Similar Search Results

Semiparametric estimation of a characteristic-based factor model of stock returns

Connor, Gregory; Linton, Oliver - 2000

Persistent link: https://www.econbiz.de/10001474499

National versus global factors in equity returns

Beckers, Stan; Connor, Gregory; Curds, Ross - 1995

Persistent link: https://www.econbiz.de/10000918742

A test for the number of factors in an approximate factor model

Connor, Gregory - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1263-1291

Persistent link: https://www.econbiz.de/10001152158

Tests of the Fama and French model in India

Connor, Gregory; Sehgal, Sanjay - 2001

Persistent link: https://www.econbiz.de/10001592526

A structured GARCH model of daily equity return volatility

Connor, Gregory - 2001

Persistent link: https://www.econbiz.de/10001581216

The Arbitrage Pricing Theory and Multifactor Models of Asset Returns

Connor, Gregory - 2009

The Arbitrage Pricing Theory (APT) of Ross (1976, 1977), and extensions of that theory, constitute an important branch of asset pricing theory and one of the primary alternatives to the Capital Asset Pricing Model (CAPM). In this chapter we survey the theoretical underpinnings, econometric...

Persistent link: https://www.econbiz.de/10013157621