).
- David Ardia & Keven Bluteau & Kris Boudt, 2021.
"Media abnormal tone, earnings announcements, and the stock market,"
Papers
2110.10800, arXiv.org.
- Ardia, David & Bluteau, Keven & Boudt, Kris, 2022. "Media abnormal tone, earnings announcements, and the stock market," Journal of Financial Markets, Elsevier, vol. 61(C).
- David Ardia & Keven Bluteau & Mohammad Abbas Meghani, 2021.
"Thirty Years of Academic Finance,"
Papers
2112.14902, arXiv.org, revised Aug 2022.
- 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.
- 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.
- David Ardia & Keven Bluteau & Kris Boudt & Koen Inghelbrecht, 2021. "Climate change concerns and the performance of green versus brown stocks," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1011, Ghent University, Faculty of Economics and Business Administration.
Articles
- 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.
- David Ardia & Keven Bluteau & Mohammad Abbas Meghani, 2021. "Thirty Years of Academic Finance," Papers 2112.14902, arXiv.org, revised Aug 2022.
- 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).
- 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.
- 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.
- Ardia, David & Bluteau, Keven & Boudt, Kris, 2022.
"Media abnormal tone, earnings announcements, and the stock market,"
Journal of Financial Markets, Elsevier, vol. 61(C).
- David Ardia & Keven Bluteau & Kris Boudt, 2021. "Media abnormal tone, earnings announcements, and the stock market," Papers 2110.10800, arXiv.org.
- 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).
- 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.
- Ardia, David & Bluteau, Keven & Kassem, Alaa, 2021.
"A century of Economic Policy Uncertainty through the French–Canadian lens,"
Economics Letters, Elsevier, vol. 205(C).
- 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.
- 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.
- 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.
- Ardia, David & Bluteau, Keven & Rüede, Maxime, 2019. "Regime changes in Bitcoin GARCH volatility dynamics," Finance Research Letters, Elsevier, vol. 29(C), pages 266-271.
- 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.
- 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
Access and download statistics for all items
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.- NEP-ENE: Energy Economics (4) 2020-11-16 2021-03-15 2022-02-28 2023-04-03. Author is listed
- NEP-ENV: Environmental Economics (4) 2020-11-16 2021-03-15 2022-02-28 2023-04-03. Author is listed
- NEP-FMK: Financial Markets (4) 2021-10-25 2022-02-28 2023-04-03 2023-07-10. Author is listed
- NEP-HIS: Business, Economic and Financial History (2) 2021-06-21 2022-02-14
- NEP-MST: Market Microstructure (2) 2021-10-25 2023-07-10
- NEP-BIG: Big Data (1) 2024-06-24
- NEP-CWA: Central and Western Asia (1) 2022-02-14
- NEP-ECM: Econometrics (1) 2024-06-24
- NEP-MFD: Microfinance (1) 2023-07-10
- NEP-PAY: Payment Systems and Financial Technology (1) 2023-07-10
- NEP-REG: Regulation (1) 2021-03-15
- NEP-SOG: Sociology of Economics (1) 2022-02-14
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Keven Bluteau should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.