Ilan Cooper

BI Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

19

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CITATIONS
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in Total Papers Citations

85

Scholarly Papers (19)

1.
Downloads 1,065 ( 19,532)
Citation 4

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 649 (38,591)
Citation 3

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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 416 (68,281)

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return predictability, risk premia, output gap

2.
Downloads 865 ( 26,469)

New Factor Models and the APT

Number of pages: 57 Posted: 12 Dec 2016 Last Revised: 19 Jul 2019
BI Norwegian Business School, University of South Carolina - Darla Moore School of Business, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance
Downloads 604 (42,610)

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

New Factor Models and the APT

Number of pages: 57 Posted: 27 May 2016 Last Revised: 19 Jul 2019
BI Norwegian Business School, University of South Carolina - Darla Moore School of Business, Hanken School of Economics - Department of Finance and Statistics and Durham University - Department of Economics and Finance
Downloads 261 (115,533)

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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, BI Norwegian Business School and Norwegian Business School
Downloads 743 (32,671)
Citation 4

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real investment, corporate governance, financial constraints, underinvestment

4.

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

Number of pages: 59 Posted: 22 Apr 2016 Last Revised: 05 Aug 2019
BI Norwegian Business School, Toulouse Business School and Norwegian Business School
Downloads 608 (42,772)
Citation 3

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value, momentum, global macroeconomic risk

5.

Asset Growth, Profitability, and Investment Opportunities

Management Science (Forthcoming)
Number of pages: 49 Posted: 25 Jan 2015 Last Revised: 03 Jan 2018
Ilan Cooper and Paulo F. Maio
BI Norwegian Business School and Hanken School of Economics - Department of Finance and Statistics
Downloads 437 (64,937)
Citation 4

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

6.

New Evidence on Conditional Factor Models

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 59 Posted: 16 Mar 2015 Last Revised: 05 May 2018
Ilan Cooper and Paulo F. Maio
BI Norwegian Business School and Hanken School of Economics - Department of Finance and Statistics
Downloads 405 (71,262)
Citation 1

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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

7.

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 368 (79,623)
Citation 1

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

8.

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 355 (83,008)
Citation 32

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9.

Factor Dispersion and Cross-sectional Risk Premia

Number of pages: 81 Posted: 01 Mar 2007 Last Revised: 03 May 2019
Ilan Cooper and Paulo F. Maio
BI Norwegian Business School and Hanken School of Economics - Department of Finance and Statistics
Downloads 335 (88,683)

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asset pricing, stock market anomalies, factor dispersion, return dispersion, linear multifactor models, CAPM, cross-section of stock returns, ICAPM, predictability of stock returns, realized stock variance

10.

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 BI Norwegian Business School - Department of Finance
Downloads 322 (92,665)
Citation 1

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Irreversible investment, capacity utilization, value premium

11.

Real Investment, Economic Efficiency and Managerial Entrenchment

Number of pages: 32 Posted: 01 Dec 2009 Last Revised: 12 Jun 2011
BI Norwegian Business School, BI Norwegian Business School and Norwegian Business School
Downloads 288 (104,672)
Citation 2

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12.

Risk Aversion Sensitive Real Business Cycles

Number of pages: 48 Posted: 08 Oct 2012 Last Revised: 16 May 2019
Nanyang Technological University (NTU), BI Norwegian Business School, BI - Norwegian Business School and BI Norwegian Business School
Downloads 218 (139,017)
Citation 1

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State-contingent technology; Time-varying risk aversion; Conditional volatility of investment; Predictability of returns

13.

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 208 (145,339)

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

14.

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 Donbei University of Finance and Economics
Downloads 193 (155,926)

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

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 97 (270,607)

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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 76 (315,710)

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

16.

What Drives Q and Investment Fluctuations?

Number of pages: 92 Posted: 24 Mar 2017 Last Revised: 03 Aug 2019
Ilan Cooper, Paulo F. Maio and Chunyu Yang
BI Norwegian Business School, Hanken School of Economics - Department of Finance and Statistics and BI Norwegian Business School
Downloads 127 (221,873)

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Asset pricing; Tobin's q; Present-value model; Investment returns; Variance decomposition; Long-horizon regressions; VAR implied predictability; Aggregation bias

17.

What Drives Q and Investment Fluctuations?

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper
Number of pages: 39 Posted: 01 Oct 2017 Last Revised: 23 Jul 2018
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 55 (369,757)

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

18.

Investment Irreversibility, Real Activity and Asset Return Dynamics

Posted: 19 Jun 2013
BI Norwegian Business School, BI Norwegian Business School - Department of Finance, City University of New York, 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

19.

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