Access Statistics for Gregory Connor

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(IAM Series No 002) An Intro to Hedge Funds 0 0 0 299 1 1 2 571
-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes 0 0 0 40 0 2 3 80
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 24 0 0 0 70
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 19 0 1 1 132
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection 0 0 1 13 1 1 6 43
A Performance Comparison of Large-n Factor Estimators 0 0 0 27 0 1 3 136
A Structured GARCH Model of Daily Equity Return Volatility 0 0 0 377 1 2 2 738
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 1 2 202
An Introduction to hedge funds 1 1 2 38 3 4 15 128
Dynamic Stock Market Covariances in the Eurozone 0 0 1 38 1 3 4 236
Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns 0 0 0 92 0 0 1 290
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns 0 0 0 60 0 0 1 230
Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns 0 0 0 4 0 0 0 32
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 3 0 0 0 40
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 2 0 0 0 42
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 0 1 2 271
Irish Mortgage Default Optionality 0 0 0 36 0 1 2 129
Market Dispersion and the Profitability of Hedge Funds 0 0 0 106 1 6 16 469
New Cross-Sectional Regression Tests of Beta Pricing Models 0 0 0 0 0 0 0 437
Optimal Cash Management for Investment Funds 0 0 0 1 0 2 9 1,025
Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 0 0 1 318 1 2 4 726
Risk and Return in an Equilibrium APT 0 0 0 4 0 0 8 1,040
Semi-strong factors in asset returns 0 0 2 31 0 1 8 160
Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns 0 0 2 158 0 2 5 421
Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns 0 0 0 3 0 0 0 35
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 2 0 1 2 45
Sliding Doors Cost Measurement.A Restrictive Approach to Analyzing the Net Economic Cost of Policy Decisions and an Application to Irish Financial Regulation 0 0 0 15 0 2 3 135
Tests of the Fama Model in India 0 0 1 506 0 0 4 1,255
Tests of the Fama and French model in India 0 0 4 51 0 1 21 260
The Attributes, Behavior and Performance of U.S. Mutual Funds 0 0 0 2 0 0 0 798
The Relationship Between Non- Arbitrage and Recursive Competitive Equilibrium Pricing 0 0 0 0 0 0 0 146
The Risky Lending Gap 0 0 1 12 1 2 6 170
The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features 0 0 0 323 0 2 3 1,043
Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults 0 0 0 24 0 2 4 60
Total Working Papers 1 1 15 2,631 10 41 137 11,595

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Global Stock and Bond Model 0 0 0 0 2 2 2 2
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 0 1 1 26
A Synthesis of Two Factor Estimation Methods 0 0 0 10 1 1 2 48
A Test for the Number of Factors in an Approximate Factor Model 0 0 2 492 1 3 12 1,132
A unified beta pricing theory 0 0 1 498 0 1 6 1,045
Arbitrage Pricing Theory: The Way Forward 0 0 0 5 0 0 0 24
Dynamic stock market covariances in the Eurozone 1 2 3 21 1 2 3 107
Efficient Semiparametric Estimation of the Fama–French Model and Extensions 0 0 2 80 0 0 4 314
National versus Global Influences on Equity Returns 0 0 1 1 1 2 4 4
Performance measurement with the arbitrage pricing theory: A new framework for analysis 0 1 10 1,327 2 3 32 2,530
Regulating the output characteristics of tidal current power stations to facilitate better base load matching over the lunar cycle 0 0 0 9 0 1 2 52
Risk and return in an equilibrium APT: Application of a new test methodology 1 2 15 907 2 7 30 1,689
Semi-Strong Factors in Asset Returns* 0 0 3 3 1 1 8 8
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 3 56 1 2 8 174
Sensible Return Forecasting for Portfolio Management 0 0 0 0 1 1 3 3
Sliding Doors Cost Measurement: The Net Economic Cost of Lax Regulation of the Irish Banking Sector 0 0 0 4 0 0 1 42
Strategic, unaffordability and dual-trigger default in the Irish mortgage market 0 0 0 21 0 0 1 131
The U.S. and Irish credit crises: Their distinctive differences and common features 0 0 0 50 0 1 1 219
The common and specific components of dynamic volatility 0 1 1 114 0 1 3 314
Total Journal Articles 2 6 41 3,605 13 29 123 7,864

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Portfolio Risk Analysis 0 0 0 0 3 5 42 195
Total Books 0 0 0 0 3 5 42 195

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 1 3 0 0 1 22
Total Chapters 0 0 1 3 0 0 1 22

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Statistics updated 2025-05-12