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

30

DOWNLOADS
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Top 899

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50,705

SSRN CITATIONS
Rank 1,821

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Top 1,821

in Total Papers Citations

905

CROSSREF CITATIONS

60

Scholarly Papers (30)

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, Mitchell E. Daniels, Jr School of Business, Purdue University and University of Cambridge
Downloads 11,139 (919)
Citation 13

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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, Mitchell E. Daniels, Jr School of Business, Purdue University and University of Virginia - Darden School of Business
Downloads 5,022 (3,558)
Citation 371

Abstract:

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Firm asset growth, stock returns, market efficiency

3.

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 Mitchell E. Daniels, Jr School of Business, Purdue University
Downloads 4,578 (4,202)
Citation 24

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anomalies, non-trading, market closure, weekend effect

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, Mitchell E. Daniels, Jr School of Business, Purdue University and University of Virginia - Darden School of Business
Downloads 4,145 (4,840)
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, Mitchell E. Daniels, Jr School of Business, Purdue University and University of Virginia - Darden School of Business

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Balance sheet growth, investment, anomalies

5.

RQ Innovative Efficiency and Firm Value

Cooper, Michael, Anne Marie Knott and Wenhao Yang, “RQ Innovative Efficiency and Firm Value” forthcoming, Journal of Financial and Quantitative Analysis
Number of pages: 81 Posted: 17 Jul 2015 Last Revised: 02 Sep 2021
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 North Carolina (UNC) at Charlotte - Finance
Downloads 2,884 (8,818)
Citation 5

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Innovation, Research Quotient, Firm Value, Patents, Citations

6.

Mutual Fund Performance at Long Horizons

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 70 Posted: 05 May 2022 Last Revised: 29 Oct 2022
Hendrik Bessembinder, Michael J. Cooper and Feng Zhang
W.P. Carey School of Business, University of Utah - David Eccles School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 2,713 (9,751)
Citation 6

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7.
Downloads 2,485 (11,214)

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 2,485 (11,001)
Citation 6

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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.

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 1,997 (15,844)
Citation 4

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9.

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, Mitchell E. Daniels, Jr School of Business, Purdue University and HEC Paris - Finance Department
Downloads 1,955 (16,384)
Citation 169

Abstract:

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political connections, stock returns

10.
Downloads 1,781 (19,046)

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 1,781 (18,710)
Citation 98

Abstract:

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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

Abstract:

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11.

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 - 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, Mitchell E. Daniels, Jr School of Business, Purdue University, HEC Paris - Finance Department, Harvard Law School, Columbia University - Columbia Business School, Finance, New York University (NYU) - Department of Finance, Texas A&M University - Department of Economics, Texas A&M University - Department of Economics, International Food Policy Research Institute (IFPRI)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) - Leonard N. Stern School of Business, Fordham University - Gabelli School of Business and Loyola University of Chicago - Department of Finance
Downloads 1,441 (26,268)

Abstract:

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

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, Mitchell E. Daniels, Jr School of Business, Purdue University and University of Cambridge
Downloads 1,330 (29,066)
Citation 96

Abstract:

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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, Mitchell E. Daniels, Jr School of Business, Purdue University and University of Cambridge

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

13.

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, University of Luxembourg and University of North Carolina (UNC) at Charlotte - Finance
Downloads 1,292 (30,906)
Citation 18

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Mutual Funds, Fund Fees, Price Dispersion, Price Persistence

14.

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, Mitchell E. Daniels, Jr School of Business, Purdue University and Centre for Economic Policy Research (CEPR)
Downloads 1,102 (38,793)
Citation 24

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15.

The Use of Asset Growth in Empirical Asset Pricing Models

Number of pages: 80 Posted: 28 Aug 2017 Last Revised: 30 Jul 2023
Michael J. Cooper, Huseyin Gulen and Mihai Ion
University of Utah - David Eccles School of Business, Mitchell E. Daniels, Jr School of Business, Purdue University and University of Arizona - Department of Finance
Downloads 960 (47,161)
Citation 2

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

16.

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
W.P. Carey School of Business, University of Utah - David Eccles School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 900 (51,557)
Citation 12

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abnormal returns after corporate events, predicted returns, firm characteristics

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 Michigan State University - Eli Broad College of Business
Downloads 720 (68,493)
Citation 19

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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 Michigan State University - Eli Broad College of Business

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Behavioral finance, market efficiency, dotcom firms

18.
Downloads 583 (90,868)
Citation 14

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 583 (89,729)
Citation 14

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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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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 554 (95,785)
Citation 3

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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

20.

Mutual Fund Flows at Long Horizons

SMU Cox School of Business Research Paper No. 23-06
Number of pages: 74 Posted: 28 Apr 2023 Last Revised: 13 Jul 2024
W.P. Carey School of Business, Purdue University - Mitchell E. Daniels, Jr. School of Business, University of Utah - David Eccles School of Business, Southern Methodist University (SMU) - Finance Department and Southern Methodist University (SMU) - Finance Department
Downloads 538 (100,581)

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Fund flow, Fund Return, Disappointment

21.

The (Large) Effect of Return Horizon on Fund Alpha

Critical Finance Review, forthcoming.
Number of pages: 54 Posted: 05 May 2022 Last Revised: 01 Nov 2023
Hendrik Bessembinder, Michael J. Cooper and Feng Zhang
W.P. Carey School of Business, University of Utah - David Eccles School of Business and Southern Methodist University (SMU) - Finance Department
Downloads 508 (107,845)
Citation 4

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alpha, beta, investment horizon, fund performance

22.

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 Mitchell E. Daniels, Jr School of Business, Purdue University
Downloads 470 (118,412)
Citation 12

Abstract:

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23.

Long-Run Post-Event Abnormal Returns in Global Stock Markets*

SMU Cox School of Business Research Paper No. 22-18
Number of pages: 101 Posted: 10 Aug 2022 Last Revised: 26 Jun 2024
Hendrik Bessembinder, Michael J. Cooper, Wei Jiao and Feng Zhang
W.P. Carey School of Business, University of Utah - David Eccles School of Business, Rutgers University and Southern Methodist University (SMU) - Finance Department
Downloads 459 (121,757)

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international, firm characteristics, abnormal returns, covariance risk, corporate events JEL classification: G14, G30 international, firm characteristics, abnormal returns, covariance risk, corporate events JEL classification: G14, G30

24.

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 396 (144,522)

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Asset Pricing, Conditional CAPM, Value Strategies

25.

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 329 (177,061)
Citation 2

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

26.

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 - Ivy College of Business - Department of Finance
Downloads 241 (243,495)
Citation 1

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27.

Political Attitudes and Equity Market Reactions to Vaccine Mandate Bans

Number of pages: 74 Posted: 28 Mar 2023 Last Revised: 01 Feb 2024
Michael J. Cooper, Fan Li, Tim Liu and Yihui Pan
University of Utah - David Eccles School of Business, University of Utah - Department of Finance, University of Utah - David Eccles School of Business and University of Utah - Department of Finance
Downloads 183 (314,314)

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Non-monetary Preferences, Cultural friction, Labor Adjustment Cost, Return-to-work

28.

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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29.

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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30.

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, Mitchell E. Daniels, Jr School of Business, Purdue University and University of Virginia - Darden School of Business

Abstract:

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