Ilan Cooper

BI Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

18

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CITATIONS
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in Total Papers Citations

140

Scholarly Papers (18)

1.
Downloads 984 ( 18,217)
Citation 41

Time-Varying Risk Premia and the Output Gap

EFA 2007 Ljubljana Meetings Paper
Number of pages: 39 Posted: 26 Sep 2006
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Downloads 594 (36,644)
Citation 41

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return predictability, risk premia, output gap

Time Varying Risk Premia and the Output Gap

Review of Financial Studies, Forthcoming
Number of pages: 48 Posted: 04 May 2008
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Downloads 390 (62,515)
Citation 41

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return predictability, risk premia, output gap

Multifactor Models and the APT: Evidence from a Broad Cross-Section of Stock Returns

Number of pages: 52 Posted: 12 Dec 2016 Last Revised: 19 Jan 2017
Ilan Cooper, Paulo F. Maio and Dennis Philip
BI Norwegian Business School, Hanken School of Economics - Department of Finance and Statistics and Durham University Business School
Downloads 457 (51,463)

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Asset Pricing; Linear Multifactor Models; APT; Equity Risk Factors; Stock Market Anomalies; Cross-Section of Stock Returns; Principal Components

Multifactor Models and the APT: Evidence from a Broad Cross-Section of Stock Returns

Number of pages: 52 Posted: 27 May 2016 Last Revised: 20 Jan 2017
Ilan Cooper, Paulo F. Maio and Dennis Philip
BI Norwegian Business School, Hanken School of Economics - Department of Finance and Statistics and Durham University Business School
Downloads 228 (113,734)

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asset pricing, linear multifactor models, APT, equity risk factors, stock market anomalies, cross-section of stock returns, principal components

3.

Corporate Governance and Real Investment Decisions

EFA 2007 Ljubljana Meetings Paper
Number of pages: 30 Posted: 16 Mar 2006
BI Norwegian Business School - Department of Finance, BI Norwegian Business School and Norwegian Business School
Downloads 646 (29,037)
Citation 1

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real investment, corporate governance, financial constraints, underinvestment

4.

Real Investment, Risk and Risk Dynamics

AFA 2009 San Francisco Meetings Paper
Number of pages: 46 Posted: 25 Mar 2008 Last Revised: 12 Jun 2009
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Downloads 322 (72,644)
Citation 7

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Real Investment, Systematic Risk, Real Options, Mispricing, Tobin's q

5.

Asset Pricing Implications of Non-Convex Adjustment Costs and Irreversibility of Investment

AFA 2004 San Diego Meetings; EFA 2003 Annual Conference Paper No. 863
Number of pages: 44 Posted: 25 Jul 2003
Ilan Cooper
BI Norwegian Business School
Downloads 316 (75,403)
Citation 62

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6.

Investment Irreversibility, Real Activity and the Value Premium

EFA 2005 Moscow Meetings Paper
Number of pages: 30 Posted: 20 Jul 2005
Ilan Cooper, Guojun Wu and Bruno Gerard
BI Norwegian Business School, University of Houston and Norwegian School of Management (BI) - Department of Financial Economics
Downloads 294 (83,487)
Citation 2

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Irreversible investment, capacity utilization, value premium

7.

Real Investment, Economic Efficiency and Managerial Entrenchment

Number of pages: 32 Posted: 01 Dec 2009 Last Revised: 12 Jun 2011
BI Norwegian Business School - Department of Finance, BI Norwegian Business School and Norwegian Business School
Downloads 245 (97,788)

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8.

Asset Pricing Implications of Non-Convex Adjustment Costs of Investment

Number of pages: 35 Posted: 04 Mar 2002
Ilan Cooper
BI Norwegian Business School
Downloads 195 (128,523)
Citation 27

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Value Premium, Adjustment Costs, Irreversible Investment, Conditional Factor Loadings

The Cross-Section of Industry Investment Returns

Number of pages: 41 Posted: 17 Mar 2012 Last Revised: 22 Mar 2013
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Downloads 87 (252,215)

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Real Investment, Systematic Risk, Mispricing, q-theory, Investment Returns, Cost of Capital, Private Firms, Public Firms

The Expected Returns and Valuations of Private and Public Firms

Number of pages: 50 Posted: 10 Mar 2013 Last Revised: 19 Mar 2013
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School
Downloads 69 (290,044)

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Real Investment, Systematic Risk, Mispricing, q-theory, Investment Returns, Cost of Capital, Private Firms, Public Firms

10.

