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

25

DOWNLOADS
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Top 573

in Total Papers Downloads

29,585

CITATIONS
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SSRN RANKINGS

Top 1,102

in Total Papers Citations

492

Scholarly Papers (25)

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 4,593 (624)
Citation 2

Abstract:

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 3,488 (1,795)
Citation 109

Abstract:

Firm asset growth, stock returns, market efficiency

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 2,710 (3,208)

Abstract:

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

Abstract:

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 1,763 (4,695)
Citation 9

Abstract:

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 1,701 (6,710)
Citation 11

Abstract:

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 1,414 (8,816)
Citation 35

Abstract:

political connections, stock returns

7.
Downloads 1,292 ( 11,500)
Citation 100

Market States and Momentum

Number of pages: 38 Posted: 12 Feb 2002
University of Oregon, University of Utah - David Eccles School of Business and National University of Singapore (NUS) - Department of Finance
Downloads 1,292 (11,254)
Citation 100

Abstract:

Momentum, Reversals, Behavioral Theories

Market States and Momentum

Journal of Finance, Forthcoming
Posted: 13 Oct 2003
University of Oregon, University of Utah - David Eccles School of Business and National University of Singapore (NUS) - Department of Finance

Abstract:

8.
Downloads 1,266 ( 11,882)
Citation 91

A Rose.com by Any Other Name

EFA 0701, EFMA 2000 Athens
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 1,266 (11,624)
Citation 91

Abstract:

A Rose.com by Any Other Name

Journal of Finance Journal of Finance, Vol. 56, No. 6, pp. 2371-2388
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

Abstract:

Inefficient markets, Investor irrationality, name changes

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 and Computer Information Systems, 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 - 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), IMD International, University of Georgia - Department of Banking and Finance, Southern Methodist University (SMU) - Edwin L. Cox School of Business, Pennsylvania State University, Smeal College of Business, University of California at Los Angeles - Anderson School of Management, Columbia Business School - Accounting, Business Law & Taxation, University of South Florida - College of Business Administration, Gabelli School of Business, Fordham University, New York University (NYU) - Department of Finance, Gabelli School of Business, Fordham University and Loyola University of Chicago - Department of Finance
Downloads 1,220 (11,578)

Abstract:

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

10.

Implications of Innovation Measurement

Number of pages: 57 Posted: 17 Jul 2015 Last Revised: 08 Jul 2017
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 University of South Carolina - Darla Moore School of Business
Downloads 1,156 (13,707)

Abstract:

Innovation, Research Quotient, Firm Value, Patents, Citations

11.

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

EFMA 2001 Lugano Meetings
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 876 (19,137)
Citation 10

Abstract:

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

EFA 2003 Annual Conference Paper No. 293
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 813 (22,850)
Citation 55

Abstract:

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

Abstract:

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

13.
Downloads 533 ( 41,341)
Citation 26

On the Predictability of Stock Returns in Real Time

Number of pages: 47 Posted: 27 May 1998
Michael J. Cooper, Roberto C. Gutierrez Jr. and Bill Marcum
University of Utah - David Eccles School of Business, University of Oregon and School of Business
Downloads 533 (40,805)
Citation 26

Abstract:

On the Predictability of Stock Returns in Real Time

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

Abstract:

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 456 (49,803)
Citation 20

Abstract:

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

Abstract:

Behavioral finance, market efficiency, dotcom firms

15.

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 412 (55,179)
Citation 20

Abstract:

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 382 (61,883)
Citation 1

Abstract:

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

Abstract:

January Barometer, Return Seasonalities, Asset Pricing, market Returns

17.

The Mutual Fund Fee Puzzle

Swedish House of Finance Research Paper No. 14-11
Number of pages: 53 Posted: 18 Aug 2009 Last Revised: 15 Oct 2016
Michael J. Cooper, Michael Halling and Wenhao Yang
University of Utah - David Eccles School of Business, Swedish House of Finance and University of South Carolina - Darla Moore School of Business
Downloads 343 (24,482)

Abstract:

Mutual Funds, Fund Fees, Price Dispersion, Price Persistence

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 282 (80,506)
Citation 3

Abstract:

Asset Pricing, Conditional CAPM, Value Strategies

19.

Measuring Disclosure Using 8K Filings

Number of pages: 56 Posted: 08 Aug 2015 Last Revised: 29 Apr 2016
Michael J. Cooper, Jing He and Marlene Plumlee
University of Utah - David Eccles School of Business, University of Utah - School of Accounting and Information Systems and University of Utah - School of Accounting
Downloads 122 (54,708)

Abstract:

8K Filings, Voluntary Disclosure, Investor Sentiment

20.

Geographical Vibrancy and Firm Performance

HEC Paris Research Paper No. FIN-2015-1090
Number of pages: 53 Posted: 20 Mar 2015 Last Revised: 02 Dec 2016
Michael J. Cooper and Alexei V. Ovtchinnikov
University of Utah - David Eccles School of Business and HEC Paris - Finance Department
Downloads 102 (124,937)

Abstract:

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

21.

When Cash is King: Funding Conditions and the Value of Cash Holdings

Number of pages: 60 Posted: 26 Jun 2015 Last Revised: 03 Sep 2016
Michael J. Cooper and Tyler K. Jensen
University of Utah - David Eccles School of Business and Iowa State University - Department of Accounting and Finance
Downloads 48 (158,759)

Abstract:

22.

Characteristic-Based Benchmark Returns and Corporate Events

Number of pages: 93 Posted: 12 Sep 2015 Last Revised: 07 Jul 2017
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 41 (106,267)

Abstract:

abnormal returns after corporate events, predicted returns, firm characteristics

23.

Assymetric Information and the Predictability of Real Estate Returns

The Journal of Real Estate Finance and Economics, Vol. 20, Issue 2 2000
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

Abstract:

24.

Real Estate Securities and a Filter-based, Short-term Trading Strategy

Journal of Real Estate Research, Vol. 20, No. 2
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

Abstract:

25.

Filter Rules Based on Price and Volume in Individual Security Overreaction

Review Of Financial Studies, Vol. 12, Issue 3, 1999
Posted: 10 May 1999
Michael J. Cooper
University of Utah - David Eccles School of Business

Abstract:

Other Papers (1)

Total Downloads: 0    Citations: 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: