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Sermin Gungor
Observed names:
Gungor, Sermin,
SERMIN GUNGOR,
Sermin Güngör
Institution:
Kayseri Üniversitesi
Observed institutions:
Western University,
Emory University,
Toulouse School of Economics,
Kayseri Üniversitesi,
McGill University,
Université de Montréal,
Bank of Canada
show all 7
ORCID:
0000-0003-4941-9120
Observed ORCID:
0000-0003-4941-9120
OpenAlex ID:
A5060154741
Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach
2012
·
Sermin Gungor
, Richard Luger
·
Journal of Business and Economic Statistics
·
21
Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances
2015
·
Sermin Gungor
, Richard Luger
·
Journal of Business and Economic Statistics
·
19
Exact distribution-free tests of mean-variance efficiency
2009
·
Sermin Gungor
, Richard Luger
·
Journal of Empirical Finance
·
16
Intermediary Leverage Shocks and Funding Conditions
2024
·
JEAN‐SÉBASTIEN FONTAINE
, RENÉ GARCIA
, et al.
·
The Journal of Finance
·
14
PDF
Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns
2019
·
Sermin Gungor
, Richard Luger
·
Journal of Financial Econometrics
·
12
PDF
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
2020
·
Sermin Gungor
, Richard Luger
·
Journal of Econometrics
·
11
PDF
Funding Risk, Market Liquidity, Market Volatility and the Cross-Section of Asset Returns
2016
·
Jean-Sebastien Fontaine
, René Garcia
, et al.
·
SSRN Electronic Journal
·
11
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns
2015
·
Fontaine, Jean-Sébastien
, Garcia, René
, et al.
·
Toulouse Capitole Publications (University Toulouse 1 Capitole)
·
7
The impact of the Bank of Canada’s Government Bond Purchase Program
2021
·
Arora, Rohan
, Gungor, Sermin
, et al.
·
Staff Analytical Notes
·
5
Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy
2014
·
Sermin Gungor
, Jesus Antolin Sierra Jimenez
·
SSRN Electronic Journal
·
5
Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings
2016
·
Sermin Gungor
, Richard Luger
·
L Actualité économique
·
4
PDF
Has Liquidity in Canadian Government Bond Markets Deteriorated?
2017
·
Gungor, Sermin
, Yang, Jun
·
Staff Analytical Notes
·
3
Funding Liquidity, Market Liquidity and the Cross-Section of Stocks Returns
2015
·
Jean‐Sébastien Fontaine
, René García
, et al.
·
SSRN Electronic Journal
·
3
Government of Canada Securities in the Cash, Repo and Securities Lending Markets
2018
·
Narayan Bulusu
, Sermin Gungor
·
SSRN Electronic Journal
·
2
The Life Cycle of Government of Canada Bonds in Core Funding Markets
2017
·
Narayan Bulusu
, Sermin Gungor
·
RePEc: Research Papers in Economics
·
2
The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets
2021
·
Narayan Bulusu
, Sermin Gungor
·
Canadian Journal of Economics/Revue canadienne d économique
·
1
Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach
2010
·
Sermin Gungor
, Richard Luger
·
RePEc: Research Papers in Economics
·
1
A Machine Learning Approach Based on Combined Feature Ranking and Targeted Ablation in Early-Stage Diabetes Risk Prediction
2026
·
Nurullah Öztürk
, Sermin Güngör
·
International Congress on Human-Computer Interaction, Optimization and Robotic Applications (ICHORA)
Announcing the Bankers’ Acceptance Purchase Facility: a COVID‑19 event study
2020
·
Arora, Rohan
, Gungor, Sermin
, et al.
·
Staff Analytical Notes
Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?
2018
·
Fan, Chen
, Gungor, Sermin
, et al.
·
Staff Analytical Notes
Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated?
2018
·
Fan, Chen
, Gungor, Sermin
, et al.
·
Staff Analytical Notes
Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects
2017
·
Sermin Gungor
, Richard Luger
·
SSRN Electronic Journal
Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects
2017
·
Gungor, Sermin
, Luger, Richard
·
RePEc: Research Papers in Economics
PDF
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Works count:
24
Citation count:
137
H-index:
7
I10-index:
7
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