Chen, Zhou, Connor, Gregory and Korajczyk, Robert (2018) A Performance Comparison of Large-n Factor Estimators. Review of Asset Pricing Studies, 8 (1). pp. 153-182. ISSN 2045-9920

Connor, Gregory (2016) Adjusted p-values for genome-wide regression analysis with non-normally distributed quantitative phenotypes. Working Paper. Department of Economics, Finance & Accounting Working Paper N274-16. (Unpublished)

Connor, Gregory, Flavin, Thomas and O'Kelly, Brian (2015) Restructuring and Recovery of the Irish Financial Sector: An Economic Case History V2. Working Paper. UNSPECIFIED. (Unpublished)

Connor, Gregory and Flavin, Thomas (2015) Strategic, unaffordability and dual-trigger default in the Irish mortgage market. Journal of Housing Economics, 28. pp. 59-75. ISSN 1096-0791

Connor, Gregory (2015) A Synthesis of Two Factor Estimation Methods. Journal of Financial and Quantitative Analysis, 50. pp. 825-842. ISSN 0022-1090

Connor, Gregory and Flavin, Thomas (2014) Unpublished Appendix: Ancillary Results and Robustness Checks on a Probit Model of Irish Mortgage Defaults. Discussion Paper. Maynooth University. (Unpublished)

Connor, Gregory and Flavin, Thomas (2013) Irish Mortgage Default Optionality. Working Paper. UNSPECIFIED. (Unpublished)

Connor, Gregory and O'Kelly , Brian (2013) A Coasean Approach to Bank Resolution Policy in the Eurozone. NUIM Maynooth. (Unpublished)

Connor, Gregory and Suurlaht, Anita (2012) Ancillary Results and Estimation Code for Dynamic Stock Market Covariances in the Eurozone. NUI Maynooth, NUI Maynooth. (Unpublished)

Connor, Gregory and Suurlaht, Anita (2012) Dynamic Stock Market Covariances in the Eurozone. NUI Maynooth. (Unpublished)

Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2012) Efficient Semiparametric Estimation of the Fama–French Model and Extensions. Econometrica , 80 (2). pp. 713-754. ISSN 0012-9682

Connor, Gregory and O'Kelly, Brian (2012) Sliding Doors Cost Measurement: The Net Economic Cost of Lax Regulation of the Irish Banking Sector. World Economy, 35 (10). pp. 1256-1276. ISSN 0378-5920

Connor, Gregory, Flavin, Thomas and O'Kelly, Brian (2012) The U.S. and Irish credit crises: Their distinctive differences and common features. Journal of International Money and Finance, 31. pp. 60-79. ISSN 0261-5606

Connor, Gregory and Kelly, Brian (2010) Sliding Doors Cost Measurement A Restrictive Approach to Analyzing the Net Economic Cost of Policy Decisions. NUI Maynooth. (Unpublished)

Connor, Gregory, Flavin, Thomas and O'Kelly, Brian (2010) The U.S. and Irish Credit Crises: Their distinctive Differences and Common Features. Working Paper. NUI Maynooth, Maynooth. (Unpublished)

Connor, Gregory (2009) The Irish Risky Lending Gap. National University of Ireland Maynooth. (Unpublished)

Connor, Gregory and Li, Sheng (2009) Market Dispersion and the Profitability of Hedge Funds. Working Paper. Department of Economics Finance & Accounting NUI Maynooth. (Unpublished)

Briner, Beat G. and Connor, Gregory (2008) How much structure is best? A comparison of market model, factor model and unstructured equity covariance matrices. Journal of Risk, 10 (4). pp. 3-30. ISSN 1465-1211

Connor, Gregory (2007) Semiparametric estimation of a characteristic-based factor model of common stock returns. Journal of Empirical Finance, 14 (5). pp. 694-717. ISSN 0927-5398

Connor, Gregory (2006) The common and specific components of dynamic volatility. Journal of Econometrics, 132 (1). pp. 231-255. ISSN 0304-4076

Connor, Gregory (1996) National Versus Global Influences on Equity Returns. Financial Analysts Journal, 52 (2). pp. 31-39. ISSN 0015-198X

Connor, Gregory (1996) A Global Stock and Bond Model. Financial Analysts Journal, 50. pp. 65-74. ISSN 0015-198X

Connor, Gregory (1995) Cash Management for Index Tracking. Financial Analyts Journal, 50. pp. 75-80. ISSN 0015-198X

Connor, Gregory (1995) The Three Types of Factor Models: A Comparison of Their Explanatory Power. Financial Analysts Journal, 50. pp. 42-46. ISSN 0015-198X

Connor, Gregory and Korajczyk, Robert (1993) A Test for the Number of Factors in an Approximate Factor Model. The Journal of Finance, 45 (4). pp. 1263-1291. ISSN 0022-1082

Connor, Gregory and Korajczyk, Robert (1991) The Attributes, Behavior, and Performance of U.S. Mutual Funds. Review of Quantitative Finance and Accounting, 1. pp. 5-26. ISSN 0924-865X

Connor, Gregory and Korajczyk, Robert (1989) An intertemporal equilibrium beta pricing model. Review of Financial Studies, 2 (3). pp. 373-392. ISSN 0893-9454

Connor, Gregory (1988) Risk and Return in an Equilibrium APT: Application of a New Test Methodology. Journal of Financial Economics, 21. pp. 255-289. ISSN 0304-405X

Connor, Gregory (1986) Performance Measurement with The Arbitrage Pricing Theory A New Framework for Analysis. Journal of Financial Economics, 15 (3). pp. 373-394. ISSN 0304-405X

Connor, Gregory (1984) A Unified Beta Pricing Theory. Journal of Economic Theory, 34 (1-2). pp. 13-31. ISSN 0022-0531