68 citations · 168 across the 11 of their papers we have counts for
4 papers · 1 filter
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…
The R package sentometrics to compute, aggregate and predict with textual sentiment
David Ardia, Keven Bluteau, Samuel Borms +1
We provide a hands-on introduction to optimized textual sentiment indexation using the R package sentometrics. Textual sentiment analysis is increasingly used to unlock the potenti…
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…
A Century of Economic Policy Uncertainty Through the French-Canadian Lens
David Ardia, Keven Bluteau, Alaa Kassem
A novel token-distance-based triple approach is proposed for identifying EPU mentions in textual documents. The method is applied to a corpus of French-language news to construct a…