Michael J. Cooper

University of Utah - David Eccles School of Business

1645 E Campus Center Dr

Salt Lake City, UT 84112-9303

United States

SCHOLARLY PAPERS

26

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Top 647

in Total Papers Downloads

36,011

SSRN CITATIONS
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Top 3,516

in Total Papers Citations

282

CROSSREF CITATIONS

61

Scholarly Papers (26)

1.

Performance for Pay? The Relation Between CEO Incentive Compensation and Future Stock Price Performance

Number of pages: 52 Posted: 19 Mar 2010 Last Revised: 02 Dec 2016
Michael J. Cooper, Huseyin Gulen and P. Raghavendra Rau
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Cambridge
Downloads 9,241 (584)
Citation 10

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Executive compensation, Pay-performance relationship

2.

Asset Growth and the Cross-Section of Stock Returns

AFA 2007 Chicago Meetings Paper
Number of pages: 54 Posted: 26 Jul 2005
Michael J. Cooper, Huseyin Gulen and Michael J. Schill
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Virginia - Darden School of Business
Downloads 4,162 (2,353)
Citation 99

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Firm asset growth, stock returns, market efficiency

3.
Downloads 3,300 ( 3,474)
Citation 3

The Asset Growth Effect in Stock Returns

Darden Business School Working Paper No. 1335524
Number of pages: 22 Posted: 31 Jan 2009
Michael J. Cooper, Huseyin Gulen and Michael J. Schill
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Virginia - Darden School of Business
Downloads 3,300 (3,405)
Citation 3

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Asset growth, Cross-section of stock returns

The Asset Growth Effect in Stock Returns

Journal of Investment Management, Third Quarter, 2010
Posted: 26 Oct 2010
Michael J. Cooper, Huseyin Gulen and Michael J. Schill
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Virginia - Darden School of Business

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Balance sheet growth, investment, anomalies

4.

Return Differences between Trading and Non-Trading Hours: Like Night and Day

Number of pages: 48 Posted: 27 Mar 2008 Last Revised: 29 Sep 2008
Michael J. Cooper, Michael T. Cliff and Huseyin Gulen
University of Utah - David Eccles School of Business, Analysis Group and Purdue University - Krannert School of Management
Downloads 2,954 (4,198)
Citation 21

Abstract:

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anomalies, non-trading, market closure, weekend effect

5.

The Other January Effect

AFA 2006 Boston Meetings Paper
Number of pages: 46 Posted: 07 Feb 2005
Michael J. Cooper, John J. McConnell and Alexei V. Ovtchinnikov
University of Utah - David Eccles School of Business, Purdue University and HEC Paris - Finance Department
Downloads 1,897 (8,872)
Citation 1

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6.

Corporate Political Contributions and Stock Returns

Number of pages: 47 Posted: 28 Oct 2006 Last Revised: 14 Mar 2013
Michael J. Cooper, Huseyin Gulen and Alexei V. Ovtchinnikov
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and HEC Paris - Finance Department
Downloads 1,697 (10,616)
Citation 37

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political connections, stock returns

7.
Downloads 1,613 ( 11,508)

A Rose.Com by Any Other Name

Number of pages: 23 Posted: 17 Sep 2000
Michael J. Cooper, Orlin Dimitrov and P. Raghavendra Rau
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Cambridge
Downloads 1,613 (11,302)
Citation 5

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A Rose.Com by Any Other Name

Posted: 16 Dec 2000
Michael J. Cooper, Orlin Dimitrov and P. Raghavendra Rau
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Cambridge

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Inefficient markets, Investor irrationality, name changes

8.
Downloads 1,393 ( 14,504)
Citation 90

Market States and Momentum

Number of pages: 38 Posted: 12 Feb 2002
Roberto C. Gutierrez, Michael J. Cooper and Allaudeen Hameed
University of Oregon, University of Utah - David Eccles School of Business and National University of Singapore (NUS) - Department of Finance
Downloads 1,393 (14,216)
Citation 90

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Momentum, Reversals, Behavioral Theories

Market States and Momentum

Posted: 13 Oct 2003
Roberto C. Gutierrez, Michael J. Cooper and Allaudeen Hameed
University of Oregon, University of Utah - David Eccles School of Business and National University of Singapore (NUS) - Department of Finance

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9.

