Publications and communications of Danielle Sougné

Bazgour, T., Heuchenne, C., Hübner, G., & Sougné, D. (2021). How do Volatility Regimes Affect the Pricing of Quality and Liquidity in the Stock Market ? Studies in Nonlinear Dynamics and Econometrics, 25 (1). doi:10.1515/snde-2018-0127

Sougné, D. (Other coll.). (23 November 2018). Pricing Sustainability in the Cross-Section of Stock Returns [Paper presentation]. Annual PhD colloquium in Finance, Liège, Belgium.

Bazgour, T., Heuchenne, C., Hübner, G., & Sougné, D. (23 May 2018). How do Volatility Regimes A↵ect the Pricing of Quality and Liquidity in the Stock Market? [Paper presentation]. 35th International Conference of the French Finance Association, Paris, France.

Boussaid, N., & Sougné, D. (22 May 2018). Conditional Conservatism and Analyst Forecast Consistency [Paper presentation]. 35th Annual Conference of the French Finance Association (AFFI), France.

Bazgour, T., Bodson, L., & Sougné, D. (2017). What Style Liquidity Timing Skills Do Mutual Fund Managers Possess? Financial Review, 52 (4), 597–626. doi:10.1111/fire.12117

Boussaid, N., Hamza, T., & Sougné, D. (11 July 2016). Accounting conservatism, analysts’ performance and stock market liquidity [Paper presentation]. 7th International Research Meeting in Business and Management, Nice, France.

Boussaid, N., Hamza, T., & Sougné, D. (23 May 2016). Accounting Conservatism, Analysts’ Performance and Stock Market Liquidity [Paper presentation]. 33 rd International French Finance Association Conference.

Boussaid, N., Hamza, T., & Sougné, D. (15 April 2016). Accounting Conservatism, Analysts’ Performance and Stock Market Liquidity [Paper presentation]. 2nd HEC Research day.

Sougné, D. (2016). Fund Industry in Luxembourg. (2ème édition). Bruxelles, Belgium: Larcier.

Bazgour, T., Heuchenne, C., & Sougné, D. (2016). Conditional portfolio allocation: Does aggregate market liquidity matter? Journal of Empirical Finance, 35, 110–135. doi:10.1016/j.jempfin.2015.10.004

Sougné, D., Bodson, L., & Bazgour, T. (2016). Performance of Global Mutual Funds. In G. Filbeck & K. Baker (Eds.), Mutual Funds and Exchange-Traded Funds (pp. 507-523). New York, United States: Oxford university Press.

Boussaid, N., Sougné, D., & Hamza, T. (16 October 2015). Corporate Board Attributes and CAC: A Comparative Study of France, Germany and UK [Paper presentation]. The 17 th EBES Conference  Venice.

Boussaid, N., Hamza, T., & Sougné, D. (14 September 2015). Corporate Board Attributes and CAC: A Comparative Study of France, Germany and UK [Paper presentation]. Annual Spain Business Research Conference.

Sougné, D., Ajina, A., & Lakhal, F. (July 2015). Corporate Disclosures, Information Asymmetry and Stock-Market Liquidity in France. Journal of Applied Business Research, Vol 31 (4), 1223-1238. doi:10.19030/jabr.v31i4.9297

Bazgour, T., Heuchenne, C., & Sougné, D. (27 June 2015). On the importance of Quality, Liquidity Level and Liquidity Risk: A Markov Switching Approach [Paper presentation]. EFMA 2015 Annual Conference.

Boussaid, N., Sougné, D., & Hamza, T. (May 2015). Corporate board attributes and conditional accounting conservatism: Evidence from French firms. Journal of Applied Business Research, Vol 31, No 3 (2015). doi:10.19030/jabr.v31i3.9224

Sougné, D., Aymen, A., & Faten, L. (January 2015). Institutional Investors, information asymmetry and stock market liquidity in France. International Journal of Managerial Finance, 11. doi:10.1108/IJMF-08-2013-0086

Bazgour, T., Heuchenne, C., & Sougné, D. (16 December 2014). On the Importance of Quality, Liquidity Level and Liquidity Risk: A Markov-Switching Regime Approach [Paper presentation]. 2014 Paris Financial Management Conference.

Boussaid, N., Sougné, D., & Hamza, T. (16 December 2014). Corporate Board Attributes and Conditional Accounting Conservatism Evidence from French Firms [Paper presentation]. Paris Financial Management Conference (PFMC-2014), Paris, France.

Boussaid, N., Sougné, D., & Hamza, T. (2014). Corporate board attributes and conditional accounting conservatism: Evidence from French firms. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/173781.

Boussaid, N., Sougné, D., & Hamza, T. (July 2014). Board attributes and accounting conservatism: Evidence from French firms [Paper presentation]. 5th International Research Meeting in Business and Management (IRMBAM-2014).

