9 citations · 9 across the 3 of their papers we have counts for
3 papers
stat.ME2023
Linking Frequentist and Bayesian Change-Point Methods
David Ardia, Arnaud Dufays, Carlos Ordas Criado
We show that the two-stage minimum description length (MDL) criterion widely used to estimate linear change-point (CP) models corresponds to the marginal likelihood of a Bayesian m…
q-fin.TR2023
The Role of Twitter in Cryptocurrency Pump-and-Dumps
David Ardia, Keven Bluteau
We examine the influence of Twitter promotion on cryptocurrency pump-and-dump events. By analyzing abnormal returns, trading volume, and tweet activity, we uncover that Twitter eff…
econ.GN2023★ 9 cited
Factor Exposure Heterogeneity in Green and Brown Stocks
David Ardia, Keven Bluteau, Gabriel Lortie-Cloutier +1
Using the peer-exposure ratio, we explore the factor exposure heterogeneity in green and brown stocks. By looking at peer groups of S&P 500 index firms over 2014-2020 based on thei…