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 1 3 572
-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes 0 0 0 40 1 1 3 81
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 0 1 132
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection 0 0 0 13 0 1 3 44
A Performance Comparison of Large-n Factor Estimators 0 0 0 27 0 0 3 136
A Structured GARCH Model of Daily Equity Return Volatility 0 0 0 377 0 0 2 738
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 3 5 205
An Introduction to hedge funds 0 1 2 39 0 3 14 134
Dynamic Stock Market Covariances in the Eurozone 0 0 0 38 0 0 3 236
Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns 0 0 0 92 0 3 4 293
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns 0 0 0 60 0 2 2 232
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 2 0 0 0 42
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 3 0 0 0 40
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 0 1 3 273
Irish Mortgage Default Optionality 0 0 0 36 0 0 2 129
Market Dispersion and the Profitability of Hedge Funds 0 0 0 106 0 0 12 469
New Cross-Sectional Regression Tests of Beta Pricing Models 0 0 0 0 0 0 1 438
Optimal Cash Management for Investment Funds 0 0 0 1 0 1 10 1,028
Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 0 0 0 318 0 0 2 726
Risk and Return in an Equilibrium APT 0 0 0 4 0 0 5 1,040
Semi-strong factors in asset returns 1 1 1 32 1 1 6 161
Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns 0 0 3 159 0 0 5 422
Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns 0 0 0 3 1 1 1 36
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 2 0 0 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 0 3 135
Tests of the Fama Model in India 2 2 2 508 2 2 4 1,257
Tests of the Fama and French model in India 0 0 1 51 2 2 13 262
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 0 12 0 1 4 171
The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features 0 0 0 323 0 0 4 1,044
Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults 0 0 0 24 0 0 5 61
Total Working Papers 3 4 9 2,636 7 23 125 11,628

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 1 1 1 1 3 5 5
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 2 2 4 29
A Synthesis of Two Factor Estimation Methods 0 0 0 10 1 1 3 49
A Test for the Number of Factors in an Approximate Factor Model 0 1 3 493 2 6 14 1,138
A unified beta pricing theory 0 0 0 498 0 1 4 1,046
Arbitrage Pricing Theory: The Way Forward 0 0 0 5 1 1 2 26
Dynamic stock market covariances in the Eurozone 0 0 2 21 1 1 3 108
Efficient Semiparametric Estimation of the Fama–French Model and Extensions 0 0 3 81 0 0 6 317
How much structure is best? A comparison of market model, factor model and unstructured equity covariance matrices 0 0 0 0 0 0 8 8
National versus Global Influences on Equity Returns 0 0 1 1 1 1 4 5
Performance measurement with the arbitrage pricing theory: A new framework for analysis 1 2 9 1,329 1 4 30 2,536
Regulating the output characteristics of tidal current power stations to facilitate better base load matching over the lunar cycle 0 0 0 9 1 1 3 53
Risk and return in an equilibrium APT: Application of a new test methodology 1 3 13 911 1 7 27 1,697
Semi-Strong Factors in Asset Returns* 1 1 3 4 1 1 6 10
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 3 56 0 4 11 178
Sensible Return Forecasting for Portfolio Management 0 0 0 0 0 0 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 1 2 132
The U.S. and Irish credit crises: Their distinctive differences and common features 0 0 0 50 1 2 3 221
The common and specific components of dynamic volatility 0 0 1 114 0 0 4 315
Total Journal Articles 3 8 39 3,615 14 36 143 7,918

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 0 3 32 200
Total Books 0 0 0 0 0 3 32 200

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 2025-09-05