Ilan Cooper

A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes, 2022, with Andreea Mitrache and Richard Priestley, Journal of Financial and Quantitative Analysis, 57, 1-30.

What Does the Cross-Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments , 2022, with Liang Ma and Paulo Maio, Journal of Money, Credit and Banking, 54, 73-118.

Risk Aversion Sensitive Real Business Cycles , 2021, with Zhanhui Chen, Paul Ehling, and Costas Xiouros, Management Science, 65, 2483-2499. 

Multifactor Models and their Consistency with the APT , 2021, with Liang Ma, Paulo Maio, and Dennis Philip, Review of Asset Pricing Studies, 11, 402-444. 

New Evidence on Conditional Factor Models , 2019, with Paulo Maio, Journal of Financial and Quantitative Analysis, 54, 1975-2016

Asset Growth, Profitability, and Investment Opportunities , 2019, with Paulo Maio, Management Science, 65, 3988-4010

Managerial Overconfidence and the Buyback Anomaly, 2018, with Panayiotis C. Andreou, Ignacio Garcia de Olalla Lopez, and Christodoulos Louca, Journal of Empirical Finance, 49, 142-156

The Expected Returns and Valuations of Private and Public Firms , 2016, with Richard Priestley, Journal of Financial Economics, 120.(1) p. 41-57, Internet appendix

The World Business Cycle and Expected Returns, 2013, with Richard Priestley, Review of Finance ,17.(3) p. 1029-1064

Real Investment and Risk Dynamics, 2011, with Richard Priestley, Journal of Financial Economics ,101.(1) p. 182-205

Time-Varying Risk Premiums and the Output Gap, 2009, with Richard Priestley, Review of Financial Studies ,22.(7) p. 2801-2833

Asset pricing implications of nonconvex adjustment costs and irreversibility of investment, 2006, Journal of Finance ,61.(1) p. 139-170