Gregory Connor

National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics

Professor of Finance

County Kildare

Ireland

SCHOLARLY PAPERS

10

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Top 43,883

in Total Papers Downloads

1,557

SSRN CITATIONS
Rank 43,531

SSRN RANKINGS

Top 43,531

in Total Papers Citations

10

CROSSREF CITATIONS

6

Scholarly Papers (10)

1.

The US and Irish Credit Crises: Their Distinctive Differences and Common Features

Number of pages: 24 Posted: 09 Mar 2010
Gregory Connor, Thomas Flavin and Brian G. O'Kelly
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting and Dublin City University
Downloads 695 (53,708)
Citation 13

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credit crisis, Irish economy, bank regulation

2.

Semi-strong Factors in Asset Returns

Journal of Financial Econometrics, Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 19-6
Number of pages: 65 Posted: 15 Jul 2019 Last Revised: 18 Aug 2022
Gregory Connor and Robert A. Korajczyk
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and Northwestern University - Kellogg School of Management
Downloads 233 (186,087)
Citation 3

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Semi-strong factors, Factor model

3.

A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 21-1
Number of pages: 32 Posted: 12 Mar 2021 Last Revised: 05 May 2021
Gregory Connor, Shaoran Li and Oliver B. Linton
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, University of Cambridge - Faculty of Economics and University of Cambridge
Downloads 195 (219,542)

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Portfolio management; Single index; GMM;

4.

Dynamic Stock Market Covariances in the Eurozone

Number of pages: 30 Posted: 08 Jun 2012 Last Revised: 10 Jun 2012
Gregory Connor and Anita Suurlaht
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and University College Dublin (UCD) - Department of Banking & Finance
Downloads 89 (395,740)
Citation 1

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dynamic conditional correlation, multivariate GARCH, international stock market integration, European Monetary Union

5.

Range-Based Analysis of Volatility Spillovers in European Financial Markets

Number of pages: 31 Posted: 12 Jun 2012
Gregory Connor and Lena Golubovskaja
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 76 (434,083)

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daily high-low range, intra-daily volatility, spillover, Gamma distribution, Feller distribution

6.

The Irish Risky Lending Gap

Number of pages: 41 Posted: 12 Aug 2009 Last Revised: 24 Aug 2009
Gregory Connor
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 76 (434,083)

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bank lending, liquidity, credit

7.

New Evidence on the Jensen Hypothesis: A Note for Social Scientists

Number of pages: 11 Posted: 14 Jan 2021
Gregory Connor
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 70 (453,935)

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Jensen hypothesis, g-factor

8.

A Coasean Approach to Bank Resolution Policy in the Eurozone

Number of pages: 16 Posted: 09 Dec 2012
Gregory Connor and Brian G. O'Kelly
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and Dublin City University
Downloads 64 (475,177)
Citation 2

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bank resolution, Eurozone, bank distress

9.

Sliding Doors Cost Measurement: A Restrictive Approach to Analyzing the Net Economic Cost of Policy Decisions and an Application to Irish Financial Regulation

Number of pages: 24 Posted: 27 Nov 2010
Gregory Connor and Brian G. O'Kelly
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and Dublin City University
Downloads 58 (498,445)

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Financial Regulation, Banking Crisis

10.

Sliding Doors Cost Measurement: The Net Economic Cost of Lax Regulation of the Irish Banking Sector

The World Economy, Vol. 35, Issue 10, pp. 1256-1276, 2012
Number of pages: 21 Posted: 13 Oct 2012
Gregory Connor and Brian O’Kelly
National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics and affiliation not provided to SSRN
Downloads 1 (911,097)

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