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 0 3 13 584
-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes 0 0 0 40 0 7 16 96
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 19 1 3 11 143
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 1 25 1 2 10 80
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection 0 0 0 13 0 1 8 51
A Performance Comparison of Large-n Factor Estimators 0 0 1 28 1 4 10 146
A Structured GARCH Model of Daily Equity Return Volatility 0 0 0 377 0 2 13 751
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 4 13 216
An Introduction to hedge funds 0 0 1 39 0 4 19 151
Dynamic Stock Market Covariances in the Eurozone 0 0 0 38 0 6 10 246
Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns 0 0 0 92 0 4 13 303
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns 0 0 0 60 0 0 8 239
Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns 0 0 0 4 0 1 14 46
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 2 1 4 11 53
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 3 0 2 11 51
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 0 5 12 284
Irish Mortgage Default Optionality 0 0 0 36 1 3 10 139
Market Dispersion and the Profitability of Hedge Funds 1 1 2 108 3 7 35 504
New Cross-Sectional Regression Tests of Beta Pricing Models 0 0 0 0 0 2 8 446
Optimal Cash Management for Investment Funds 0 0 0 1 2 7 13 1,040
Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 0 0 2 320 0 2 9 735
Risk and Return in an Equilibrium APT 0 0 0 4 0 2 8 1,048
Semi-strong factors in asset returns 0 0 2 33 0 3 17 177
Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns 0 0 2 161 0 3 14 436
Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns 0 0 0 3 1 7 14 49
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 2 1 2 6 51
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 0 8 143
Tests of the Fama Model in India 0 0 4 510 0 3 16 1,271
Tests of the Fama and French model in India 0 0 1 52 0 2 16 276
The Attributes, Behavior and Performance of U.S. Mutual Funds 0 0 0 2 0 0 5 803
The Relationship Between Non- Arbitrage and Recursive Competitive Equilibrium Pricing 0 0 0 0 0 2 5 151
The Risky Lending Gap 0 0 0 12 0 3 19 190
The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features 0 0 0 323 0 7 21 1,065
Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults 0 0 0 24 0 3 14 75
Total Working Papers 1 1 16 2,648 12 110 430 12,039

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 1 1 0 0 11 13
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 0 3 11 38
A Synthesis of Two Factor Estimation Methods 0 0 0 10 0 3 7 55
A Test for the Number of Factors in an Approximate Factor Model 1 2 2 495 2 8 25 1,160
A unified beta pricing theory 0 0 0 498 0 2 8 1,053
Arbitrage Pricing Theory: The Way Forward 0 0 0 5 0 0 5 30
Dynamic stock market covariances in the Eurozone 0 0 0 21 0 6 16 123
Efficient Semiparametric Estimation of the Fama–French Model and Extensions 0 0 0 81 0 3 13 330
How much structure is best? A comparison of market model, factor model and unstructured equity covariance matrices 0 0 0 0 0 2 8 16
National versus Global Influences on Equity Returns 0 0 0 1 0 5 10 14
Performance measurement with the arbitrage pricing theory: A new framework for analysis 0 1 12 1,340 1 6 43 2,577
Regulating the output characteristics of tidal current power stations to facilitate better base load matching over the lunar cycle 0 0 1 10 0 3 13 65
Risk and return in an equilibrium APT: Application of a new test methodology 1 4 12 920 2 10 53 1,745
Semi-Strong Factors in Asset Returns* 0 0 2 5 2 7 15 24
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 56 0 3 9 186
Sensible Return Forecasting for Portfolio Management 0 0 0 0 0 3 5 8
Sliding Doors Cost Measurement: The Net Economic Cost of Lax Regulation of the Irish Banking Sector 0 0 0 4 0 3 7 49
Strategic, unaffordability and dual-trigger default in the Irish mortgage market 0 0 1 22 0 6 16 148
The U.S. and Irish credit crises: Their distinctive differences and common features 0 0 1 51 0 2 20 239
The common and specific components of dynamic volatility 0 0 0 114 0 3 15 330
Total Journal Articles 2 7 32 3,641 7 78 310 8,203

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 1 6 28 227
Total Books 0 0 0 0 1 6 28 227

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 3 0 6 11 33
Total Chapters 0 0 0 3 0 6 11 33

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Statistics updated 2026-07-10