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Ilan Cooper
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Time-varying risk premiums and the output gap
I Cooper, R Priestley
The Review of Financial Studies 22 (7), 2801-2833, 2009
5542009
Asset pricing implications of nonconvex adjustment costs and irreversibility of investment
I Cooper
The Journal of Finance 61 (1), 139-170, 2006
4692006
Real investment and risk dynamics
I Cooper, R Priestley
Journal of Financial Economics 101 (1), 182-205, 2011
1762011
The world business cycle and expected returns
I Cooper, R Priestley
Review of Finance 17 (3), 1029-1064, 2013
672013
Asset growth, profitability, and investment opportunities
I Cooper, P Maio
Management Science 65 (9), 3988-4010, 2019
542019
New evidence on conditional factor models
I Cooper, P Maio
Journal of Financial and Quantitative Analysis 54 (5), 1975-2016, 2019
532019
A global macroeconomic risk model for value, momentum, and other asset classes
I Cooper, A Mitrache, R Priestley
Journal of Financial and Quantitative Analysis 57 (1), 1-30, 2022
502022
Managerial overconfidence and the buyback anomaly
PC Andreou, I Cooper, IG de Olalla Lopez, C Louca
Journal of Empirical Finance 49, 142-156, 2018
352018
The expected returns and valuations of private and public firms
I Cooper, R Priestley
Journal of Financial Economics 120 (1), 41-57, 2016
292016
Corporate governance and real investment decisions
Ø Bøhren, I Cooper, R Priestley
EFA 2007 Ljubljana Meetings Paper, 2007
292007
Stock return predictability in a production economy
I Cooper, R Priestley
AFA 2006 Boston Meetings Paper, 2005
212005
Multifactor models and their consistency with the APT
I Cooper, L Ma, P Maio, D Philip
The Review of Asset Pricing Studies 11 (2), 402-444, 2021
202021
Equity risk factors and the intertemporal CAPM
I Cooper, P Maio
BEROC Conference, 2016
132016
What Does the Cross‐Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments
I Cooper, L Ma, P Maio
Journal of Money, Credit and Banking 54 (1), 73-118, 2022
122022
Risk aversion sensitive real business cycles
Z Chen, I Cooper, P Ehling, C Xiouros
Management Science 67 (4), 2483-2499, 2021
112021
Investment irreversibility, real activity and the value premium
I Cooper, G Wu, B Gerard
EFA 2005 Moscow Meetings Paper, 2005
92005
Real Investment, Economic Efficiency and Managerial Entrenchment
Ø Bøhren, I Cooper, R Priestley
Economic Efficiency and Managerial Entrenchment (November 10, 2009), 2009
72009
Asset pricing implications of non-convex adjustment costs of investment
I Cooper
Available at SSRN 302062, 2003
72003
The factor structure of time-varying discount rates
V Atanasov, I Cooper, R Priestley, J Zhong
Available at SSRN 2695835, 2017
42017
Real investment, risk and risk dynamics
I Cooper, R Priestley
AFA 2009 San Francisco Meetings Paper, 2008
42008
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Articles 1–20