Search Results - "Sougne, Danielle"

Conditional portfolio allocation: Does aggregate market liquidity matter? by Bazgour, Tarik, Heuchenne, Cedric, Sougné, Danielle

“…This paper investigates how aggregate liquidity influences optimal portfolio allocations across various US characteristic portfolios. We consider short-term…”
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What Style Liquidity Timing Skills Do Mutual Fund Managers Possess? by Bazgour, Tarik, Bodson, Laurent, Sougné, Danielle

“…Recent studies claim that mutual fund managers demonstrate strong MARKET liquidity timing skills. We extend their liquidity timing tests to the four‐factor…”
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Institutional investors, information asymmetry and stock market liquidity in France by Ajina, Aymen, Lakhal, Faten, Sougné, Danielle

“…Purpose – The purpose of this paper is to examine the effect of institutional investors’ ownership and type on information asymmetry and stock market liquidity…”
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Financial development and economic growth: an empirical investigation of the role of banks and institutional investors by Cavenaile, Laurent, Sougné, Danielle

“…This article gives a new light on the finance-growth nexus through the investigation of the role of institutional investors as providers of risk…”
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A global approach to mutual funds market timing ability by Bodson, Laurent, Cavenaile, Laurent, Sougné, Danielle

“…In this paper, we globally investigate market timing abilities of mutual fund managers from the three perspectives: market return, market-wide volatility and…”
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Does size affect mutual fund performance? A general approach by Bodson, Laurent, Cavenaile, Laurent, Sougné, Danielle

“…In this article, we study the potential relationship between mutual fund size and performance in a general framework. We sequentially test for a linear and a…”
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The market timing skills of hedge funds during the financial crisis by Cave, Arnaud, Hubner, Georges, Sougne, Danielle

“…Purpose - The purpose of this paper is to gain a better understanding of the market timing skills displayed by hedge fund managers during the 2007-08 financial…”
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