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Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. Financial Markets Group Discussion Papers (599). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Connor, Gregory and Linton, Oliver (2006) Semiparametric estimation of a characteristic-based factor model of common stock returns. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Connor, Gregory, Korajczyk, R. and Linton, Oliver (2006) The common and specific components of dynamic volatility. Journal of Econometrics, 132 (1). pp. 231-255. ISSN 0304-4076
Connor, Gregory and Woo, Mason (2004) An Introduction to hedge funds. Discussion paper (477). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Connor, Gregory (2003) Risk management in asset management. In: Korajczyk, Robert A, (ed.) Modern Risk Management : a History. Risk Books, London, pp. 369-382. ISBN 1904339050
Connor, Gregory and Sehgal, Sanjay (2001) Tests of the Fama and French model in India. Financial Markets Group Discussion Papers (379). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Connor, Gregory (2001) A structured GARCH model of daily equity return volatility. Financial Markets Group Discussion Papers (370). Financial Markets Group, The London School of Economics and Political Science, London, UK.
