Gregory Connor

• Portfolio risk analysis
• Terry Stops
• A structured GARCH model of daily equity return volatility
• A test for the number of factors in an approximate factor model
• Organized exchanges in small economies
• Portfolio risk analysis
• Studying Correlations Between Genetic Variation and Test Score Gaps
• The arbitrage pricing theory and multifactor models of asset returns
• The attributes, behavior and performance of U.S. mutual funds
• The permanent and transitory components of corporate earnings
• Vehicle Stops Manual