Ph.D. Candidate
Economics Department
Emory University

Curriculum Vitae

CV.pdf

AREAS OF INTEREST

Research: Liquidity Risk and Asset Pricing, Testing Asset Pricing Models, Portfolio Theory

Teaching : Financial Economics, Econometrics, Asset Pricing, Financial Markets and Institutions, Money and Banking, Macroeconomics

EDUCATION

DISSERTATION

Title: “Essays on Asset Pricing Models”

PUBLICATION

Gungor, S. and R. Luger, (2009). “Exact Distribution-Free Tests of Mean-Variance Efficiency”, Journal of Empirical Finance 16, 816-829

JOB MARKET PAPER

“Time-Variation in Liquidity and Portfolio Returns”

WORK IN PROGRESS

“Yield Curve and Macroeconomic Variables: An Intertemporal Asset Pricing Model”

“Liquidity Risk and Intertemporal Portfolio Choice: A Nonparametric Approach”

TEACHING EXPERIENCE

Instructor,  Principles of Macroeconomics, Emory University, Spring 2009 (assigned)         

Instructor,  Principles of Microeconomics, Emory University, 2007 – 2009 

Instructor,  Principles of Microeconomics, Principles of Macroeconomics, Intermediate Macroeconomics,   Istanbul Commerce University ,Turkey, 2001 – 2004 

CONFERENCE AND SEMINAR PRESENTATIONS

Gungor, Sermin (2009): “ Time-Variation in Liquidity and Portfolio Returns”, 2009 Southern Economic Association, 79th Annual Meetings, San Antonio, TX,
Session Title: “Asset Pricing Under Imperfect Markets”

Gungor, Sermin and Richard Luger (2008): “ Exact Distribution-Free Tests of Mean-Variance Efficiency”, 2008 Missouri Economics Conference, 8th Annual Meetings, University of Missouri, Columbia, MO
Session Title: “Econometrics”

Gungor, Sermin (2007): “Yield Curve and Macroeconomic Variables: An Intertemporal Asset Pricing Model”, 2007  Southern Economic Association, 77th Annual Meetings, New Orleans, LA
Session Title: “Time-Series Modelling”

HONORS AND FELLOWSHIPS

Excellence in Research Award (2009), Omicron Delta Epsilon Honor Society, Emory University

Arts and Sciences Fellowship (2004 - 2009), Graduate School of Arts and Sciences, Emory University

Graduate Student Fellowship (2004 - 2009), Graduate School of Arts and Sciences, Emory University

COMPUTER SKILLS

R, SAS, Fortran90, STATA, Dreamweaver(web design)

PERSONAL INFORMATION

REFERENCES