Asset Growth, Profitability, and Investment Opportunities

Number of pages: 46 Posted: 25 Jan 2015 Last Revised: 21 Dec 2016
Ilan Cooper and Paulo F. Maio
BI Norwegian Business School and Hanken School of Economics - Department of Finance and Statistics
Downloads 135 (86,332)

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Asset pricing models; Equity risk factors; Intertemporal CAPM; Predictability of stock returns; Cross-section of stock returns; stock market anomalies

11.

Risk Aversion Sensitive Real Business Cycles

Number of pages: 56 Posted: 08 Oct 2012 Last Revised: 05 Sep 2017
Nanyang Technological University (NTU), BI Norwegian Business School, BI - Norwegian Business School and BI Norwegian Business School
Downloads 117 (143,672)

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State-contingent technology; Risk aversion; Volatility of the growth rate of total factor productivity and investment; Autocorrelations and correlations of macroeconomic quantities

12.

New Evidence on Conditional Factor Models

Number of pages: 62 Posted: 16 Mar 2015 Last Revised: 13 Jul 2017
Ilan Cooper and Paulo F. Maio
BI Norwegian Business School and Hanken School of Economics - Department of Finance and Statistics
Downloads 57 (115,672)

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asset pricing models; conditional factor models; conditional CAPM; equity risk factors; investment and profitability risk factors; stock market anomalies; cross-section of stock returns; time-varying betas; HML

13.

What Drives Investment and Q Fluctuations?

Number of pages: 39 Posted: 01 Oct 2017
Ilan Cooper, Paulo F. Maio and Andreea Mitrache
BI Norwegian Business School, Hanken School of Economics - Department of Finance and Statistics and Toulouse Business School
Downloads 0 (461,070)

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Asset pricing, Tobin's q, Present-value model, Investment returns, Long-horizon regressions, VAR implied predictability

14.

What Drives Q and Investment Fluctuations?

Number of pages: 39 Posted: 24 Mar 2017 Last Revised: 16 Jul 2017
Ilan Cooper, Paulo F. Maio and Andreea Mitrache
BI Norwegian Business School, Hanken School of Economics - Department of Finance and Statistics and Toulouse Business School
Downloads 0 (345,504)

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Asset pricing, Tobin's q, Present-value model, Investment returns, Long-horizon regressions, VAR implied predictability

15.

A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes

Number of pages: 70 Posted: 22 Apr 2016 Last Revised: 05 May 2017
BI Norwegian Business School, Toulouse Business School and Norwegian Business School
Downloads 0 (63,716)

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Value, momentum, global macroeconomic risk, market integration

16.

The Factor Structure of Time-Varying Discount Rates

Number of pages: 77 Posted: 27 Nov 2015 Last Revised: 27 Jul 2017
University of Mannheim, BI Norwegian Business School, Norwegian Business School and Dongbei University of Finance and Economics
Downloads 0 (177,315)

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Discount rates, risk factors, term structure of equity risk premium

17.

Investment Irreversibility, Real Activity and Asset Return Dynamics

Posted: 19 Jun 2013
BI Norwegian Business School, Norwegian School of Management (BI) - Department of Financial Economics, City University of New York, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Houston

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Real Investment, Capital Utilization, Expected Returns

18.

Time-Varying Risk Premiums and the Output Gap

The Review of Financial Studies, Vol. 22, Issue 7, pp. 2601-2633, 2009
Posted: 22 Jun 2009
Ilan Cooper and Richard Priestley
BI Norwegian Business School and Norwegian Business School

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E44, G12, G14