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 3 572
-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes 0 0 0 40 0 0 2 80
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 19 0 0 1 132
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 24 0 0 0 70
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection 0 0 0 13 1 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 2 3 5 205
An Introduction to hedge funds 1 1 2 39 2 6 15 134
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 3 3 4 293
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns 0 0 0 60 1 2 3 232
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 1 2 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 1 1 438
Optimal Cash Management for Investment Funds 0 0 0 1 1 3 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 0 0 0 31 0 0 6 160
Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns 0 1 3 159 0 1 5 422
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 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 0 0 0 506 0 0 2 1,255
Tests of the Fama and French model in India 0 0 2 51 0 0 16 260
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 0 12 0 1 5 171
The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features 0 0 0 323 0 1 4 1,044
Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults 0 0 0 24 0 1 5 61
Total Working Papers 1 2 7 2,633 12 26 127 11,621

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 1 1 1 1 2 2 4 4
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 0 1 2 27
A Synthesis of Two Factor Estimation Methods 0 0 0 10 0 0 2 48
A Test for the Number of Factors in an Approximate Factor Model 0 1 3 493 1 4 13 1,136
A unified beta pricing theory 0 0 0 498 1 1 5 1,046
Arbitrage Pricing Theory: The Way Forward 0 0 0 5 0 1 1 25
Dynamic stock market covariances in the Eurozone 0 0 2 21 0 0 2 107
Efficient Semiparametric Estimation of the Fama–French Model and Extensions 0 1 3 81 0 3 6 317
National versus Global Influences on Equity Returns 0 0 1 1 0 0 4 4
Performance measurement with the arbitrage pricing theory: A new framework for analysis 0 1 8 1,328 1 5 31 2,535
Regulating the output characteristics of tidal current power stations to facilitate better base load matching over the lunar cycle 0 0 0 9 0 0 2 52
Risk and return in an equilibrium APT: Application of a new test methodology 2 3 12 910 4 7 27 1,696
Semi-Strong Factors in Asset Returns* 0 0 3 3 0 1 6 9
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 3 56 1 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 1 2 220
The common and specific components of dynamic volatility 0 0 1 114 0 1 4 315
Total Journal Articles 3 7 37 3,612 11 32 128 7,896

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 5 35 200
Total Books 0 0 0 0 1 5 35 200

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 2025-08-05