Connor, Gregory and Korajczyk, Robert (1993) A Test for the Number of Factors in an Approximate Factor Model. The Journal of Finance, 45 (4). pp. 1263-1291. ISSN 0022-1082

Connor, Gregory and Korajczyk, Robert (1989) An intertemporal equilibrium beta pricing model. Review of Financial Studies, 2 (3). pp. 373-392. ISSN 0893-9454

Connor, Gregory and Hagmann, Matthias and Linton, Oliver (2012) Efficient Semiparametric Estimation of the Fama–French Model and Extensions. Econometrica , 80 (2). pp. 713-754. ISSN 0012-9682

Briner, Beat G. and Connor, Gregory (2008) How much structure is best? A comparison of market model, factor model and unstructured equity covariance matrices. Journal of Risk, 10 (4). pp. 3-30. ISSN 1465-1211

Connor, Gregory and Li, Sheng (2009) Market Dispersion and the Profitability of Hedge Funds. Department of Economics Finance & Accounting NUI Maynooth.

Connor, Gregory and Kelly, Brian (2010) Sliding Doors Cost Measurement A Restrictive Approach to Analyzing the Net Economic Cost of Policy Decisions. NUI Maynooth.

Connor, Gregory (2009) The Irish Risky Lending Gap. National University of Ireland Maynooth.

Connor, Gregory and Flavin, Thomas and O'Kelly, Brian (2010) The U.S. and Irish Credit Crises: Their distinctive Differences and Common Features. NUI Maynooth, Maynooth.