Associate Professor, Department of Decision Sciences, HEC Montréal
During the 38th International Conference of the French Finance Association (AFFI) held in Saint-Malo, France, from May 23 to 25, David Ardia, Associate Professor at HEC Montréal, received the best asset pricing paper award for "Evaluating Hedge Fund Performance when Models are Misspecified". This paper is co-authored with Laurent Barra, Patrick Gargliardini and Olivier Scaillet.
David Ardia, Associate Professor in the Department of Decision Sciences, received the Best Paper Award for 2018-2019 from the International Journal of Forecasting.
The article is entitled Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. It was co-authored with Kris Boudt, Professor at Ghent University, Vrije Universiteit Brussel and Vrije Universiteit Amsterdam, and Keven Bluteau, Postdoctoral Researcher at Ghent University and HEC Montréal.
Based on a very competitive process, the selection of the winning entry was made from among all the articles published in the journal during 2018 and 2019.
Cahiers du GERAD
We propose a tone-based event study to reveal the aggregate abnormal tone dynamics in media articles around earnings announcements. We test whether they co...BibTeX reference
We empirically test the prediction of Pastor, stambaugh, and Taylor (2020) that green firms outperform brown firms when concerns about climate change increas...BibTeX reference