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Gregory Connor · Study
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Author
Gregory Connor
25 works
· latest 2012
· 5 institutions
cluster: provisional
ORCID 0000-0001-5911-4983
Works
25 shown
Efficient Semiparametric Estimation of the Fama-French Model and Extensions
Econometrica
·
2012
·
3 authors
186
citations
The U.S. and Irish credit crises: Their distinctive differences and common features
Journal of International Money and Finance
·
2011
·
3 authors
·
Open access
101
citations
Portfolio Risk Analysis
Princeton University Press eBooks
·
2010
·
3 authors
·
book
127
citations
Factor Models in Portfolio and Asset Pricing Theory
Springer eBooks
·
2009
·
2 authors
·
chapter
36
citations
How much structure is best? A comparison of market model, factor model and unstructured equity covariance matrices
The Journal of Risk
·
2008
·
2 authors
38
citations
Estimating Pervasive Economic Factors with Missing Observations
SSRN Electronic Journal
·
2008
·
2 authors
·
preprint
·
Open access
40
citations
Semiparametric estimation of a characteristic-based factor model of common stock returns
Journal of Empirical Finance
·
2006
·
2 authors
·
Open access
88
citations
The common and specific components of dynamic volatility
Journal of Econometrics
·
2005
·
3 authors
·
Open access
72
citations
Tests of the Fama and French model in India
London School of Economics and Political Science Research Online (London School of Economics and Political Science)
·
2001
·
2 authors
·
book
·
Open access
69
citations
Active Portfolio Management: A Quantitative Approach to Providing Superior Returns and Controlling Risk
Review of Financial Studies
·
2000
·
1 author
·
other
71
citations
Sensible Return Forecasting for Portfolio Management
Financial Analysts Journal
·
1997
·
1 author
48
citations
National versus Global Influences on Equity Returns
Financial Analysts Journal
·
1996
·
3 authors
162
citations
Cash Management for Index Tracking
Financial Analysts Journal
·
1995
·
2 authors
105
citations
The Three Types of Factor Models: A Comparison of Their Explanatory Power
Financial Analysts Journal
·
1995
·
1 author
225
citations
The Arbitrage Pricing Theory and Multifactor Models of Asset Returns
SSRN Electronic Journal
·
1993
·
2 authors
·
preprint
·
Open access
84
citations
A Test for the Number of Factors in an Approximate Factor Model
The Journal of Finance
·
1993
·
2 authors
·
Open access
475
citations
The attributes, behavior, and performance of U.S. mutual funds
Review of Quantitative Finance and Accounting
·
1991
·
2 authors
·
Open access
144
citations
An Intertemporal Equilibrium Beta Pricing Model
Review of Financial Studies
·
1989
·
2 authors
78
citations
Foundations for Financial Economics.
The Journal of Finance
·
1989
·
3 authors
831
citations
Risk and return in an equilibrium APT
Journal of Financial Economics
·
1988
·
2 authors
535
citations
Risk and Return in an Equilibrium APT: Application of a New Test Methodology
Maynooth University ePrints and eTheses Archive (Maynooth University)
·
1988
·
2 authors
·
Open access
156
citations
Risk and Return in an Equilibrium APT
RePEc: Research Papers in Economics
·
1987
·
1 author
·
preprint
305
citations
Performance measurement with the arbitrage pricing theory
Journal of Financial Economics
·
1986
·
2 authors
715
citations
Performance Measurement with The ArbitragePricing TheoryA New Framework for Analysis
Maynooth University ePrints and eTheses Archive (Maynooth University)
·
1986
·
1 author
215
citations
A unified beta pricing theory
Journal of Economic Theory
·
1984
·
1 author
319
citations