Details about Michael Cooper

Access statistics for papers by Michael Cooper.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pco1162

Working Papers

2015

1. Geographical Vibrancy and Firm Performance
   Working Papers, HAL

Journal Articles

2024

1. The use of asset growth in empirical asset pricing models
   Journal of Financial Economics, 2024, 151, (C) View citations (1)

2022

2. RQ Innovative Efficiency and Firm Value
   Journal of Financial and Quantitative Analysis, 2022, 57, (5), 1649-1694 View citations (3)
3. RQ Innovative Efficiency and Firm Value – CORRIGENDUM
   Journal of Financial and Quantitative Analysis, 2022, 57, (7), 2897-2897

2021

4. The Persistence of Fee Dispersion among Mutual Funds*
   (The emerging landscape of retail e-commerce)
   Review of Finance, 2021, 25, (2), 365-402 View citations (11)

2019

5. Characteristic-Based Benchmark Returns and Corporate Events
   The Review of Financial Studies, 2019, 32, (1), 75-125 View citations (14)

2016

6. Business in the United States: Who Owns It, and How Much Tax Do They Pay?
   Tax Policy and the Economy, 2016, 30, (1), 91 - 128 View citations (59)

2010

7. Corporate Political Contributions and Stock Returns
   Journal of Finance, 2010, 65, (2), 687-724 View citations (325)

2008

8. Asset Growth and the Cross‐Section of Stock Returns
   Journal of Finance, 2008, 63, (4), 1609-1651 View citations (393)

2006

9. Is Time-Series-Based Predictability Evident in Real Time?
   The Journal of Business, 2006, 79, (3), 1263-1292 View citations (27)

2005

10. Changing Names with Style: Mutual Fund Name Changes and Their Effects on Fund Flows
    Journal of Finance, 2005, 60, (6), 2825-2858 View citations (140)
11. On the Predictability of Stock Returns in Real Time
    The Journal of Business, 2005, 78, (2), 469-500 View citations (32)

2003

12. Value versus Glamour
    Journal of Finance, 2003, 58, (5), 1969-1995 View citations (34)

2001

13. A Rose.com by Any Other Name
    Journal of Finance, 2001, 56, (6), 2371-2388 View citations (146)

2000

14. Asymmetric Information and the Predictability of Real Estate Returns
    The Journal of Real Estate Finance and Economics, 2000, 20, (2), 225-44 View citations (8)

1999

15. Filter Rules Based on Price and Volume in Individual Security Overreaction
    The Review of Financial Studies, 1999, 12, (4), 901-35 View citations (69)
16. Real Estate Securities and a Filter-based, Short-term Trading Strategy
    Journal of Real Estate Research, 1999, 18, (2), 313-334 View citations (3)
    Also in Journal of Real Estate Research, 1999, 18, (2), 313-333 (1999)