Gregory Connor
Impact in
- Finance top 0.2%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
-
- Monetary Policy and Economic Impact
Papers in
- Finance 40
- Financial Markets and Investment Strategies 28
- Financial Risk and Volatility Modeling 18
- Banking stability, regulation, efficiency 6
- Stochastic processes and financial applications 5
-
- Monetary Policy and Economic Impact 18
- Co-authors
- Robert A. KorajczykOliver LintonHayne E. LelandStan BeckersLisa R. GoldbergOliver B. LintonThomas FlavinM. Bonell
- Journals
- Financial Analysts Journal (5 papers)Weather and Forecasting (2 papers)Journal of Financial Economics (2 papers)The Journal of Finance (2 papers)Review of Financial Studies (2 papers)
- Partner nations
- United KingdomUnited StatesIreland
In The Last Decade
Gregory Connor
47 papers receiving 2.4k citations
Peers
Comparison fields: 5 of 85
- Finance 2.1k
- General Economics, Econometrics and Finance 862
- Economics and Econometrics 1.6k
- Accounting 452
- Management Science and Operations Research 408
Countries citing papers authored by Gregory Connor
This map shows the geographic impact of Gregory Connor's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Gregory Connor with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Gregory Connor more than expected).
Fields of papers citing papers by Gregory Connor
This network shows the impact of papers produced by Gregory Connor. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Gregory Connor. The network helps show where Gregory Connor may publish in the future.
Co-authorship network
The 15 scholars most cited alongside Gregory Connor, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2021 | 2 | |
| 2 | 2015 | 11 | |
| 3 | 2015 | 7 | |
| 4 | Ancillary Results and Estimation Code for Dynamic Stock Market Covariances in the Eurozone | 2012 | 2 |
| 5 | 2012 | 104 | |
| 6 | 2010 | 64 | |
| 7 | Portfolio Risk Analysis | 2010 | 1 |
| 8 | 2010 | 19 | |
| 9 | Efficient estimation of a semiparametric characteristic-based factor model of security returns | 2007 | 1 |
| 10 | 2006 | 50 | |
| 11 | 2004 | 15 | |
| 12 | Risk Management in Asset Management | 2003 | 1 |
| 13 | 1996 | 9 | |
| 14 | 1996 | 128 | |
| 15 | The Arbitrage Pricing Theory and Multifactor Models of Asset Returns | 1993 | 57 |
| 16 | 1989 | 9 | |
| 17 | Risk and Return in an Equilibrium APT: Application of a New Test Methodology | 1988 | 98 |
| 18 | Performance Measurement with The ArbitragePricing TheoryA New Framework for Analysis | 1986 | 127 |
| 19 | 1984 | 206 | |
| 20 | Asset pricing theory in factor economies | 1982 | 3 |
About Gregory Connor
Gregory Connor is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Accounting and Management Science and Operations Research, having authored 49 papers that have together received 2.7k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (28 papers), Monetary Policy and Economic Impact (18 papers), Financial Risk and Volatility Modeling (18 papers), Banking stability, regulation, efficiency (6 papers), Corporate Finance and Governance (5 papers), Stochastic processes and financial applications (5 papers), Complex Systems and Time Series Analysis (5 papers) and Housing Market and Economics (4 papers). The work is most often cited by research in Finance (2.1k citations), General Economics, Econometrics and Finance (862 citations), Economics and Econometrics (1.6k citations), Accounting (452 citations) and Management Science and Operations Research (408 citations). Gregory Connor has collaborated with scholars based in United Kingdom, United States and Ireland. Frequent co-authors include Robert A. Korajczyk, Oliver Linton, Hayne E. Leland, Stan Beckers, Lisa R. Goldberg, Oliver B. Linton, Thomas Flavin, M. Bonell, Frank Woodcock and Shaoran Li. Their work appears in journals such as Financial Analysts Journal, Weather and Forecasting, Journal of Financial Economics, The Journal of Finance and Review of Financial Studies.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.