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Publications by Gregory Connor

The U.S. And Irish Credit Crises: Their Distinctive Differences and Common Features

Journal of International Money and Finance

English

A Coasean Approach to Bank Resolution Policy in the Eurozone

SSRN Electronic Journal

English

Semi-Strong Factors in Asset Returns

SSRN Electronic Journal

English

A Test for the Number of Factors in an Approximate Factor Model

Journal of Finance

English

An Intertemporal Equilibrium Beta Pricing Model

Review of Financial Studies

English

A Unified Beta Pricing Theory

Journal of Economic Theory

English

The Three Types of Factor Models: A Comparison of Their Explanatory Power

Financial Analysts Journal

English