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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.TRShow all

2 papers · 1 filter

q-fin.TR2023

Fast and Furious: A High-Frequency Analysis of Robinhood Users' Trading Behavior

David Ardia, Clément Aymard, Tolga Cenesizoglu

We analyze Robinhood (RH) investors' trading reactions to intraday hourly and overnight price changes. Contrasting with recent studies focusing on daily behaviors, we find that RH…

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…

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