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researcher

David Ardia

11 papers hereh-index 243.4k citations123 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author11

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • econ.GN2
  • q-fin.GN2
  • q-fin.TR2
  • q-fin.PM1
  • q-fin.RM1
  • stat.CO1
same name
  • David Ardia — 3 papers, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20162023
most citedGeneralized Autoregressive Score Models in R: The GAS Package

68 citations · 168 across the 11 of their papers we have counts for

collaborators
Showing q-fin.GNShow all

2 papers · 1 filter

q-fin.GN2021★ 11 cited

Thirty Years of Academic Finance

David Ardia, Keven Bluteau, Mohammad Abbas Meghani

We study how the financial literature has evolved in scale, research team composition, and article topicality across 32 finance-focused academic journals from 1992 to 2021. We docu…

q-fin.GN2021★ 28 cited

Media abnormal tone, earnings announcements, and the stock market

David Ardia, Keven Bluteau, Kris Boudt

We conduct a tone-based event study to examine the aggregate abnormal tone dynamics in media articles around earnings announcements. We test whether they convey incremental informa…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.