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Gregory Connor

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This is information that was supplied by Gregory Connor in registering through RePEc. If you are Gregory Connor , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Gregory
Middle Name:
Last Name: Connor
Suffix:

RePEc Short-ID: pco532

Email:
Homepage: http://economics.nuim.ie/staff/connor/index.shtml
Postal Address:
Phone:

Affiliation

Department of Economics
National University of Ireland
Location: Maynooth, Ireland
Homepage: http://www.may.ie/academic/economics/
Email:
Phone: 353-1-7083728
Fax: 353-1-7083934
Postal: Maynooth, Co. Kildare
Handle: RePEc:edi:demayie (more details at EDIRC)

Works

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Working papers

  1. Gregory Connor & Thomas Flavin, 2013. "Irish Mortgage Default Optionality," Economics, Finance and Accounting Department Working Paper Series n243-13.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  2. Gregory Connor & Brian O’Kelly, 2012. "A Coasean Approach to Bank Resolution Policy in the Eurozone," FMG Special Papers sp214, Financial Markets Group.
  3. Gregory Connor & Anita Suurlaht, 2012. "Dynamic Stock Market Covariances in the Eurozone," Economics, Finance and Accounting Department Working Paper Series n222-12.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  4. Gregory Connor & Brian O'Kelly, 2010. "Sliding Doors Cost Measurement.A Restrictive Approach to Analyzing the Net Economic Cost of Policy Decisions and an Application to Irish Financial Regulation," Economics, Finance and Accounting Department Working Paper Series n214a-10.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  5. Gregory Connor & Thomas Flavin & Brian O’Kelly, 2010. "The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features," Economics, Finance and Accounting Department Working Paper Series n206-10.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  6. Gregory Connor, 2009. "The Risky Lending Gap," Economics, Finance and Accounting Department Working Paper Series n2010809.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  7. Gregory Connor & Sheng Li, 2009. "Market Dispersion and the Profitability of Hedge Funds," Economics, Finance and Accounting Department Working Paper Series n2000109.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  8. Gregory Connor & Matthias Hagmann & Oliver Linton, 2007. "Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns," STICERD - Econometrics Paper Series /2007/524, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  9. Gregory Connor & Oliver Linton, 2006. "Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns," STICERD - Econometrics Paper Series /2006/506, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  10. Gregory Connor & Mason Woo, 2004. "An Introduction to hedge funds," LSE Research Online Documents on Economics 24675, London School of Economics and Political Science, LSE Library.
  11. Mason Woo & Gregory Connor, 2004. "(IAM Series No 002) An Intro to Hedge Funds," FMG Discussion Papers dp477, Financial Markets Group.
  12. Gregory Connor & Sanjay Sehgal, 2001. "Tests of the Fama and French model in India," LSE Research Online Documents on Economics 25057, London School of Economics and Political Science, LSE Library.
  13. Gregory Connor, 2001. "A Structured GARCH Model of Daily Equity Return Volatility," FMG Discussion Papers dp370, Financial Markets Group.
  14. Gregory Connor & Sanjay Sehgal, 2001. "Tests of the Fama Model in India," FMG Discussion Papers dp379, Financial Markets Group.
  15. Oliver Linton & Gregory Connor, 2000. "Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns," FMG Discussion Papers dp346, Financial Markets Group.
  16. Hayne Leland and Gregory Connor., 1995. "Optimal Cash Management for Investment Funds," Research Program in Finance Working Papers RPF-244, University of California at Berkeley.
  17. Richard Breen and Gregory Connor., 1990. "The Relationship Between Non- Arbitrage and Recursive Competitive Equilibrium Pricing," Research Program in Finance Working Papers RPF-196, University of California at Berkeley.
  18. Gregory Connor and Robert A. Korajczyk., 1988. "The Attributes, Behavior and Performance of U.S. Mutual Funds," Research Program in Finance Working Papers 181, University of California at Berkeley.
  19. Gregory Connor and Robert T. Uhlaner., 1987. "New Cross-Sectional Regression Tests of Beta Pricing Models," Research Program in Finance Working Papers 175, University of California at Berkeley.
  20. Gregory Connor and Robert Korajczyk., 1987. "Risk and Return in an Equilibrium APT," Research Program in Finance Working Papers 174, University of California at Berkeley.
  21. Gregory Connor and Robert A. Korajczyk., 1987. "Estimating Pervasive Economic Factors with Missing Observations," Research Program in Finance Working Papers 173, University of California at Berkeley.
  22. Gregory Connor and Robert Korajczyk., 1987. "An Intertemporal Equilibrium Beta Pricing Model," Research Program in Finance Working Papers 176, University of California at Berkeley.

