Ilan Cooper

BI Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

19

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Top 7,139

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7,591

SSRN CITATIONS
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SSRN RANKINGS

Top 7,123

in Total Papers Citations

152

CROSSREF CITATIONS

29

Scholarly Papers (19)

1.
Downloads 1,147 ( 21,980)
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 716 (42,101)
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 431 (80,383)

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return predictability, risk premia, output gap

2.

Multifactor Models and Their Consistency with the APT

Review of Asset Pricing Studies (forthcoming)
Number of pages: 51 Posted: 27 May 2016 Last Revised: 31 Dec 2020
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 1,011 (26,453)
Citation 25

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

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 775 (38,368)
Citation 8

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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: 56 Posted: 22 Apr 2016 Last Revised: 07 Jul 2020
BI Norwegian Business School, Toulouse Business School and Norwegian Business School
Downloads 755 (39,760)
Citation 11

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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 481 (71,080)
Citation 13

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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 476 (72,019)
Citation 12

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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.

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

Journal of Money, Credit and Banking (forthcoming)
Number of pages: 67 Posted: 01 Mar 2007 Last Revised: 16 Feb 2021
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 428 (81,814)

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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.

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 383 (93,036)
Citation 87

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9.

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 382 (93,335)
Citation 16

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

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 335 (108,281)
Citation 3

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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 300 (121,935)
Citation 4

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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 265 (138,896)
Citation 1

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

13.

What Drives Marginal Q Fluctuations?

Number of pages: 60 Posted: 24 Mar 2017 Last Revised: 11 Feb 2021
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 227 (161,589)
Citation 2

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Tobin's Q; Present-value model; Investment return; Variance decomposition; VAR implied predictability; Aggregation bias; Marginal profit of capital; Long-horizon regressions

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 215 (170,104)
Citation 1

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

15.

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 214 (170,833)
Citation 1

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

16.
Downloads 181 (199,064)
Citation 6

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 102 (312,767)

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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 79 (367,843)
Citation 6

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

17.

The Marginal Profit-to-Q Ratio: Reassessing the Cash-Flow Channel

Number of pages: 66 Posted: 07 Apr 2021 Last Revised: 09 Apr 2021
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 16 (641,575)

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Tobin's q; Marginal profits-to-q ratio; Investment return; Marginal profit of capital; Variance decomposition; VAR implied predictability; Aggregation bias; Long-horizon regressions; Dividend-to-price ratio; Structural estimation

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