Gregory Connor
Names
| first: |
Gregory |
| last: |
Connor |
Identifer
Contact
Research profile
author of:
- A Test for the Number of Factors in an Approximate Factor Model (RePEc:bla:jfinan:v:48:y:1993:i:4:p:1263-91)
by Connor, Gregory & Korajczyk, Robert A - Sliding Doors Cost Measurement: The Net Economic Cost of Lax Regulation of the Irish Banking Sector (RePEc:bla:worlde:v:35:y:2012:i:10:p:1256-1276)
by Gregory Connor & Brian O’Kelly - A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection (RePEc:cam:camdae:20103)
by Connor, G. & Li, S. & Linton, O. - Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns (RePEc:cep:stiecm:506)
by Gregory Connor & Oliver Linton - Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns (RePEc:cep:stiecm:524)
by Gregory Connor & Matthias Hagmann & Oliver Linton - Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns (RePEc:chf:rpseri:rp0726)
by Gregory Connor & Matthias Hagmann & Oliver Linton - A Synthesis of Two Factor Estimation Methods (RePEc:cup:jfinqa:v:50:y:2015:i:04:p:825-842_00)
by Connor, Gregory & Korajczyk, Robert A. & Uhlaner, Robert T. - Efficient Semiparametric Estimation of the Fama–French Model and Extensions (RePEc:ecm:emetrp:v:80:y:2012:i:2:p:713-754)
by Gregory Connor & Matthias Hagmann & Oliver Linton - The common and specific components of dynamic volatility (RePEc:eee:econom:v:132:y:2006:i:1:p:231-255)
by Connor, Gregory & Korajczyk, Robert A. & Linton, Oliver - Semiparametric estimation of a characteristic-based factor model of common stock returns (RePEc:eee:empfin:v:14:y:2007:i:5:p:694-717)
by Connor, Gregory & Linton, Oliver - A unified beta pricing theory (RePEc:eee:jetheo:v:34:y:1984:i:1:p:13-31)
by Connor, Gregory - Performance measurement with the arbitrage pricing theory : A new framework for analysis (RePEc:eee:jfinec:v:15:y:1986:i:3:p:373-394)
by Connor, Gregory & Korajczyk, Robert A. - Risk and return in an equilibrium APT : Application of a new test methodology (RePEc:eee:jfinec:v:21:y:1988:i:2:p:255-289)
by Connor, Gregory & Korajczyk, Robert A. - Strategic, unaffordability and dual-trigger default in the Irish mortgage market (RePEc:eee:jhouse:v:28:y:2015:i:c:p:59-75)
by Connor, Gregory & Flavin, Thomas - The U.S. and Irish credit crises: Their distinctive differences and common features (RePEc:eee:jimfin:v:31:y:2012:i:1:p:60-79)
by Connor, Gregory & Flavin, Thomas & O’Kelly, Brian - Dynamic stock market covariances in the Eurozone (RePEc:eee:jimfin:v:37:y:2013:i:c:p:353-370)
by Connor, Gregory & Suurlaht, Anita - Regulating the output characteristics of tidal current power stations to facilitate better base load matching over the lunar cycle (RePEc:eee:renene:v:31:y:2006:i:2:p:173-180)
by Clarke, J.A. & Connor, G. & Grant, A.D. & Johnstone, C.M. - Efficient estimation of a semiparametric characteristic-based factor model of security returns (RePEc:ehl:lserod:24504)
by Connor, Gregory & Hagmann, Matthias & Linton, Oliver - An Introduction to hedge funds (RePEc:ehl:lserod:24675)
by Connor, Gregory & Woo, Mason - Tests of the Fama and French model in India (RePEc:ehl:lserod:25057)
by Connor, Gregory & Sehgal, Sanjay - Efficient estimation of a semiparametric characteristic-based factor model of security returns (RePEc:ehl:lserod:3775)
by Connor, Gregory & Hagmann, Matthias & Linton, Oliver - Semiparametric estimation of a characteristic-based factor model of common stock returns (RePEc:ehl:lserod:4424)
by Connor, Gregory & Linton, Oliver - Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns (RePEc:fmg:fmgdps:dp346)
