Keven Bluteau
Professeur, École de gestion
École de gestion Département de Finance
Présentation
Diplômes
- (2016-2019). Phd In Finance. Université de Neuchâtel. Neuchatel, NE, Suisse.
- (2014-2015). Master degree in Finance. Université Laval. Quebec, QC, Canada.
- (2010-2013). Bachelor degree in Finance. Université Laval. Quebec, QC, Canada.
Expériences académiques
- assistant professor. (2021-). Université de Sherbrooke. Sherbrooke, QC, Canada.
- PostDoc. (2020-2021). Ghent University. Ghent, Belgique.
- Postdoc. (2020-2021). HEC Montréal. Montreal, Quebec, Canada.
Financement
-
Subvention.
Analyse des déterminants de l'exposition des rendements boursiers aux risques climatiques.
Fonds de Recherche du Québec - Société et Culture
(Québec, Canada).
41 327 $.
(2024-2027).
Numéro de subvention : 345444. Voir plus -
Subvention.
Media bias and the informational efficiency of capital markets.
Swiss National Science Foundation
(Bern, Suisse).
76 150 CHF.
(2020-2021).
Numéro de subvention : 191730. Voir plus
Publications
Articles
- David Ardia, Keven Bluteau. (2026). Optimal text-based time-series indices. International Journal of Forecasting. DOI
- David Ardia, Keven Bluteau. (2024). Twitter and cryptocurrency pump-and-dumps. International Review of Financial Analysis. DOI
- David Ardia, Keven Bluteau, Mohammad‐Abbas Meghani. (2024). Thirty years of academic finance. Journal of Economic Surveys. DOI
- David Ardia, Keven Bluteau, Kris Boudt, Koen Inghelbrecht. (2023). Climate Change Concerns and the Performance of Green vs. Brown Stocks. Management Science. DOI
- David Ardia, Keven Bluteau, Gabriel Lortie-Cloutier, Thien Duy Tran. (2023). Factor exposure heterogeneity in green and brown stocks. Finance Research Letters. DOI
- David Ardia, Keven Bluteau, Kris Boudt. (2022). Media abnormal tone, earnings announcements, and the stock market. Journal of Financial Markets. DOI
- David Ardia, Keven Bluteau, Thien Duy Tran. (2022). How easy is it for investment managers to deploy their talent in green and brown stocks?. Finance Research Letters. DOI
- (2021). A century of Economic Policy Uncertainty through the French–Canadian lens. Economics Letters. DOI
- Andres Algaba, David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt. (2020). ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. Journal of Economic Surveys. DOI
- (2020). The R Package sentometrics to Compute, Aggregate and Predict with Textual Sentiment. Journal of Statistical Software, Forthcoming. DOI
- (2019). Markov-Switching GARCH Models in R: The MSGARCH Package. Journal of Statistical Software. DOI
- Ardia, D., Bluteau, K., Boudt, K. (2019). Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. International Journal of Forecasting. DOI
- Ardia, D., Bluteau, K., Rüede, M. (2019). Regime changes in Bitcoin GARCH volatility dynamics. Finance Research Letters. DOI
- Ardia, D., Bluteau, K., Boudt, K., Catania, L. (2018). Forecasting risk with Markov-switching GARCH models: A large-scale performance study. International Journal of Forecasting. DOI
- Ardia, D., Bluteau, K., Hoogerheide, L.F. (2018). Methods for computing numerical standard errors: Review and application to value-at-risk estimation. Journal of Time Series Econometrics. DOI
- (2017). nse: Computation of Numerical Standard Errors in R. The Journal of Open Source Software. DOI
- (2017). Stress-Testing With Parametric Models and Fully Flexible Probabilities. Wilmott. DOI