Mero Gulten
Maître de conférences UCP
Membre permanent
Contact
Bureau: 165D
Mail: gulten.mero@cyu.fr
Tel: +33 1 34 25 23 00
Adresse:
CY Cergy Paris Université - THEMA - 33, boulevard du Port
Cergy Pontoise Cedex
France
Specialité
Asset pricing, financial risks, liquidity risk, financial econometrics.
Articles
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Timing the Size Risk Premia Mero Gulten, S. Darolles, G. Le Fol , Finance, forthcoming , 2022 -
Mixture of distribution hypothesis : Analyzing daily liquidity frictions and information flows Mero Gulten, S. Darolles, G. Le Fol , Journal of econometrics, 201 (2), p.367-383, 2017 -
Measuring the Liquidity Part of Volume Mero Gulten, Darolles S., Le Fol G. , Journal of banking and finance, 50 , p.92-105, 2015 -
What drives stock return commonalities ? Evidence from France and the USA using a cross-sectional approach Mero Gulten, Jean-Jacques Lilti , Bankers, Markets and Investors, n°126 , 2013 -
Hedge Fund Returns and Factor Models : A Cross-Sectional Approach Mero Gulten, S.Darolles , Bankers, Markets & Investors, p.34-53 , 2011
