Details about Ilan Cooper

Access statistics for papers by Ilan Cooper.

Last updated 2023-05-20. Update your information in the RePEc Author Service.

Short-id: pco806

Journal Articles

2022

1. A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes
   Journal of Financial and Quantitative Analysis, 2022, 57, (1), 1-30 View citations (2)
2. What Does the Cross‐Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments
   Journal of Money, Credit and Banking, 2022, 54, (1), 73-118 View citations (2)

2021

3. Multifactor Models and Their Consistency with the APT
   (Eigenvalue ratio test for the number of factors)
   The Review of Asset Pricing Studies, 2021, 11, (2), 402-444 View citations (5)

2019

4. Asset Growth, Profitability, and Investment Opportunities
   Management Science, 2019, 65, (9), 3988-4010 View citations (14)
5. New Evidence on Conditional Factor Models
   Journal of Financial and Quantitative Analysis, 2019, 54, (5), 1975-2016 View citations (17)

2018

6. Managerial overconfidence and the buyback anomaly
   Journal of Empirical Finance, 2018, 49, (C), 142-156 View citations (10)

2016

7. The expected returns and valuations of private and public firms
   Journal of Financial Economics, 2016, 120, (1), 41-57 View citations (3)

2013

8. The World Business Cycle and Expected Returns
   Review of Finance, 2013, 17, (3), 1029-1064 View citations (36)

2011

9. Real investment and risk dynamics
   Journal of Financial Economics, 2011, 101, (1), 182-205 View citations (46)

2009

10. Time-Varying Risk Premiums and the Output Gap
    The Review of Financial Studies, 2009, 22, (7), 2601-2633 View citations (211)

2006

11. Asset Pricing Implications of Nonconvex Adjustment Costs and Irreversibility of Investment
    Journal of Finance, 2006, 61, (1), 139-170 View citations (140)