Risk Management Research Report - Spring 2010

Risk Management Research Report, Spring 2010
Number of pages: 16 Posted: 23 Apr 2010
HEC Paris - Finance Department, affiliation not provided to SSRN, University of Massachusetts Amherst - Department of Finance, Brooklyn College - CUNY, Drexel University, Loyola Marymount University - Department of Finance, University of Rochester - Simon Business School, Temple University - Department of Finance, Southern Illinois University at Edwardsville - Department of Economics & Finance, University of California, Santa Barbara (UCSB) - Department of Economics, University of California, San Diego (UCSD) - Rady School of Management, University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management, HEC Paris - Finance Department, Harvard Law School, Columbia Business School - Finance and Economics, New York University (NYU) - Department of Finance, Department of Economics, Texas A&M University, Texas A&M University - Department of Economics, International Food Policy Research Institute (IFPRI), University of Navarra, IESE Business School, University of Georgia - Department of Banking and Finance, Southern Methodist University (SMU) - Finance Department, Pennsylvania State University, Smeal College of Business, University of California at Los Angeles - Anderson School of Management, INSEAD, University of South Florida - College of Business Administration, Fordham University, New York University (NYU) - Department of Finance, Fordham University - Gabelli School of Business and Loyola University of Chicago - Department of Finance
Downloads 1,355 (15,106)

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Risk, Risk Management, Derivatives, Corporate Governance, Financial Derivatives, Value-At-Risk, VaR, Ethics, Volatility, Variance, Standard Deviation, Systemic, Systematic

10.

The Persistence of Fee Dispersion among Mutual Funds

Swedish House of Finance Research Paper No. 14-11
Number of pages: 54 Posted: 18 Aug 2009 Last Revised: 26 May 2020
Michael J. Cooper, Michael Halling and Wenhao Yang
University of Utah - David Eccles School of Business, Stockholm School of Economics & Swedish House of Finance and Chinese University of Hong Kong, Shenzhen
Downloads 1,044 (22,383)
Citation 2

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Mutual Funds, Fund Fees, Price Dispersion, Price Persistence

11.

Investing in Size and Book-to-Market Portfolios Using Information About the Macroeconomy: Some New Trading Rules

Number of pages: 51 Posted: 16 Apr 2001
Michael J. Cooper, Huseyin Gulen and Maria Vassalou
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and Centre for Economic Policy Research (CEPR)
Downloads 993 (24,105)
Citation 24

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Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows

Number of pages: 52 Posted: 23 Jul 2003
Michael J. Cooper, Huseyin Gulen and P. Raghavendra Rau
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Cambridge
Downloads 897 (27,454)
Citation 34

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Mutual funds, Fund flows, Behavioral finance, Name changes, Anomalies

Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows

Journal of Finance, Vol. 60, No. 6, pp. 2825-2858, 2005
Posted: 01 Dec 2004
Michael J. Cooper, Huseyin Gulen and P. Raghavendra Rau
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Cambridge

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Name changes, market efficiency, cosmetic effects, mutual fund flows

Managerial Actions in Response to a Market Downturn: Valuation Effects of Name Changes in the Dot.Com Decline

Purdue University Working Paper
Number of pages: 28 Posted: 28 Mar 2003
Georgia Institute of Technology - Finance Area, University of Utah - David Eccles School of Business, Wake Forest University, School of Business, University of Cambridge and Georgia State University, Department of Finance
Downloads 549 (53,336)
Citation 11

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Behavioral Finance, Dotcom bubble, Managerial Timing, Gaming Behavior, Market Efficiency, Anomalies, Name Changes

Managerial Actions in Response to a Market Downturn: Valuation Effects of Name Changes in the Dot.Com Decline

Journal of Corporate Finance, Vol. 11, Nos. 1-2, pp. 319-335, 2005
Posted: 09 Apr 2004
Georgia Institute of Technology - Finance Area, University of Utah - David Eccles School of Business, Wake Forest University, School of Business, University of Cambridge and Georgia State University, Department of Finance

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Behavioral finance, market efficiency, dotcom firms

On the Predictability of Stock Returns in Real Time

Number of pages: 47 Posted: 27 May 1998
Michael J. Cooper, Roberto C. Gutierrez and Bill Marcum
University of Utah - David Eccles School of Business, University of Oregon and School of Business
Downloads 545 (53,833)
Citation 11

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On the Predictability of Stock Returns in Real Time

Posted: 21 Jun 2002
Michael J. Cooper, Roberto C. Gutierrez and Bill Marcum
University of Utah - David Eccles School of Business, University of Oregon and School of Business

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15.

Characteristic-Based Benchmark Returns and Corporate Events

Forthcoming, Review of Financial Studies
Number of pages: 104 Posted: 12 Sep 2015 Last Revised: 07 Mar 2018
Hendrik Bessembinder, Michael J. Cooper and Feng Zhang
Arizona State University, University of Utah - David Eccles School of Business and University of Utah - Department of Finance
Downloads 514 (58,664)
Citation 9

Abstract:

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abnormal returns after corporate events, predicted returns, firm characteristics

What's the Best Way to Trade Using the January Barometer?

