Ilan Cooper

BI Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 6,578

SSRN RANKINGS

Top 6,578

in Total Papers Downloads

7,233

SSRN CITATIONS
Rank 8,071

SSRN RANKINGS

Top 8,071

in Total Papers Citations

116

CROSSREF CITATIONS

28

Scholarly Papers (18)

1.
Downloads 1,117 ( 20,360)
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 692 (39,528)
Citation 3

Abstract:

Loading...

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 425 (73,851)

Abstract:

Loading...

return predictability, risk premia, output gap

2.

Multifactor Models and Their Consistency with the APT

Number of pages: 55 Posted: 27 May 2016 Last Revised: 28 Dec 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 950 (25,840)
Citation 4

Abstract:

Loading...

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 762 (35,178)
Citation 7

Abstract:

Loading...

real investment, corporate governance, financial constraints, underinvestment

4.

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

Number of pages: 56 Posted: 22 Apr 2016 Last Revised: 07 Jul 2020
BI Norwegian Business School, Toulouse Business School and Norwegian Business School
Downloads 683 (40,839)
Citation 6

Abstract:

Loading...

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 456 (68,423)
Citation 14

Abstract:

Loading...

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 452 (69,171)
Citation 6

Abstract:

Loading...

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.

What Does the Cross-Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments

Number of pages: 79 Posted: 01 Mar 2007 Last Revised: 22 Dec 2019
Ilan Cooper, Liang Ma and Paulo F. Maio
BI Norwegian Business School, University of South Carolina - Darla Moore School of Business and Hanken School of Economics - Department of Finance and Statistics
Downloads 386 (83,366)

Abstract:

Loading...

asset pricing, stock market anomalies, linear multifactor models, CAPM, cross-section of stock returns, realized return variance, realized return skewness, cross-sectional return moments, ICAPM

8.

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 378 (85,458)
Citation 12

Abstract:

Loading...

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

9.

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

Number of pages: 44 Posted: 25 Jul 2003
Ilan Cooper
BI Norwegian Business School
Downloads 369 (87,872)
Citation 83

Abstract:

Loading...

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 330 (99,663)
Citation 3

Abstract:

Loading...

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 294 (113,080)
Citation 4

Abstract:

Loading...

12.

Risk Aversion Sensitive Real Business Cycles

Number of pages: 48 Posted: 08 Oct 2012 Last Revised: 16 May 2019
Hong Kong University of Science & Technology (HKUST) - Department of Finance, BI Norwegian Business School, BI - Norwegian Business School and BI Norwegian Business School
Downloads 254 (131,838)
Citation 1

Abstract:

Loading...

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 211 (157,830)

Abstract:

Loading...

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 209 (159,245)

Abstract:

Loading...

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

15.

What Drives Q and Investment Fluctuations?

Number of pages: 70 Posted: 24 Mar 2017 Last Revised: 06 Apr 2020
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 205 (162,110)

Abstract:

Loading...

Asset pricing; Tobin's q; Present-value model; Investment return; Variance decomposition; VAR implied predictability; Aggregation bias; Marginal pro fit of capital; Long-horizon regressions

16.
Downloads 177 (185,260)
Citation 4

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 99 (292,464)

Abstract:

Loading...

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 78 (340,180)
Citation 4

Abstract:

Loading...

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

17.

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

Abstract:

Loading...

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

Abstract:

Loading...

E44, G12, G14