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 5 10 580
-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes 0 0 0 40 0 5 10 89
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 24 2 6 7 77
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 19 0 5 8 139
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection 0 0 0 13 0 4 8 50
A Performance Comparison of Large-n Factor Estimators 0 0 0 27 1 4 6 141
A Structured GARCH Model of Daily Equity Return Volatility 0 0 0 377 2 8 12 749
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 0 7 11 212
An Introduction to hedge funds 0 0 2 39 3 9 22 146
Dynamic Stock Market Covariances in the Eurozone 0 0 0 38 0 2 5 238
Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns 0 0 0 92 1 6 9 299
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns 0 0 0 60 1 6 9 239
Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns 0 0 0 4 1 10 11 43
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 3 2 6 9 49
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 2 0 3 6 48
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 1 5 8 279
Irish Mortgage Default Optionality 0 0 0 36 1 4 7 135
Market Dispersion and the Profitability of Hedge Funds 0 1 1 107 2 16 32 496
New Cross-Sectional Regression Tests of Beta Pricing Models 0 0 0 0 0 5 7 444
Optimal Cash Management for Investment Funds 0 0 0 1 1 3 9 1,033
Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 0 0 2 320 0 3 8 732
Risk and Return in an Equilibrium APT 0 0 0 4 0 4 4 1,044
Semi-strong factors in asset returns 0 1 2 33 1 9 14 173
Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns 0 0 3 161 0 8 12 433
Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns 0 0 0 3 1 5 6 41
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 2 0 3 3 48
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 7 9 143
Tests of the Fama Model in India 0 0 3 509 1 9 12 1,267
Tests of the Fama and French model in India 0 0 1 52 0 5 12 272
The Attributes, Behavior and Performance of U.S. Mutual Funds 0 0 0 2 0 5 5 803
The Relationship Between Non- Arbitrage and Recursive Competitive Equilibrium Pricing 0 0 0 0 1 3 3 149
The Risky Lending Gap 0 0 0 12 2 8 17 185
The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features 0 0 0 323 0 10 16 1,058
Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults 0 0 0 24 1 7 11 70
Total Working Papers 0 2 14 2,644 26 205 338 11,904

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 2 7 12 12
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 0 5 9 35
A Synthesis of Two Factor Estimation Methods 0 0 0 10 0 3 5 52
A Test for the Number of Factors in an Approximate Factor Model 0 0 1 493 2 6 19 1,149
A unified beta pricing theory 0 0 0 498 0 4 5 1,050
Arbitrage Pricing Theory: The Way Forward 0 0 0 5 0 3 6 30
Dynamic stock market covariances in the Eurozone 0 0 2 21 0 4 11 116
Efficient Semiparametric Estimation of the Fama–French Model and Extensions 0 0 1 81 2 7 13 327
How much structure is best? A comparison of market model, factor model and unstructured equity covariance matrices 0 0 0 0 0 5 7 14
National versus Global Influences on Equity Returns 0 0 0 1 0 4 7 9
Performance measurement with the arbitrage pricing theory: A new framework for analysis 1 3 8 1,335 4 17 37 2,565
Regulating the output characteristics of tidal current power stations to facilitate better base load matching over the lunar cycle 0 0 1 10 0 7 10 62
Risk and return in an equilibrium APT: Application of a new test methodology 1 1 7 913 2 21 41 1,728
Semi-Strong Factors in Asset Returns* 0 1 2 5 3 6 10 17
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 56 1 4 10 183
Sensible Return Forecasting for Portfolio Management 0 0 0 0 0 2 3 5
Sliding Doors Cost Measurement: The Net Economic Cost of Lax Regulation of the Irish Banking Sector 0 0 0 4 0 2 3 45
Strategic, unaffordability and dual-trigger default in the Irish mortgage market 1 1 1 22 2 7 10 141
The U.S. and Irish credit crises: Their distinctive differences and common features 1 1 1 51 3 11 18 237
The common and specific components of dynamic volatility 0 0 1 114 3 9 13 326
Total Journal Articles 4 7 26 3,627 24 134 249 8,103

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 2 12 27 218
Total Books 0 0 0 0 2 12 27 218

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 4 5 27
Total Chapters 0 0 0 3 1 4 5 27

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Statistics updated 2026-03-04