Gregory Connor
Personal Details
First Name: | Gregory |
Middle Name: | |
Last Name: | Connor |
Suffix: | |
RePEc Short-ID: | pco532 |
[This author has chosen not to make the email address public] | |
http://economics.nuim.ie/staff/connor/index.shtml | |
Terminal Degree: | 1982 Economics Department; Yale University (from RePEc Genealogy) |
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Connor, G. & Li, S. & Linton, O., 2020. "A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection," Cambridge Working Papers in Economics 20103, Faculty of Economics, University of Cambridge.
- Gregory Connor & Robert A. Korajczyk, 2019.
"Semi-strong factors in asset returns,"
Economics Department Working Paper Series
n294-19.pdf, Department of Economics, National University of Ireland - Maynooth.
- Gregory Connor & Robert A Korajczyk, 2024. "Semi-Strong Factors in Asset Returns," Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 70-93.
- Gregory Connor & Michael O?Neill, 2016. "-Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes," Economics Department Working Paper Series n274-16.pdf, Department of Economics, National University of Ireland - Maynooth.
- Gregory Connor & Thomas Flavin & Brian O'Kelly, 2015. "Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2," Economics Department Working Paper Series n259-15.pdf, Department of Economics, National University of Ireland - Maynooth.
- Gregory Connor & Zhuo Chen & Robert A. Korajczyk, 2014.
"A Performance Comparison of Large-n Factor Estimators,"
Economics Department Working Paper Series
n255-14.pdf, Department of Economics, National University of Ireland - Maynooth.
- Zhuo Chen & Gregory Connor & Robert A Korajczyk, 2018. "A Performance Comparison of Large-n Factor Estimators," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 8(1), pages 153-182.
- Gregory Connor & Thomas Flavin, 2014. "Unpublished Appendix:Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults," Economics Department Working Paper Series n253-14.pdf, Department of Economics, National University of Ireland - Maynooth.
- Gregory Connor & Thomas Flavin, 2013. "Irish Mortgage Default Optionality," Economics Department Working Paper Series n243-13.pdf, Department of Economics, National University of Ireland - Maynooth.
- Gregory Connor & Brian O’Kelly, 2012.
"A Coasean Approach to Bank Resolution Policy in the Eurozone,"
FMG Special Papers
sp214, Financial Markets Group.
- Gregory Connor & Brian O'Kelly, 2012. "A Coasean Approach to Bank Resolution Policy in the Eurozone," Economics Department Working Paper Series n233-12.pdf, Department of Economics, National University of Ireland - Maynooth.
- Gregory Connor & Anita Suurlaht, 2012.
"Dynamic Stock Market Covariances in the Eurozone,"
Economics Department Working Paper Series
n222-12.pdf, Department of Economics, National University of Ireland - Maynooth.
- 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.
- 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 Department Working Paper Series n214a-10.pdf, Department of Economics, National University of Ireland - Maynooth.
- Gregory Connor & Thomas Flavin & Brian O’Kelly, 2010.
"The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features,"
Economics Department Working Paper Series
n206-10.pdf, Department of Economics, National University of Ireland - Maynooth.
- 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.
- Gregory Connor, 2009. "The Risky Lending Gap," Economics Department Working Paper Series n2010809.pdf, Department of Economics, National University of Ireland - Maynooth.
- Gregory Connor & Sheng Li, 2009. "Market Dispersion and the Profitability of Hedge Funds," Economics Department Working Paper Series n2000109.pdf, Department of Economics, National University of Ireland - Maynooth.
- Gregory Connor & Matthias Hagmann & Oliver Linton, 2007.
"Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns,"
STICERD - Econometrics Paper Series
524, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Connor, Gregory & Hagmann, Matthias & Linton, Oliver, 2007. "Efficient estimation of a semiparametric characteristic-based factor model of security returns," LSE Research Online Documents on Economics 24504, London School of Economics and Political Science, LSE Library.
- Gregory Connor & Oliver Linton & Matthias Hagmann, 2007. "Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns," FMG Discussion Papers dp599, Financial Markets Group.
- Connor, Gregory & Hagmann, Matthias & Linton, Oliver, 2007. "Efficient estimation of a semiparametric characteristic-based factor model of security returns," LSE Research Online Documents on Economics 3775, London School of Economics and Political Science, LSE Library.
- Gregory Connor & Matthias Hagmann & Oliver Linton, 2007. "Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns," Swiss Finance Institute Research Paper Series 07-26, Swiss Finance Institute.
- Gregory Connor & Oliver Linton, 2006.
"Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns,"
STICERD - Econometrics Paper Series
506, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- 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.
- Connor, Gregory & Linton, Oliver, 2006. "Semiparametric estimation of a characteristic-based factor model of common stock returns," LSE Research Online Documents on Economics 4424, London School of Economics and Political Science, LSE Library.
- Connor, Gregory & Woo, Mason, 2004. "An Introduction to hedge funds," LSE Research Online Documents on Economics 24675, London School of Economics and Political Science, LSE Library.
- Mason Woo & Gregory Connor, 2004. "(IAM Series No 002) An Intro to Hedge Funds," FMG Discussion Papers dp477, Financial Markets Group.
