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Connor, Gregory
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1
Asset pricing theory in factor economies
Connor, Gregory
-
1982
Persistent link: https://www.econbiz.de/10002026180
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2
An empirical testing of three-parameter capital asset pricing model in India
Sehgal, Sanjay
- In:
Finance India : the quarterly journal of Indian …
11
(
1997
)
4
,
pp. 919-940
Persistent link: https://www.econbiz.de/10001240856
Saved in:
3
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
Saved in:
4
Efficient semiparametric estimation of the Fama-French model and extensions
Connor, Gregory
;
Hagmann, Matthias
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 713-754
Persistent link: https://www.econbiz.de/10009534943
Saved in:
5
Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes
Connor, Gregory
-
2016
Persistent link: https://www.econbiz.de/10011552962
Saved in:
6
An intertemporal equilibrium beta pricing model
Connor, Gregory
- In:
The review of financial studies
2
(
1989
)
3
,
pp. 373-392
Persistent link: https://www.econbiz.de/10001106378
Saved in:
7
A test for the number of factors in an approximate factor model
Connor, Gregory
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1263-1291
Persistent link: https://www.econbiz.de/10001152158
Saved in:
8
National versus global factors in equity returns
Beckers, Stan
;
Connor, Gregory
;
Curds, Ross
-
1995
Persistent link: https://www.econbiz.de/10000918742
Saved in:
9
Risk and return in an equilibrium APT : application of a new test methodology
Connor, Gregory
- In:
Journal of financial economics
2
(
1988
),
pp. 255-289
Persistent link: https://www.econbiz.de/10001051449
Saved in:
10
The arbitrage pricing theory and multifactor models of asset returns
Connor, Gregory
- In:
Finance
,
(pp. 87-144)
.
1995
Persistent link: https://www.econbiz.de/10001318022
Saved in:
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