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 |
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. |
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 |
Bazgour, T. (2016). Three Essays on Market Liquidity in Equity Markets [Doctoral thesis, ULiège - Université de Liège]. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/199571 |
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. |
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. |
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. |
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. |
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. |
Bazgour, T., Sougné, D., & Heuchenne, C. (June 2013). Conditional Asset Allocation: Does Market Wide liquidity Matter? [Paper presentation]. 2013 FMA European Conference, Luxembourg. |
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. |
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., Heuchenne, C., & Bazgour, T. (19 September 2012). Conditional Asset Allocation: Does Market-Wide Liquidity Matter? [Paper presentation]. Innovation for Financial Services Summit, Luxembourg, Luxembourg. |