- Connor, Gregory & Sehgal, Sanjay, 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.
- Gregory Connor, 2001. "A Structured GARCH Model of Daily Equity Return Volatility," FMG Discussion Papers dp370, Financial Markets Group.
- Gregory Connor & Sanjay Sehgal, 2001. "Tests of the Fama Model in India," FMG Discussion Papers dp379, Financial Markets Group.
- Oliver Linton & Gregory Connor, 2000. "Semiparametric Estimation of a Characteristic-Based Factor Model of Stock Returns," FMG Discussion Papers dp346, Financial Markets Group.
- 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.
- 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.
- 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.
- 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.
- Gregory Connor and Robert Korajczyk., 1987. "An Intertemporal Equilibrium Beta Pricing Model," Research Program in Finance Working Papers 176, University of California at Berkeley.
- 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.
- 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.
Articles
- Gregory Connor & Robert A Korajczyk, 2024.
"Semi-Strong Factors in Asset Returns,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(1), pages 70-93.
- Gregory Connor & Robert A. Korajczyk, 2019. "Semi-strong factors in asset returns," Economics Department Working Paper Series n294-19.pdf, Department of Economics, National University of Ireland - Maynooth.
- Zhuo Chen & Gregory Connor & Robert A Korajczyk, 2018.
"A Performance Comparison of Large-n Factor Estimators,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 8(1), pages 153-182.
- Gregory Connor & Zhuo Chen & Robert A. Korajczyk, 2014. "A Performance Comparison of Large-n Factor Estimators," Economics Department Working Paper Series n255-14.pdf, Department of Economics, National University of Ireland - Maynooth.
- Connor, Gregory & Korajczyk, Robert A. & Uhlaner, Robert T., 2015. "A Synthesis of Two Factor Estimation Methods," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 50(4), pages 825-842, August.
- Connor, Gregory & Flavin, Thomas, 2015. "Strategic, unaffordability and dual-trigger default in the Irish mortgage market," Journal of Housing Economics, Elsevier, vol. 28(C), pages 59-75.
- 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.
- Gregory Connor & Anita Suurlaht, 2012. "Dynamic Stock Market Covariances in the Eurozone," Economics Department Working Paper Series n222-12.pdf, Department of Economics, National University of Ireland - Maynooth.
- 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.
- Gregory Connor & Thomas Flavin & Brian O’Kelly, 2010. "The U.S. and Irish Credit Crises: Their Distinctive Differences and Common Features," Economics Department Working Paper Series n206-10.pdf, Department of Economics, National University of Ireland - Maynooth.
- 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, March.
- 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.
- 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.
- Connor, Gregory & Linton, Oliver, 2006. "Semiparametric estimation of a characteristic-based factor model of common stock returns," LSE Research Online Documents on Economics 4424, London School of Economics and Political Science, LSE Library.
- Gregory Connor & Oliver Linton, 2006. "Semiparametric Estimation of aCharacteristic-based Factor Model ofCommon Stock Returns," STICERD - Econometrics Paper Series 506, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- 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.
- Clarke, J.A. & Connor, G. & Grant, A.D. & Johnstone, C.M., 2006. "Regulating the output characteristics of tidal current power stations to facilitate better base load matching over the lunar cycle," Renewable Energy, Elsevier, vol. 31(2), pages 173-180.
- Gregory Connor, 1997. "Sensible Return Forecasting for Portfolio Management," Financial Analysts Journal, Taylor & Francis Journals, vol. 53(5), pages 44-51, September.
- Stan Beckers & Gregory Connor & Ross Curds, 1996. "National versus Global Influences on Equity Returns," Financial Analysts Journal, Taylor & Francis Journals, vol. 52(2), pages 31-39, March.
- Lucie Chaumeton & Gregory Connor & Ross Curds, 1996. "A Global Stock and Bond Model," Financial Analysts Journal, Taylor & Francis Journals, vol. 52(6), pages 65-74, November.
- 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 1263-1291, September.
- 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.
- 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.
- 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.
- Connor, Gregory, 1984. "A unified beta pricing theory," Journal of Economic Theory, Elsevier, vol. 34(1), pages 13-31, October.
Chapters
- Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Introduction," Introductory Chapters, in: Portfolio Risk Analysis, Princeton University Press.
Books
- Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- Number of Journal Pages, Weighted by Simple Impact Factor
- Euclidian citation score
- Record of graduates
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (5) 2000-05-30 2007-11-17 2007-12-01 2014-12-13 2016-10-02. Author is listed
- NEP-FMK: Financial Markets (5) 2000-05-30 2001-06-22 2001-06-22 2007-12-01 2012-07-23. Author is listed
- NEP-BAN: Banking (2) 2010-04-11 2013-01-07
- NEP-URE: Urban and Real Estate Economics (2) 2013-11-02 2014-11-28
- NEP-BEC: Business Economics (1) 2010-04-11
- NEP-EEC: European Economics (1) 2012-07-23
- NEP-ETS: Econometric Time Series (1) 2001-06-22
- NEP-FIN: Finance (1) 2001-06-22
- NEP-ORE: Operations Research (1) 2020-12-07
- NEP-UPT: Utility Models and Prospect Theory (1) 2020-12-07
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