Number of pages: 29 Posted: 20 Jul 2009
Michael J. Cooper, John J. McConnell and Alexei V. Ovtchinnikov
University of Utah - David Eccles School of Business, Purdue University and HEC Paris - Finance Department
Downloads 448 (68,891)
Citation 1

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January Barometer, return predictability

What's the Best Way to Trade Using the January Barometer?

Journal of Investment Management, 2010
Posted: 14 Nov 2010
Michael J. Cooper, John J. McConnell and Alexei V. Ovtchinnikov
University of Utah - David Eccles School of Business, Purdue University and HEC Paris - Finance Department

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January Barometer, Return Seasonalities, Asset Pricing, market Returns

17.

Is Time-Series Based Predictability Evident in Real Time?

Number of pages: 36 Posted: 30 Nov 2001
Michael J. Cooper and Huseyin Gulen
University of Utah - David Eccles School of Business and Purdue University - Krannert School of Management
Downloads 437 (71,674)
Citation 9

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18.

The Critical Role of Conditioning Information in Determining if Value is Really Riskier than Growth

Number of pages: 38 Posted: 26 Mar 2008 Last Revised: 25 Oct 2010
Michael J. Cooper and Stefano Gubellini
University of Utah - David Eccles School of Business and San Diego State University
Downloads 338 (96,565)

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Asset Pricing, Conditional CAPM, Value Strategies

19.

The Use of Asset Growth in Empirical Asset Pricing Models

Number of pages: 80 Posted: 28 Aug 2017 Last Revised: 12 May 2020
Michael J. Cooper, Huseyin Gulen and Mihai Ion
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Arizona - Department of Finance
Downloads 333 (98,165)
Citation 2

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Anomalies, factor model, asset growth, investment, the q-factor model, dividend discount model

20.

Geographical Vibrancy and Firm Performance

HEC Paris Research Paper No. FIN-2015-1090
Number of pages: 50 Posted: 20 Mar 2015 Last Revised: 19 Oct 2017
Michael J. Cooper and Alexei V. Ovtchinnikov
University of Utah - David Eccles School of Business and HEC Paris - Finance Department
Downloads 263 (126,541)
Citation 2

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geography, firm location, vibrancy, firm characteristics, firm performance

21.

Aggregate Funding Conditions, Cash, and the Cross-Section of Stock Returns

Number of pages: 59 Posted: 26 Jun 2015 Last Revised: 03 Aug 2017
Michael J. Cooper and Tyler Jensen
University of Utah - David Eccles School of Business and Iowa State University - Department of Accounting and Finance
Downloads 192 (171,384)
Citation 1

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22.

Mutual Fund Performance at Long Horizons

Number of pages: 69 Posted: 24 Mar 2020 Last Revised: 13 Apr 2020
Hendrik Bessembinder, Michael J. Cooper and Feng Zhang
Arizona State University, University of Utah - David Eccles School of Business and University of Utah - Department of Finance
Downloads 83 (323,010)
Citation 1

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23.

RQ Innovative Efficiency and Firm Value

Number of pages: 81 Posted: 17 Jul 2015
Michael J. Cooper, Anne Marie Knott and Wenhao Yang
University of Utah - David Eccles School of Business, Washington University in St. Louis - John M. Olin Business School and Chinese University of Hong Kong, Shenzhen
Downloads 1,763

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Innovation, Research Quotient, Firm Value, Patents, Citations

24.

Assymetric Information and the Predictability of Real Estate Returns

Posted: 05 Nov 1999
Michael J. Cooper, David H. Downs and Gary A. Patterson
University of Utah - David Eccles School of Business, Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of South Florida

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25.

Real Estate Securities and a Filter-Based, Short-Term Trading Strategy

Posted: 25 Oct 1999
Michael J. Cooper, David H. Downs and Gary A. Patterson
University of Utah - David Eccles School of Business, Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of South Florida

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26.

Filter Rules Based on Price and Volume in Individual Security Overreaction

Posted: 10 May 1999
Michael J. Cooper
University of Utah - David Eccles School of Business

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Other Papers (1)

Total Downloads: 0
1.

Asset Growth and Stock Returns

Posted: 22 Mar 2005
Michael J. Cooper, Huseyin Gulen and Michael J. Schill
University of Utah - David Eccles School of Business, Purdue University - Krannert School of Management and University of Virginia - Darden School of Business

Abstract:

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