• Adress : CY Cergy Paris Université - THEMA - 33, boulevard du Port Cergy Pontoise Cedex France
Domaines d'expertise
Asset pricing, financial risks, liquidity risk, financial econometrics.

Activities / Resume

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Published articles

  • 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