Gregory Connor - Concepedia

Author

Gregory Connor

London School of Economics and Political Science ORCID

Also Known As

Connor, Gregory, G Connor, G. Connor, G. J. Connor, GREGORY CONNOR, Gregory Connor, Gregory J. Connor

123

Publications

4.4K

Citations

H-Index

Concepts

All Affiliations

London School of Economics and Political Science Northwestern University National University of Ireland, Maynooth Kellogg's (Canada)University of Cambridge

About

Gregory Connor is an author at London School of Economics and Political Science specializing in business, finance, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	17	22	3.2K
2	Management	8	8	885
3	Engineering	5	5	316
4	Social Sciences	2	2	28
5	Education	1	1	18

Gregory Connor

Publications

4.1K

Citations

H-Index

Page 1

	Year	Citations
Performance measurement with the arbitrage pricing theory Gregory Connor, Robert A. Korajczyk Journal of Financial Economics Computational FinanceAsset PricingArbitrage Pricing TheoryDerivative PricingBusiness	1986	733
Risk and return in an equilibrium APT Gregory Connor, Robert A. Korajczyk Journal of Financial Economics EconomicsFinancial Risk ManagementEquilibrium ProblemMarket EquilibriumRisk Management	1988	538
A Test for the Number of Factors in an Approximate Factor Model Gregory Connor, Robert A. Korajczyk The Journal of Finance Empirical FinanceFactor ModelsApproximate Factor ModelAsset AllocationParallel Analysis	1993	438
A unified beta pricing theory Gregory Connor Journal of Economic Theory EconomicsComputational FinanceAsset PricingDerivative PricingBusiness	1984	329
The Three Types of Factor Models: A Comparison of Their Explanatory Power Gregory Connor Financial Analysts Journal Empirical FinanceEngineeringFactor ModelsPsychometricsCausal Inference	1995	221
Performance Measurement with The ArbitragePricing TheoryA New Framework for Analysis Gregory Connor, Robert A. Korajczyk MURAL - Maynooth University Research Archive Library (National University of Ireland, Maynooth)	1986	219
Efficient Semiparametric Estimation of the Fama-French Model and Extensions Gregory Connor, Matthias Hagmann, Oliver Linton Econometrica	2012	188
A Test for the Number of Factors in an Approximate Factor Model Gregory Connor, Robert A. Korajczyk The Journal of Finance Empirical FinanceFactor ModelsApproximate Factor ModelAsset AllocationFinancial Mathematics	1993	177
National versus Global Influences on Equity Returns Stan Beckers, Gregory Connor, Ross Curds Financial Analysts Journal	1996	166
Risk and Return in an Equilibrium APT: Application of a New Test Methodology Gregory Connor, Robert A. Korajczyk MURAL - Maynooth University Research Archive Library (National University of Ireland, Maynooth)	1988	162

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