Boussaid, N., Sougné, D., & Hamza, T. (30 May 2014). Board attributes and conditional conservatism: Evidence from French firms [Paper presentation]. 9ème Colloque International de l'ISG de Sousse.

Bazgour, T., Sougné, D., & Heuchenne, C. (23 May 2014). On the importance of Quality, Liquidity Level and Liquidity Risk: A Markov-Switching Regime Approach [Paper presentation]. GSBE International PhD Colloquium, Maastricht, Netherlands.

Sougné, D., & Ajina, A. (19 May 2014). Do Board Characteristics Affect Information Asymmetry? [Paper presentation]. 13ème conférence internationale de gouvernance de l'AAIG gouvernance, Dijon, France.

Sougné, D., & Ajina, A. (2014). Examining the Effect of Earnings Management on Bid-Ask Spread and Market Liquidity. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/165705.

Bazgour, T., Sougné, D., & Bodson, L. (2014). The determinants of Money Flows into Luxembourg Investment Funds. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/165198.

Bazgour, T., Sougné, D., & Heuchenne, C. (2014). On the importance of Quality, Liquidity Level and Liquidity Risk: A Markov-Switching Regime Approach. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/165199.

Sougné, D., Laouti, M., & Ajina, A. (December 2013). Do Board Characteristics Affect Information Asymmetry? International Journal of Academic Research in Business and Social Sciences, 3 (12), 660-675.

Sougné, D., & Bodson, L. (01 July 2013). Comparison Between Morningstar Ratings and Traditional Performance Measures Ratings [Paper presentation]. Twentieth Annual Conference Multinational Finance Society, Izmir, Turkey.

Bazgour, T., Sougné, D., & Heuchenne, C. (June 2013). Conditional Asset Allocation: Does Market Wide liquidity Matter? [Paper presentation]. 2013 FMA European Conference, Luxembourg.

Ajina, A., & Sougné, D. (02 May 2013). La gouvernance d’entreprise : outil pour améliorer la liquidité des titres [Paper presentation]. Congrès International de Gouvernance, Nantes, France.

Bazgour, T., Sougné, D., & Heuchenne, C. (17 April 2013). Conditional Asset Allocation: Does Market Wide liquidity Matter? [Paper presentation]. FMA Asian Conference, Shangai, China.

Bazgour, T., Sougné, D., & Heuchenne, C. (07 March 2013). Conditional Asset Allocation: Does Market Wide liquidity Matter? [Paper presentation]. 7th International Finance Conference.

Sougné, D., & Wijnandts, J.-C. (2013). Fund Industry in Luxembourg. Bruxelles, Belgium: Larcier.

Bodson, L., Sougné, D., & Cavenaile, L. (2013). A Global Approach to Mutual Funds Market Timing Ability. Journal of Empirical Finance. doi:10.1016/j.jempfin.2012.11.001

Hübner, G., Sougné, D., & Wijnandts, J.-C. (2012). Excess Return Forecast Using a Dynamic Asset Class Factor Model. (Version préliminaire). ORBi-University of Liège. https://orbi.uliege.be/handle/2268/146678.

Sougné, D., & Ajina, A. (28 November 2012). L'activisme des investisseurs institutionnels, l'asymétrie d'informations et la liquidité du marché [Paper presentation]. Les investisseurs institutionnels: diabolisation ou sacralisation?, Mons, Belgium.

Bodson, L., Delhalle, S., & Sougné, D. (2012). Comparison Between Mornigstar Ratings And Traditional Performance Measures Ratings. (Version finalisée). ORBi-University of Liège. https://orbi.uliege.be/handle/2268/146761.

Bazgour, T., Sougné, D., & Heuchenne, C. (2012). Conditional asset allocation: Does Market-Wide Liquidity Matter? ORBi-University of Liège. https://orbi.uliege.be/handle/2268/133990.

Sougné, D., & Mattar, J. (20 September 2012). CDS and Financial Stability [Paper presentation]. Innovation for Financial Services Summit, Luxembourg, Luxembourg.

Sougné, D., Heuchenne, C., & Bazgour, T. (19 September 2012). Conditional Asset Allocation: Does Market-Wide Liquidity Matter? [Paper presentation]. Innovation for Financial Services Summit, Luxembourg, Luxembourg.

Sougné, D., Bodson, L., & Cave, A. (August 2012). Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures? [Paper presentation]. Finance and Economics Conference in Germany, Munich, Germany.

Sougné, D., & Mattar, J. (01 August 2012). CDS and financial stability [Paper presentation]. Finance and Economics Conference in Germany, Munich, Germany.

Sougné, D., & Ajina, A. (14 June 2012). Market Stock Liquidity and Corporate Governance [Paper presentation]. 16th Annual Conference of The International Society for New Institutional Economics, Los Angeles, United States - California.

Bodson, L., Cave, A., & Sougné, D. (2012). Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures? ORBi-University of Liège. https://orbi.uliege.be/handle/2268/146967.

