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 6 9 579
-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes 0 0 0 40 4 8 11 89
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 19 2 6 8 139
A Coasean Approach to Bank Resolution Policy in the Eurozone 0 0 0 24 3 5 5 75
A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection 0 0 0 13 3 5 8 50
A Performance Comparison of Large-n Factor Estimators 0 0 0 27 2 4 5 140
A Structured GARCH Model of Daily Equity Return Volatility 0 0 0 377 5 8 11 747
An Intertemporal Equilibrium Beta Pricing Model 0 0 0 0 5 7 11 212
An Introduction to hedge funds 0 0 2 39 1 7 19 143
Dynamic Stock Market Covariances in the Eurozone 0 0 0 38 2 2 5 238
Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns 0 0 0 92 4 5 8 298
Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns 0 0 0 60 3 6 8 238
Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns 0 0 0 4 8 9 10 42
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 2 1 5 6 48
Efficient estimation of a semiparametric characteristic-based factor model of security returns 0 0 0 3 2 6 7 47
Estimating Pervasive Economic Factors with Missing Observations 0 0 0 3 3 4 8 278
Irish Mortgage Default Optionality 0 0 0 36 1 4 6 134
Market Dispersion and the Profitability of Hedge Funds 0 1 1 107 7 17 31 494
New Cross-Sectional Regression Tests of Beta Pricing Models 0 0 0 0 3 5 7 444
Optimal Cash Management for Investment Funds 0 0 0 1 1 2 9 1,032
Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2 0 0 2 320 2 4 8 732
Risk and Return in an Equilibrium APT 0 0 0 4 2 4 4 1,044
Semi-strong factors in asset returns 0 1 2 33 5 9 13 172
Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns 0 0 3 161 6 8 14 433
Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns 0 0 0 3 3 4 5 40
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 2 2 3 4 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 5 8 10 143
Tests of the Fama Model in India 0 0 3 509 3 8 11 1,266
Tests of the Fama and French model in India 0 0 1 52 3 7 13 272
The Attributes, Behavior and Performance of U.S. Mutual Funds 0 0 0 2 3 5 5 803
The Relationship Between Non- Arbitrage and Recursive Competitive Equilibrium Pricing 0 0 0 0 1 2 2 148
The Risky Lending Gap 0 0 0 12 5 7 15 183
The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features 0 0 0 323 6 14 17 1,058
Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults 0 0 0 24 2 8 11 69
Total Working Papers 0 2 14 2,644 109 212 324 11,878

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 5 10 10
A Performance Comparison of Large-n Factor Estimators 0 0 0 7 4 6 10 35
A Synthesis of Two Factor Estimation Methods 0 0 0 10 3 3 5 52
A Test for the Number of Factors in an Approximate Factor Model 0 0 1 493 2 4 18 1,147
A unified beta pricing theory 0 0 0 498 4 4 6 1,050
Arbitrage Pricing Theory: The Way Forward 0 0 0 5 1 4 6 30
Dynamic stock market covariances in the Eurozone 0 0 2 21 4 8 11 116
Efficient Semiparametric Estimation of the Fama–French Model and Extensions 0 0 1 81 5 7 11 325
How much structure is best? A comparison of market model, factor model and unstructured equity covariance matrices 0 0 0 0 1 6 10 14
National versus Global Influences on Equity Returns 0 0 0 1 4 4 7 9
Performance measurement with the arbitrage pricing theory: A new framework for analysis 1 2 8 1,334 7 16 34 2,561
Regulating the output characteristics of tidal current power stations to facilitate better base load matching over the lunar cycle 0 0 1 10 6 7 11 62
Risk and return in an equilibrium APT: Application of a new test methodology 0 1 7 912 11 24 44 1,726
Semi-Strong Factors in Asset Returns* 0 1 2 5 1 4 7 14
Semiparametric estimation of a characteristic-based factor model of common stock returns 0 0 0 56 1 3 10 182
Sensible Return Forecasting for Portfolio Management 0 0 0 0 2 2 3 5
Sliding Doors Cost Measurement: The Net Economic Cost of Lax Regulation of the Irish Banking Sector 0 0 0 4 2 2 3 45
Strategic, unaffordability and dual-trigger default in the Irish mortgage market 0 0 0 21 4 6 8 139
The U.S. and Irish credit crises: Their distinctive differences and common features 0 0 0 50 6 10 16 234
The common and specific components of dynamic volatility 0 0 1 114 4 6 10 323
Total Journal Articles 1 4 24 3,623 74 131 240 8,079

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 13 26 216
Total Books 0 0 0 0 5 13 26 216

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction 0 0 0 3 3 4 4 26
Total Chapters 0 0 0 3 3 4 4 26

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Statistics updated 2026-02-12