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 8 578
-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes 0 0 0 40 1 4 7 85
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 19 3 4 6 137
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 24 1 2 2 72
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection 0 0 0 13 1 3 5 47
A Performance Comparison of Large-n Factor Estimators 0 0 0 27 1 2 3 138
A Structured GARCH Model of Daily Equity Return Volatility 0 0 0 377 1 3 6 742
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 2 2 7 207
An Introduction to hedge funds 0 0 2 39 5 7 20 142
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 1 1 4 294
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns 0 0 0 60 2 3 5 235
Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns 0 0 0 4 1 2 2 34
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 3 2 5 5 45
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 2 2 5 5 47
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 1 2 5 275
Irish Mortgage Default Optionality 0 0 0 36 2 4 6 133
Market Dispersion and the Profitability of Hedge Funds 1 1 1 107 7 15 25 487
New Cross-Sectional Regression Tests of Beta Pricing Models 0 0 0 0 2 3 4 441
Optimal Cash Management for Investment Funds 0 0 0 1 1 2 11 1,031
Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 0 1 2 320 1 3 6 730
Risk and Return in an Equilibrium APT 0 0 0 4 2 2 3 1,042
Semi-strong factors in asset returns 1 1 2 33 3 6 8 167
Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns 0 0 3 161 2 3 8 427
Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns 0 0 0 3 1 1 2 37
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 2 1 1 3 46
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 2 3 5 138
Tests of the Fama Model in India 0 0 3 509 5 5 8 1,263
Tests of the Fama and French model in India 0 1 2 52 2 6 12 269
The Attributes, Behavior and Performance of U.S. Mutual Funds 0 0 0 2 2 2 2 800
The Relationship Between Non- Arbitrage and Recursive Competitive Equilibrium Pricing 0 0 0 0 1 1 1 147
The Risky Lending Gap 0 0 0 12 1 7 10 178
The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features 0 0 0 323 4 8 11 1,052
Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults 0 0 0 24 4 6 10 67
Total Working Papers 2 4 15 2,644 70 128 228 11,769

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 3 3 8 8
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 1 2 6 31
A Synthesis of Two Factor Estimation Methods 0 0 0 10 0 0 3 49
A Test for the Number of Factors in an Approximate Factor Model 0 0 2 493 2 7 18 1,145
A unified beta pricing theory 0 0 0 498 0 0 2 1,046
Arbitrage Pricing Theory: The Way Forward 0 0 0 5 2 3 5 29
Dynamic stock market covariances in the Eurozone 0 0 2 21 0 4 7 112
Efficient Semiparametric Estimation of the Fama–French Model and Extensions 0 0 1 81 0 3 6 320
How much structure is best? A comparison of market model, factor model and unstructured equity covariance matrices 0 0 0 0 4 5 13 13
National versus Global Influences on Equity Returns 0 0 0 1 0 0 3 5
Performance measurement with the arbitrage pricing theory: A new framework for analysis 1 3 7 1,333 6 16 27 2,554
Regulating the output characteristics of tidal current power stations to facilitate better base load matching over the lunar cycle 0 1 1 10 1 3 5 56
Risk and return in an equilibrium APT: Application of a new test methodology 0 1 7 912 8 15 35 1,715
Semi-Strong Factors in Asset Returns* 1 1 2 5 2 3 6 13
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 56 2 3 10 181
Sensible Return Forecasting for Portfolio Management 0 0 0 0 0 0 2 3
Sliding Doors Cost Measurement: The Net Economic Cost of Lax Regulation of the Irish Banking Sector 0 0 0 4 0 1 2 43
Strategic, unaffordability and dual-trigger default in the Irish mortgage market 0 0 0 21 1 3 4 135
The U.S. and Irish credit crises: Their distinctive differences and common features 0 0 0 50 2 6 10 228
The common and specific components of dynamic volatility 0 0 1 114 2 4 7 319
Total Journal Articles 2 6 24 3,622 36 81 179 8,005

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 23 211
Total Books 0 0 0 0 5 10 23 211

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 1 1 23
Total Chapters 0 0 0 3 0 1 1 23

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Statistics updated 2026-01-09