Sougné, D., & Ajina, A. (24 May 2012). L'impact des investisseurs institutionnels sur l'asymétrie d'informations et la liquidité du marché français [Paper presentation]. Conférence internationale de gouvernance, Lyon, France.

Sougné, D., Bodson, L., & Cave, A. (2012). Do Mutual Fund Investors Still Trust Standard Risk-Adjusted Performance Measures? ORBi-University of Liège. https://orbi.uliege.be/handle/2268/125346.

Sougné, D., Bodson, L., & Cavenaile, L. (2012). A Global Approach to Mutual Funds Market Timing Ability. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/122397.

Sougné, D., & Cavenaile, L. (May 2012). Financial Development and Economic Growth: an Empirical Investigation of the Role of Banks and Institutional Investors. Applied Financial Economics, 22 (20), 1719-1725. doi:10.1080/09603107.2012.676731

Ajina, A., Sougné, D., & Lakhal, F. (2012). L'impact de la divulgation d'informations sur la liquidité du marché français. In Finance et Stratégies de Développement (pp. 25-38). Paris, France: Editions PUBLISUD.

Sougné, D., & Mattar, J. (2012). Contagion inside the Credit Default Swaps markets in the light of 2008 crisis. Journal of Business and Economics.

Sougné, D., & Ajina, A. (30 May 2011). The impact of corporate disclosures on information asymmetry and stock-market liquidity in France [Paper presentation]. Conférence internationale de gouvernance, Montréal, Canada.

Mattar, J., & Sougné, D. (May 2011). Counterparty Risk in Credit Default Swaps Markets, Multiple Questions to Be Checked. Journal of Business and Economics, 2 (5), 354-362.

Cavé, A., Hübner, G., & Sougné, D. (22 March 2011). The Market Timing Skills of Hedge Funds during the Financial Crisis [Paper presentation]. Atelier thématique sur les Hedge Funds, Orléans, France.

Bodson, L., Cavenaile, L., & Sougné, D. (2011). La taille d’un fonds d’investissement influence-t-elle sa performance? Agefi Luxembourg.

Hübner, G., Sougné, D., & Cavé, A. (2011). The Market Timing Skills of Hedge Funds during the Financial Crisis. Managerial Finance, vol 38 (issue 1), 4-26. doi:10.1108/03074351211188330

Sougné, D., Bodson, L., & Cavenaile, L. (2011). Does Size Affect Mutual Fund Performance? A General Approach. Journal of Asset Management, 12 (3n), 163-171. doi:10.1057/jam.2011.30

Sougné, D., Bodson, L., Plunus, S., & Cavenaile, L. (21 October 2010). How to Asess a Manager Recovery Skill? [Paper presentation]. International Academy of Business & Public Administration, New Orleans, United States.

Sougné, D., & Mattar, J. (04 July 2010). Counterparty Risk in Credit Default Swaps Markets [Paper presentation]. Finance and Economics Conference in Germany, Frankfurt, Germany.

Sougné, D., & Ajina, A. (2010). Communication financière : Un outil pour améliorer la liquidité des entreprises françaises. Revue Banque.

Sougné, D., & Ajina, A. (18 March 2010). L'impact de la communication financière sur l'asymétrie d'informatiuons et la liquidité des entreprises françaises cotées [Paper presentation]. 5ème Colloque International Finance & Stratégies de Développement, Sousse, Tunisia.

Bodson, L., Cavenaile, L., & Sougné, D. (2010). Une mesure de performance normalisée. Agefi Luxembourg, p. 32.

Sougné, D. (2010). Une mesure de performance normalisée. AGEFI.

Sougné, D. (2009). Etude sur le financement des PME. Bruxelles, Belgium: CEFIP. https://orbi.uliege.be/handle/2268/33650

Sougné, D. (2009). Les engagements de pension selon l'IAS 19. Revue Banque.

Sougné, D. (2009). L'évaluation actuarielle des engagements de pension selon l'IAS 19 et ses perspectives d'évolution. Revue française de comptabilité.

Van Caillie, D., Arnould, S., Alexandre, M., & Sougné, D. (2009). Etude de faisabilité de la transposition en Belgique francophone du système français de gestion des « comptes de tiers ». (Université de Liège / OBFG n° 2006 012). Bruxelles, Belgium: OBFG. https://orbi.uliege.be/handle/2268/36813

Sougné, D. (2008). Etude de la faisabilité de la transposition du système des CARPAS françaises dans le cadre réglementaire et organisationnel. Bruxelles, Belgium: Ordre des Barreaux Francophones et Germanophones de Belgique. https://orbi.uliege.be/handle/2268/30298

Sougné, D., Heuchenne, C., & Hübner, G. (2008). The determinants of CDS prices: an industry-based investigation. In N. Wagner, Credit Risk: Models, Derivatives and Management. Empirical Studies and Analysis. Financial Mathematics Series (pp. 85-96). CRC.