Articles

  1. Connor, Gregory & Suurlaht, Anita, 2013. "Dynamic stock market covariances in the Eurozone," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 353-370.
  2. Connor, Gregory & Flavin, Thomas & O’Kelly, Brian, 2012. "The U.S. and Irish credit crises: Their distinctive differences and common features," Journal of International Money and Finance, Elsevier, vol. 31(1), pages 60-79.
  3. Gregory Connor & Matthias Hagmann & Oliver Linton, 2012. "Efficient Semiparametric Estimation of the Fama–French Model and Extensions," Econometrica, Econometric Society, vol. 80(2), pages 713-754, 03.
  4. Gregory Connor & Brian O’Kelly, 2012. "Sliding Doors Cost Measurement: The Net Economic Cost of Lax Regulation of the Irish Banking Sector," The World Economy, Wiley Blackwell, vol. 35(10), pages 1256-1276, October.
  5. Connor, Gregory & Linton, Oliver, 2007. "Semiparametric estimation of a characteristic-based factor model of common stock returns," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 694-717, December.
  6. Connor, Gregory & Korajczyk, Robert A. & Linton, Oliver, 2006. "The common and specific components of dynamic volatility," Journal of Econometrics, Elsevier, vol. 132(1), pages 231-255, May.
  7. Connor, Gregory & Korajczyk, Robert A, 1993. " A Test for the Number of Factors in an Approximate Factor Model," Journal of Finance, American Finance Association, vol. 48(4), pages 1263-91, September.
  8. Connor, Gregory & Korajczyk, Robert A., 1988. "Risk and return in an equilibrium APT : Application of a new test methodology," Journal of Financial Economics, Elsevier, vol. 21(2), pages 255-289, September.
  9. Connor, Gregory & Korajczyk, Robert A., 1986. "Performance measurement with the arbitrage pricing theory : A new framework for analysis," Journal of Financial Economics, Elsevier, vol. 15(3), pages 373-394, March.
  10. Richard Stapleton & Gregory Connor & Marti G. Subrahmanyam & Bernd P. Luedecke, 1985. "Arbitrage Pricing Theory: The Way Forward," Australian Journal of Management, Australian School of Business, vol. 10(1), pages 109-130, June.
  11. Connor, Gregory, 1984. "A unified beta pricing theory," Journal of Economic Theory, Elsevier, vol. 34(1), pages 13-31, October.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2010-04-11 2013-01-07. Author is listed
  2. NEP-BEC: Business Economics (1) 2010-04-11
  3. NEP-CFN: Corporate Finance (1) 2006-10-28
  4. NEP-ECM: Econometrics (4) 2006-10-28 2007-11-17 2007-12-01 2008-02-02. Author is listed
  5. NEP-EEC: European Economics (1) 2012-07-23
  6. NEP-ETS: Econometric Time Series (1) 2006-10-28
  7. NEP-FIN: Finance (1) 2006-10-28
  8. NEP-FMK: Financial Markets (2) 2007-12-01 2012-07-23. Author is listed
  9. NEP-RMG: Risk Management (1) 2006-10-28
  10. NEP-URE: Urban & Real Estate Economics (1) 2013-11-02

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor
  2. Number of Citations, Weighted by Recursive Impact Factor
  3. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  4. Wu-Index

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