CY Cergy Paris Université

Gulten.Mero@u-cergy.fr +33 1 34 25 23 00

Adresse : CY Cergy Paris Université - THEMA - 33, boulevard du Port Cergy Pontoise Cedex France

Domaines d'expertise

Asset pricing, financial risks, liquidity risk, financial econometrics.

Activités / CV

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