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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
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A synthesis of two factor estimation methods
Connor, Gregory; Korajczyk, Robert A.; Uhlaner, Robert T. - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 825-842
Persistent link: https://www.econbiz.de/10011431039
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Sliding doors cost measurement : the net economic cost of lax regulation of the Irish banking sector
Connor, Gregory; O'Kelly, Brian - In: The world economy : the leading journal on … 35 (2012) 10, pp. 1256-1276
Persistent link: https://www.econbiz.de/10009712034
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A Coasean approach to bank resolution policy in the Eurozone
Connor, Gregory; O'Kelly, Brian - 2012
Persistent link: https://www.econbiz.de/10009763446
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Dynamic stock market covariances in the Eurozone
Connor, Gregory; Suurlaht, Anita - 2012
Persistent link: https://www.econbiz.de/10009763460
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Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes
Connor, Gregory - 2016
Persistent link: https://www.econbiz.de/10011552962
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Unpublished appendix : ancillary results and robustness checks on a probit model of Irish mortgage defaults
Connor, Gregory; Flavin, Thomas J. - 2014
Persistent link: https://www.econbiz.de/10011486390
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A performance comparison of large-n factor estimators
Chen, Zhuo; Connor, Gregory; Korajczyk, Robert A. - 2014
Persistent link: https://www.econbiz.de/10011486394
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Restructuring and recovery of the Irish financial sector : an economic case history
Connor, Gregory; Flavin, Thomas J.; O’Kelly, Brian - 2015
Persistent link: https://www.econbiz.de/10011486465
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Strategic, unaffordability and dual-trigger default in the Irish mortgage market
Connor, Gregory; Flavin, Thomas J. - In: Journal of housing economics 28 (2015), pp. 59-75
Persistent link: https://www.econbiz.de/10011565807