Sermin Gungor
Visiting Associate Professor
Department of Economics
University of Western Ontario
Canada
Biography
Sermin Gungor, Visiting Associate Professor of Department of Economics at the University of Western Ontario, Canada.
Research Interest
Financial Econometrics; Empirical Asset Pricing; Financial Markets, Financial Economics; International Finance.
Publications
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Fontaine JS, Garcia R, Gungor S. Funding liquidity, market liquidity and the cross-section of stock returns. Bank of Canada Working Paper; 2015.
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Fontaine JS, Garcia R, Gungor S. Funding Liquidity Risk and the Cross-Section of Stock Returns. February): www. banque-france. fr/fondation/gb/telechar/pdf/paper-garcia-2013-04-19. pdf. 2013.
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Gungor S, Luger R. Exact distribution-free tests of mean-variance efficiency. Journal of Empirical Finance. 2009 Dec 31;16(5):816-29.