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Connor, Gregory's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
7,434 |
Total
Citations
350 |
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1.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
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26 Oct 07
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Last Revised:
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17 Nov 11
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1,898
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19
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Factor Models, Principal Components, Factor Analysis, Macroeconomic Factors
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2.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
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30 May 08
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Last Revised:
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20 Nov 11
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1,212
(6,696)
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2
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Asset Pricing, Portfolio Theory, Factor Models
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3.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
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718
(15,396)
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17
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Arbitrage Pricing Theory, Multifactor Models
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4.
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Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns
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Show Abstracts |
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Versions (2)
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hide multiple versions |
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Hagmann-von Arx, Matthias
University of Lausanne - Institute of Banking & Finance (IBF) Linton, Oliver B.
University of Cambridge
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Posted:
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21 Sep 07
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Last Revised:
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21 Jul 08
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711
(15,616)
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3
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Hagmann-von Arx, Matthias
University of Lausanne - Institute of Banking & Finance (IBF) Linton, Oliver B.
University of Cambridge
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108
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3
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Hagmann-von Arx, Matthias
University of Lausanne - Institute of Banking & Finance (IBF) Linton, Oliver B.
University of Cambridge
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603
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3
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Additive Models, Arbitrage pricing theory, Factor model, Fama-French, Kernel estimation, Nonparametric regression, Panel data
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5.
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The Common and Specific Components of Dynamic Volatility
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management Linton, Oliver B.
University of Cambridge
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Posted:
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03 Nov 02
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Last Revised:
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03 May 06
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671
(16,999)
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8
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management Linton, Oliver B.
University of Cambridge
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0
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APT, ARCH, Factor Models, Principal Components, Volatility
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management Linton, Oliver B.
University of Cambridge
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671
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8
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APT, ARCH, Factor Models, Principal Components, Volatility
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6.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management Uhlaner, Robert T.
McKinsey & Co. Inc. - San Francisco Office
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| Posted: |
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23 Oct 03
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Last Revised:
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28 Apr 09
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517
(24,408)
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2
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Factor model, Principal Components
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7.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Linton, Oliver B.
University of Cambridge
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424
(31,594)
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5
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8.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management Uhlaner, Robert T.
McKinsey & Co. Inc. - San Francisco Office
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21 Aug 09
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Last Revised:
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17 Aug 12
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256
(57,641)
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1
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Cross-sectional regression, Factor model, Principal Components, Errors in variables
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9.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
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238
(62,936)
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85
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Asymptotic Principal Components, Arbitrage Pricing Theory, APT, Performance Measurement, Jensen Measure, Appraisal Ratio
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10.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
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232
(64,118)
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risk management, asset management
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11.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
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180
(83,141)
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88
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Asymptotic Principal Components, Arbitrage Pricing Theory, APT, Asset Pricing Model
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12.
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Korajczyk, Robert A.
Northwestern University - Kellogg School of Management Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance
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24 Jan 07
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Last Revised:
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21 Aug 09
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141
(103,246)
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67
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Factor Models, Principal Components
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13.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
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112
(126,194)
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16
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Factor Models, Arbitrage Pricing Theory
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14.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Linton, Oliver B.
University of Cambridge
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67
(173,364)
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4
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15.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
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30
(243,127)
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20
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Mutual Funds, Portfolio Performance, Arbitrage Pricing Theory, APT, CAPM, Market Timing
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16.
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Connor, Gregory
London School of Economics & Political Science (LSE) - Department of Accounting and Finance Korajczyk, Robert A.
Northwestern University - Kellogg School of Management
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27
(251,729)
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13
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Arbitrage Pricing Theory, APT, Asset Pricing Model
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