David Ardia

3.8k total citations · 2 hit papers
90 papers, 2.3k citations indexed

About

David Ardia is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, David Ardia has authored 90 papers receiving a total of 2.3k indexed citations (citations by other indexed papers that have themselves been cited), including 58 papers in Finance, 39 papers in Economics and Econometrics and 27 papers in General Economics, Econometrics and Finance. Recurrent topics in David Ardia's work include Financial Risk and Volatility Modeling (40 papers), Monetary Policy and Economic Impact (27 papers) and Market Dynamics and Volatility (27 papers). David Ardia is often cited by papers focused on Financial Risk and Volatility Modeling (40 papers), Monetary Policy and Economic Impact (27 papers) and Market Dynamics and Volatility (27 papers). David Ardia collaborates with scholars based in Canada, Netherlands and United States. David Ardia's co-authors include Kris Boudt, Keven Bluteau, Katharine M. Mullen, Donald Windover, James P. Cline, David Gil, Koen Inghelbrecht, Leopoldo Catania, Lennart F. Hoogerheide and Peter Carl and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Financial Economics and Management Science.

In The Last Decade

David Ardia

82 papers receiving 2.2k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

DEoptim: AnRPackage for Global Optimization by Differential Evolution

2011 480 citations David Ardia et al. profile →
Climate Change Concerns and the Performance of Green vs. Brown Stocks

2022 276 citations David Ardia, Keven Bluteau et al. Management Science profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
David Ardia Canada	22	1.2k	955	288	285	213	90	2.3k
Kris Boudt Belgium	26	1.4k 1.2×	1.4k 1.5×	421 1.5×	396 1.4×	132 0.6×	129	2.5k
Van Cuong Dang Vietnam	15	1.0k 0.9×	614 0.6×	133 0.5×	356 1.2×	79 0.4×	21	2.2k
Bonnie K. Ray United States	22	533 0.4×	566 0.6×	144 0.5×	171 0.6×	187 0.9×	59	1.6k
William W. S. Wei United States	15	577 0.5×	307 0.3×	411 1.4×	272 1.0×	260 1.2×	33	2.4k
Eduardo Ley United States	20	1.6k 1.3×	553 0.6×	344 1.2×	873 3.1×	203 1.0×	70	2.8k
W. Davis Dechert United States	14	2.5k 2.0×	897 0.9×	326 1.1×	761 2.7×	144 0.7×	26	3.1k
Chung‐Ming Kuan Taiwan	19	1.2k 1.0×	801 0.8×	510 1.8×	642 2.3×	267 1.3×	63	2.0k
Aaron Smith United States	27	1.1k 0.9×	384 0.4×	93 0.3×	425 1.5×	87 0.4×	116	2.2k
Anil K. Bera United States	19	3.3k 2.7×	1.6k 1.7×	344 1.2×	1.0k 3.5×	144 0.7×	76	5.2k
James B. McDonald United States	27	1.2k 1.0×	857 0.9×	434 1.5×	418 1.5×	398 1.9×	96	3.0k

Countries citing papers authored by David Ardia

Since Specialization

Citations

This map shows the geographic impact of David Ardia's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by David Ardia with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David Ardia more than expected).

Fields of papers citing papers by David Ardia

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David Ardia. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by David Ardia. The network helps show where David Ardia may publish in the future.

Co-authorship network of co-authors of David Ardia

This figure shows the co-authorship network connecting the top 25 collaborators of David Ardia. A scholar is included among the top collaborators of David Ardia based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with David Ardia. David Ardia is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Ardia, David & Keven Bluteau. (2024). Twitter and cryptocurrency pump-and-dumps. International Review of Financial Analysis. 95. 103479–103479. 1 indexed citations

2.

Ardia, David, Laurent Barras, Patrick Gagliardini, & Olivier Scaillet. (2024). Is it alpha or beta? Decomposing hedge fund returns when models are misspecified. Journal of Financial Economics. 154. 103805–103805. 1 indexed citations

3.

Ardia, David, et al.. (2023). Factor exposure heterogeneity in green and brown stocks. Finance research letters. 55. 103900–103900. 4 indexed citations

4.

Ardia, David, et al.. (2023). Thirty years of academic finance. Journal of Economic Surveys. 38(3). 1008–1042. 1 indexed citations

5.

Ardia, David, et al.. (2022). How easy is it for investment managers to deploy their talent in green and brown stocks?. Finance research letters. 48. 102992–102992. 5 indexed citations

6.

Ardia, David, Keven Bluteau, Kris Boudt, & Koen Inghelbrecht. (2022). Climate Change Concerns and the Performance of Green vs. Brown Stocks. Management Science. 69(12). 7607–7632. 276 indexed citations breakdown →

7.

Ardia, David, et al.. (2021). A century of Economic Policy Uncertainty through the French–Canadian lens. Economics Letters. 205. 109938–109938. 2 indexed citations

8.

Ardia, David, Keven Bluteau, & Kris Boudt. (2021). Media abnormal tone, earnings announcements, and the stock market. Journal of Financial Markets. 61. 100683–100683. 8 indexed citations

9.

Ardia, David, et al.. (2020). Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4, 14. Econometrics. 8(1). 4–4. 3 indexed citations

10.

Ardia, David, et al.. (2020). ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. Journal of Economic Surveys. 34(3). 512–547. 75 indexed citations

11.

Ardia, David, et al.. (2020). COVID-19 Data Hub. The Journal of Open Source Software. 5(51). 2376–2376. 96 indexed citations

12.

Ardia, David, et al.. (2017). The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models. Journal of Forecasting. 36(7). 808–823. 13 indexed citations

13.

Ardia, David & Keven Bluteau. (2017). nse: Computation of Numerical Standard Errors in R. The Journal of Open Source Software. 2(10). 172–172. 2 indexed citations

14.

Ardia, David, et al.. (2017). RiskPortfolios: Computation of Risk-Based Portfolios in R. The Journal of Open Source Software. 2(10). 171–171. 13 indexed citations

15.

Ardia, David, Keven Bluteau, & Kris Boudt. (2017). Aggregating the Panel of Daily Textual Sentiment for Sparse Forecasting of Economic Growth. SSRN Electronic Journal. 1 indexed citations

16.

Ardia, David, et al.. (2016). Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics. 4(1). 14–14. 3 indexed citations

17.

Ardia, David & Kris Boudt. (2015). Implied returns and the choice of mean-variance efficient portfolio proxy. VU Research Portal. 12 indexed citations

18.

Meucci, Attilio, et al.. (2013). Fully Flexible Views in Multivariate Normal Markets. RePEc: Research Papers in Economics.

19.

Ardia, David. (2009). Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 1 indexed citations

20.

Ardia, David, Lennart F. Hoogerheide, & Herman K. van Dijk. (2009). AdMit: Adaptive Mixtures of Student-t Distributions. SSRN Electronic Journal. 1(1). 25–30. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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