by Oliver Linton & Gregory Connor - A Structured GARCH Model of Daily Equity Return Volatility (RePEc:fmg:fmgdps:dp370)
by Gregory Connor - Tests of the Fama Model in India (RePEc:fmg:fmgdps:dp379)
by Gregory Connor & Sanjay Sehgal - (IAM Series No 002) An Intro to Hedge Funds (RePEc:fmg:fmgdps:dp477)
by Mason Woo & Gregory Connor - Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns (RePEc:fmg:fmgdps:dp599)
by Gregory Connor & Oliver Linton & Matthias Hagmann - A Coasean Approach to Bank Resolution Policy in the Eurozone (RePEc:fmg:fmgsps:sp214)
by Gregory Connor & Brian O’Kelly - Market Dispersion and the Profitability of Hedge Funds (RePEc:may:mayecw:n2000109.pdf)
by Gregory Connor & Sheng Li - The Risky Lending Gap (RePEc:may:mayecw:n2010809.pdf)
by Gregory Connor - The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features (RePEc:may:mayecw:n206-10.pdf)
by Gregory Connor & Thomas Flavin & Brian O’Kelly - Sliding Doors Cost Measurement.A Restrictive Approach to Analyzing the Net Economic Cost of Policy Decisions and an Application to Irish Financial Regulation (RePEc:may:mayecw:n214a-10.pdf)
by Gregory Connor & Brian O'Kelly - Dynamic Stock Market Covariances in the Eurozone (RePEc:may:mayecw:n222-12.pdf)
by Gregory Connor & Anita Suurlaht - A Coasean Approach to Bank Resolution Policy in the Eurozone (RePEc:may:mayecw:n233-12.pdf)
by Gregory Connor & Brian O'Kelly - Irish Mortgage Default Optionality (RePEc:may:mayecw:n243-13.pdf)
by Gregory Connor & Thomas Flavin - Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults (RePEc:may:mayecw:n253-14.pdf)
by Gregory Connor & Thomas Flavin - A Performance Comparison of Large-n Factor Estimators (RePEc:may:mayecw:n255-14.pdf)
by Gregory Connor & Zhuo Chen & Robert A. Korajczyk - Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 (RePEc:may:mayecw:n259-15.pdf)
by Gregory Connor & Thomas Flavin & Brian O'Kelly - -Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes (RePEc:may:mayecw:n274-16.pdf)
by Gregory Connor & Michael O?Neill - Semi-strong factors in asset returns (RePEc:may:mayecw:n294-19.pdf)
by Gregory Connor & Robert A. Korajczyk - Semi-Strong Factors in Asset Returns (RePEc:oup:jfinec:v:22:y:2024:i:1:p:70-93.)
by Gregory Connor & Robert A Korajczyk - A Performance Comparison of Large-n Factor Estimators (RePEc:oup:rasset:v:8:y:2018:i:1:p:153-182.)
by Zhuo Chen & Gregory Connor & Robert A Korajczyk - Introduction (RePEc:pup:chapts:9224-1)
by Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk - Portfolio Risk Analysis (RePEc:pup:pbooks:9224)
by Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk - Arbitrage Pricing Theory: The Way Forward (RePEc:sae:ausman:v:10:y:1985:i:1:p:109-130)
by Richard Stapleton & Gregory Connor & Marti G. Subrahmanyam & Bernd P. Luedecke - Estimating Pervasive Economic Factors with Missing Observations (RePEc:ucb:calbrf:173)
by Gregory Connor and Robert A. Korajczyk. - Risk and Return in an Equilibrium APT (RePEc:ucb:calbrf:174)
by Gregory Connor and Robert Korajczyk. - New Cross-Sectional Regression Tests of Beta Pricing Models (RePEc:ucb:calbrf:175)
by Gregory Connor and Robert T. Uhlaner. - An Intertemporal Equilibrium Beta Pricing Model (RePEc:ucb:calbrf:176)
by Gregory Connor and Robert Korajczyk. - The Attributes, Behavior and Performance of U.S. Mutual Funds (RePEc:ucb:calbrf:181)
by Gregory Connor and Robert A. Korajczyk. - The Relationship Between Non- Arbitrage and Recursive Competitive Equilibrium Pricing (RePEc:ucb:calbrf:rpf-196)
by Richard Breen and Gregory Connor. - Optimal Cash Management for Investment Funds (RePEc:ucb:calbrf:rpf-244)
by Hayne Leland and Gregory Connor.