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 0 11 584
-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes 0 0 0 40 0 0 15 96
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 1 25 0 1 11 81
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 19 0 0 10 143
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection 0 0 0 13 0 2 9 53
A Performance Comparison of Large-n Factor Estimators 0 0 1 28 2 3 13 149
A Structured GARCH Model of Daily Equity Return Volatility 0 0 0 377 0 1 13 752
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 0 11 216
An Introduction to hedge funds 0 0 0 39 1 2 18 153
Dynamic Stock Market Covariances in the Eurozone 0 0 0 38 2 2 12 248
Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns 0 0 0 92 1 1 11 304
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns 0 0 0 60 1 3 10 242
Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns 0 0 0 4 0 0 14 46
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 3 0 0 11 51
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 2 0 2 13 55
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 1 2 13 286
Irish Mortgage Default Optionality 0 0 0 36 0 1 11 140
Market Dispersion and the Profitability of Hedge Funds 0 2 4 110 0 6 38 510
New Cross-Sectional Regression Tests of Beta Pricing Models 0 0 0 0 0 1 9 447
Optimal Cash Management for Investment Funds 0 0 0 1 0 2 13 1,042
Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 0 0 1 320 0 0 8 735
Risk and Return in an Equilibrium APT 0 0 0 4 1 2 10 1,050
Semi-strong factors in asset returns 0 0 1 33 2 2 18 179
Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns 0 0 0 161 0 0 12 436
Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns 0 0 0 3 1 2 15 51
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 2 0 0 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 1 510 1 1 14 1,272
Tests of the Fama and French model in India 1 1 2 53 2 3 16 279
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 0 5 151
The Risky Lending Gap 0 0 0 12 0 0 19 190
The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features 0 0 0 323 0 0 21 1,065
Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults 0 0 0 24 0 0 14 75
Total Working Papers 1 3 11 2,651 15 39 437 12,078

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 1 0 0 8 13
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 1 2 11 40
A Synthesis of Two Factor Estimation Methods 1 1 1 11 1 1 7 56
A Test for the Number of Factors in an Approximate Factor Model 0 0 2 495 0 1 23 1,161
A unified beta pricing theory 0 0 0 498 0 1 8 1,054
Arbitrage Pricing Theory: The Way Forward 0 0 0 5 0 2 6 32
Dynamic stock market covariances in the Eurozone 0 0 0 21 0 1 16 124
Efficient Semiparametric Estimation of the Fama–French Model and Extensions 0 1 1 82 0 2 15 332
How much structure is best? A comparison of market model, factor model and unstructured equity covariance matrices 0 0 0 0 0 1 9 17
National versus Global Influences on Equity Returns 0 0 0 1 0 1 10 15
Performance measurement with the arbitrage pricing theory: A new framework for analysis 0 1 11 1,341 1 2 41 2,579
Regulating the output characteristics of tidal current power stations to facilitate better base load matching over the lunar cycle 0 0 1 10 0 1 13 66
Risk and return in an equilibrium APT: Application of a new test methodology 0 2 11 922 3 8 53 1,753
Semi-Strong Factors in Asset Returns* 0 0 1 5 0 2 16 26
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 56 0 2 10 188
Sensible Return Forecasting for Portfolio Management 0 0 0 0 0 2 7 10
Sliding Doors Cost Measurement: The Net Economic Cost of Lax Regulation of the Irish Banking Sector 0 0 0 4 0 0 7 49
Strategic, unaffordability and dual-trigger default in the Irish mortgage market 0 0 1 22 0 0 16 148
The U.S. and Irish credit crises: Their distinctive differences and common features 0 0 1 51 0 2 19 241
The common and specific components of dynamic volatility 0 0 0 114 0 0 15 330
Total Journal Articles 1 5 30 3,646 6 31 310 8,234

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 8 34 235
Total Books 0 0 0 0 1 8 34 235

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 3 1 2 13 35
Total Chapters 0 0 0 3 1 2 13 35

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Statistics updated 2026-10-11