Details about Keven Bluteau

Access statistics for papers by Keven Bluteau.

Last updated 2023-08-06. Update your information in the RePEc Author Service.

Short-id: pbl242

Working Papers

2024

1. Optimal Text-Based Time-Series Indices
   Papers, arXiv.org

2023

2. Factor Exposure Heterogeneity in Green and Brown Stocks
   Papers, arXiv.org View citations (1)
   See also Journal Article Factor exposure heterogeneity in green and brown stocks, Finance Research Letters, Elsevier (2023) View citations (1) (2023)
3. How easy is it for investment managers to deploy their talent in green and brown stocks?
   Papers, arXiv.org View citations (1)
   See also Journal Article How easy is it for investment managers to deploy their talent in green and brown stocks?, Finance Research Letters, Elsevier (2022) View citations (2) (2022)
4. The Role of Twitter in Cryptocurrency Pump-and-Dumps
   Papers, arXiv.org

2022

5. Thirty Years of Academic Finance
   Papers, arXiv.org
   See also Journal Article Thirty years of academic finance, Journal of Economic Surveys, Wiley Blackwell (2024) (2024)

2021

6. A Century of Economic Policy Uncertainty Through the French-Canadian Lens
   Papers, arXiv.org View citations (2)
   See also Journal Article A century of Economic Policy Uncertainty through the French–Canadian lens, Economics Letters, Elsevier (2021) View citations (1) (2021)
7. Climate change concerns and the performance of green versus brown stocks
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (7)
   Also in Working Paper Research, National Bank of Belgium (2020) View citations (22)
8. Media abnormal tone, earnings announcements, and the stock market
   Papers, arXiv.org View citations (1)
   See also Journal Article Media abnormal tone, earnings announcements, and the stock market, Journal of Financial Markets, Elsevier (2022) View citations (2) (2022)

Journal Articles

2024

1. Thirty years of academic finance
   Journal of Economic Surveys, 2024, 38, (3), 1008-1042
   See also Working Paper Thirty Years of Academic Finance, Papers (2022) (2022)

2023

2. Climate Change Concerns and the Performance of Green vs. Brown Stocks
   Management Science, 2023, 69, (12), 7607-7632
3. Factor exposure heterogeneity in green and brown stocks
   Finance Research Letters, 2023, 55, (PA) View citations (1)
   See also Working Paper Factor Exposure Heterogeneity in Green and Brown Stocks, Papers (2023) View citations (1) (2023)

2022

4. How easy is it for investment managers to deploy their talent in green and brown stocks?
   Finance Research Letters, 2022, 48, (C) View citations (2)
   See also Working Paper How easy is it for investment managers to deploy their talent in green and brown stocks?, Papers (2023) View citations (1) (2023)
5. Media abnormal tone, earnings announcements, and the stock market
   Journal of Financial Markets, 2022, 61, (C) View citations (2)
   See also Working Paper Media abnormal tone, earnings announcements, and the stock market, Papers (2021) View citations (1) (2021)

2021

6. A century of Economic Policy Uncertainty through the French–Canadian lens
   Economics Letters, 2021, 205, (C) View citations (1)
   See also Working Paper A Century of Economic Policy Uncertainty Through the French-Canadian Lens, Papers (2021) View citations (2) (2021)

2020

7. ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS
   Journal of Economic Surveys, 2020, 34, (3), 512-547 View citations (51)

2019

8. Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values
   International Journal of Forecasting, 2019, 35, (4), 1370-1386 View citations (56)
9. Regime changes in Bitcoin GARCH volatility dynamics
   Finance Research Letters, 2019, 29, (C), 266-271 View citations (118)

2018

10. Forecasting risk with Markov-switching GARCH models:A large-scale performance study
    International Journal of Forecasting, 2018, 34, (4), 733-747 View citations (55)
11. Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation
    Journal of Time Series Econometrics, 2018, 10, (2), 9 View citations (1)