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Asset pricing theory in factor economies

Connor, Gregory - 1982

Persistent link: https://www.econbiz.de/10002026180

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

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

Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes

Connor, Gregory - 2016

Persistent link: https://www.econbiz.de/10011552962

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

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

National versus global factors in equity returns

Beckers, Stan; Connor, Gregory; Curds, Ross - 1995

Persistent link: https://www.econbiz.de/10000918742

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

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

An Intertemporal Equilibrium Beta Pricing Model

Connor, Gregory - 2011

This article develops an intertemporal, discrete-time, competitive equilibrium version of the arbitrage pricing theory (APT) and explores the econometric implications of this model under various restrictions on investor preferences and on the dynamic behavior of dividends. We describe conditions...

Persistent link: https://www.econbiz.de/10013119258