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 3 5 13 584
-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes 0 0 0 40 7 7 16 96
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 19 2 3 10 142
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 1 1 25 1 4 9 79
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection 0 0 0 13 1 1 8 51
A Performance Comparison of Large-n Factor Estimators 0 1 1 28 3 5 9 145
A Structured GARCH Model of Daily Equity Return Volatility 0 0 0 377 2 4 13 751
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 4 4 14 216
An Introduction to hedge funds 0 0 1 39 4 8 23 151
Dynamic Stock Market Covariances in the Eurozone 0 0 0 38 5 7 9 245
Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns 0 0 0 92 4 5 13 303
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns 0 0 0 60 0 1 9 239
Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns 0 0 0 4 1 4 14 46
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 2 3 4 10 52
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 3 2 4 11 51
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 4 5 12 283
Irish Mortgage Default Optionality 0 0 0 36 2 4 9 138
Market Dispersion and the Profitability of Hedge Funds 0 0 1 107 4 7 32 501
New Cross-Sectional Regression Tests of Beta Pricing Models 0 0 0 0 1 1 8 445
Optimal Cash Management for Investment Funds 0 0 0 1 4 5 12 1,037
Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 0 0 2 320 1 2 8 734
Risk and Return in an Equilibrium APT 0 0 0 4 2 4 8 1,048
Semi-strong factors in asset returns 0 0 2 33 3 5 17 177
Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns 0 0 3 161 2 2 14 435
Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns 0 0 0 3 5 7 12 47
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 2 1 2 5 50
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 1 4 510 3 5 16 1,271
Tests of the Fama and French model in India 0 0 1 52 2 4 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 2 3 5 151
The Risky Lending Gap 0 0 0 12 3 7 20 190
The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features 0 0 0 323 2 2 17 1,060
Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults 0 0 0 24 2 5 14 74
Total Working Papers 0 3 16 2,647 85 136 419 12,014

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 3 11 13
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 2 2 11 37
A Synthesis of Two Factor Estimation Methods 0 0 0 10 2 2 6 54
A Test for the Number of Factors in an Approximate Factor Model 0 0 1 493 4 9 24 1,156
A unified beta pricing theory 0 0 0 498 0 1 6 1,051
Arbitrage Pricing Theory: The Way Forward 0 0 0 5 0 0 6 30
Dynamic stock market covariances in the Eurozone 0 0 0 21 5 6 15 122
Efficient Semiparametric Estimation of the Fama–French Model and Extensions 0 0 1 81 1 3 14 328
How much structure is best? A comparison of market model, factor model and unstructured equity covariance matrices 0 0 0 0 2 2 9 16
National versus Global Influences on Equity Returns 0 0 0 1 5 5 10 14
Performance measurement with the arbitrage pricing theory: A new framework for analysis 0 5 12 1,339 2 12 43 2,573
Regulating the output characteristics of tidal current power stations to facilitate better base load matching over the lunar cycle 0 0 1 10 3 3 13 65
Risk and return in an equilibrium APT: Application of a new test methodology 0 4 9 916 3 12 49 1,738
Semi-Strong Factors in Asset Returns* 0 0 2 5 2 5 11 19
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 56 1 2 10 184
Sensible Return Forecasting for Portfolio Management 0 0 0 0 3 3 5 8
Sliding Doors Cost Measurement: The Net Economic Cost of Lax Regulation of the Irish Banking Sector 0 0 0 4 2 3 6 48
Strategic, unaffordability and dual-trigger default in the Irish mortgage market 0 1 1 22 1 4 12 143
The U.S. and Irish credit crises: Their distinctive differences and common features 0 1 1 51 1 4 19 238
The common and specific components of dynamic volatility 0 0 0 114 2 6 15 329
Total Journal Articles 0 11 29 3,634 41 87 295 8,166

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 5 10 31 226
Total Books 0 0 0 0 5 10 31 226

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 3 5 6 10 32
Total Chapters 0 0 0 3 5 6 10 32

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Statistics updated 2026-05-06