Climate Change Concerns and the Performance of Green vs. Brown Stocks

David Ardia, Keven Bluteau, Kris Boudt, +1

Management Science

EngineeringEnvironmental Impact AssessmentEnvironmental EconomicsClimate PolicyCorporate Risk Management +18

Differential Evolution with DEoptim

David Ardia, Kris Boudt, Peter Carl, +2

The R Journal

Robust estimation of intraweek periodicity in volatility and jump detection

Kris Boudt, Christophe Croux, Sébastien Laurent

Journal of Empirical Finance

Volatility ModelingMultivariate Stochastic VolatilityEngineeringUncertainty QuantificationIntraweek Periodicity +5

Managers set the tone: Equity incentives and the tone of earnings press releases

Özgür Arslan‐Ayaydin, Kris Boudt, James Thewissen

Journal of Banking & Finance

Financial ManagementAccountingBusinessEquity IncentivesEarnings Press Releases +3

Forecasting risk with Markov-switching GARCH models:A large-scale performance study

David Ardia, Keven Bluteau, Kris Boudt, +1

International Journal of Forecasting

Forecasting MethodologyVolatility ModelingEconomic ForecastingEngineeringAsset Pricing +12

ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS

Andres Algaba, David Ardia, Keven Bluteau, +2

Journal of Economic Surveys

Applied EconomicsOpinion AggregationCommunicationMultimodal Sentiment AnalysisSentiment Analysis +24

Estimation and decomposition of downside risk for portfolios with non-normal returns

Kris Boudt, Brian G. Peterson, Christophe Croux

The Journal of Risk

Empirical FinanceDownside RiskAsymptotic ExpansionsAsset AllocationPortfolio Management +15

Climate Change Concerns and the Performance of Green Versus Brown Stocks

David Ardia, Keven Bluteau, Kris Boudt, +1

SSRN Electronic Journal

Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics

Kris Boudt, James Thewissen

Financial Management

Integrated ReportingBusiness AnalyticsImpression ManagementOrganizational BehaviorSentiment Analytics +17

Markov-Switching GARCH Models in <i>R</i>: The <b>MSGARCH</b> Package

David Ardia, Keven Bluteau, Kris Boudt, +2

Journal of Statistical Software

Volatility ModelingMsgarch PackageEngineeringConditional VolatilityMarkov Chain Monte Carlo +18