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 2 3 5 575
-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes 0 0 0 40 3 3 6 84
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 19 1 2 3 134
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 24 1 1 1 71
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection 0 0 0 13 1 2 4 46
A Performance Comparison of Large-n Factor Estimators 0 0 0 27 1 1 3 137
A Structured GARCH Model of Daily Equity Return Volatility 0 0 0 377 2 3 5 741
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 0 5 205
An Introduction to hedge funds 0 0 2 39 1 3 15 137
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 0 3 293
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns 0 0 0 60 1 1 3 233
Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns 0 0 0 4 0 1 1 33
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 3 2 3 3 43
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 2 2 3 3 45
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 0 1 4 274
Irish Mortgage Default Optionality 0 0 0 36 1 2 4 131
Market Dispersion and the Profitability of Hedge Funds 0 0 0 106 3 11 19 480
New Cross-Sectional Regression Tests of Beta Pricing Models 0 0 0 0 0 1 2 439
Optimal Cash Management for Investment Funds 0 0 0 1 0 2 10 1,030
Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 0 2 2 320 1 3 5 729
Risk and Return in an Equilibrium APT 0 0 0 4 0 0 1 1,040
Semi-strong factors in asset returns 0 0 1 32 1 3 8 164
Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns 0 2 3 161 0 3 6 425
Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns 0 0 0 3 0 0 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 1 1 4 136
Tests of the Fama Model in India 0 1 3 509 0 1 5 1,258
Tests of the Fama and French model in India 0 1 2 52 2 5 14 267
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 1 6 9 177
The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features 0 0 0 323 4 4 8 1,048
Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults 0 0 0 24 2 2 6 63
Total Working Papers 0 6 13 2,642 33 71 171 11,699

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 0 5 5
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 1 1 5 30
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 0 5 17 1,143
A unified beta pricing theory 0 0 0 498 0 0 2 1,046
Arbitrage Pricing Theory: The Way Forward 0 0 0 5 1 1 3 27
Dynamic stock market covariances in the Eurozone 0 0 2 21 4 4 7 112
Efficient Semiparametric Estimation of the Fama–French Model and Extensions 0 0 1 81 2 3 6 320
How much structure is best? A comparison of market model, factor model and unstructured equity covariance matrices 0 0 0 0 1 1 9 9
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 0 3 6 1,332 3 12 25 2,548
Regulating the output characteristics of tidal current power stations to facilitate better base load matching over the lunar cycle 0 1 1 10 0 2 4 55
Risk and return in an equilibrium APT: Application of a new test methodology 1 1 9 912 5 10 29 1,707
Semi-Strong Factors in Asset Returns* 0 0 1 4 1 1 4 11
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 1 56 0 1 10 179
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 1 2 43
Strategic, unaffordability and dual-trigger default in the Irish mortgage market 0 0 0 21 1 2 3 134
The U.S. and Irish credit crises: Their distinctive differences and common features 0 0 0 50 2 5 8 226
The common and specific components of dynamic volatility 0 0 1 114 0 2 6 317
Total Journal Articles 1 5 25 3,620 21 51 154 7,969

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 3 6 20 206
Total Books 0 0 0 0 3 6 20 206

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

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Statistics updated 2025-12-06