Ilan Cooper : Citation Profile

University of Haifa

7

H index

7

i10 index

509

Citations

RESEARCH PRODUCTION:

11

Articles

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 31
   Journals where Ilan Cooper has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 4 (0.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco806
   Updated: 2025-12-20    RAS profile: 2023-05-20    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ilan Cooper.

Is cited by:

Zhang, Lu (20)

Faria, Gonçalo (13)

Verona, Fabio (13)

Nitschka, Thomas (8)

Sousa, Ricardo (7)

Menkhoff, Lukas (7)

Schmeling, Maik (6)

Schrimpf, Andreas (6)

Wohar, Mark (6)

Sarno, Lucio (5)

Barroso, Pedro (5)

Cites to:

Campbell, John (14)

Zhang, Lu (14)

French, Kenneth (13)

Fama, Eugene (11)

Shanken, Jay (8)

Titman, Sheridan (8)

Jagannathan, Ravi (7)

Stein, Jeremy (7)

Stambaugh, Robert (6)

Wang, Zhenyu (6)

Lettau, Martin (5)

Main data

Where Ilan Cooper has published?

Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis2
Journal of Financial Economics2

Recent works citing Ilan Cooper (2025 and 2024)

YearTitle of citing document
2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles. (2025). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25252.

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2025Assessing the Relationship between Price-Earnings (P/E) Ratio and the Financial Viability of Commercial Banks: Empirical Evidence from Bangladesh. (2025). Mondal, Tandra. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2003-2018.

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2024Share repurchases and managerial reference points. (2024). Clarke, Nicholas ; Norris, Dylan ; Schrowang, Andrew. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:57-87.

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2024CEO overcaution and capital structure choices. (2024). Brooks, Chris ; Rocciolo, Francesco ; Gheno, Andrea. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:719-743.

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2024Is Long‐Run Risk Really Priced? Revisiting Liu and Matthies (2022). (2024). Maio, Paulo. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2885-2900.

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2024Capitalised development costs and future cash flows: The effect of CEO overconfidence and board gender diversity. (2024). Tsalavoutas, Ioannis ; Tsoligkas, Fanis ; Slack, Richard ; Almaghrabi, Khadija S. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924001902.

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2025Dispersed ownership and asset pricing: An unpriced premium associated with free float. (2025). Goergen, Marc ; Hearn, Bruce ; Filatotchev, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000318.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024CEO overconfidence, risk-taking, and firm value: Influence of incentive compensation and financial constraints. (2024). Tang, Hui-Wen ; Chang, Chong-Chuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001572.

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2024Regional market uncertainty and corporate investment. (2024). Song, Jeongseop ; Zhang, Fan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001365.

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2024The effect of output and the real exchange rate on equity price dynamics. (2024). Malikane, Christopher ; Alovokpinhou, Sedjro Aaron. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000718.

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2024Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367.

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2024The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537.

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2024Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA. (2024). Zhou, Guofu ; Lu, Yueliang ; Han, Yufeng ; Xu, Weike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000720.

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2024Betting on war? Oil prices, stock returns, and extreme geopolitical events. (2024). Sorensen, Lars Qvigstad ; Nygaard, Knut. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003670.

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2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

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2024Oil price shocks and bond risk premia: Evidence from a panel of 15 countries. (2024). Lyrio, Marco ; Nersisyan, Liana ; Iania, Leonardo. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006480.

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2025Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective. (2025). Xu, Zhiwei ; Zhang, Teng ; Gou, Xinyi. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002336.

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2024Bank credit, consumption risk, and the cross-section of expected returns. (2024). Ho, JI. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000358.

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2024Why isnt composite equity issuance favored by the stock market? A risk-based explanation for the anomaly. (2024). Yu, Huaibing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002205.

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2024Asset redeployability and firm value amidst the COVID-19 pandemic: A real options perspective. (2024). Yi, Xingjian ; Chen, Jia ; Liu, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002308.

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2024Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655.

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2024From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x.

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2025Asset pricing in African frontier equity markets. (2025). Mishra, Tapas ; Tauringana, Venancio ; Hearn, Bruce ; Malagila, John K ; Ntim, Collins. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924006847.

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2025Tax information and corporate environmental investment. (2025). Zhang, Jian ; Zhu, Xinyu ; Wu, Wenruo ; Wang, Ningzhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007579.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Umar, Zaghum ; Chiah, Mardy ; Long, Huaigang ; Zaremba, Adam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2025Stock return predictability in the frequency domain. (2025). Jiang, Fuwei ; Dai, Zhifeng ; Xue, Bowen ; Kang, Jie. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1126-1147.

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2024Multifactor conditional equity premium model: Evidence from Chinas stock market. (2024). Shi, Yongdong ; Guo, Hui ; Cheng, Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000372.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2025Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market. (2025). Hansen, Jorge Wolfgang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002681.

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2025A factor model for the cross-section of country equity risk premia. (2025). Fieberg, Christian ; Cakici, Nusret ; Zaremba, Adam ; Liedtke, Gerrit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002875.

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2024Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals. (2024). Girma, Sourafel ; Bai, YE ; Riao, Alejandro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001894.

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2024Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

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2025Explaining the asymmetric S&P 500 equity index in five themes: The success and failure of macro narratives. (2025). Rzepczynski, Mark S ; Malliaris, Mary. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000155.

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2025What is the best composite liquidity proxy for explaining stock returns? Evidence from the Chinese stock market. (2025). , Keith ; Qin, Zhenjiang ; Dong, Liang ; Yu, BO. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x2500023x.

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2024Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach. (2024). Qin, Zhenjiang ; Dong, Liang ; Yu, BO. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000394.

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2024The impact of readability of risk disclosures in bond prospectuses on credit risk premium. (2024). Li, Zhan ; Yao, Yanzhen ; Chen, Meiqi ; Wei, LU ; Jing, Haozhe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s027553192400103x.

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2025Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842.

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2024Deregulating the Volume Limit on Share Repurchases. (2024). Stojanovic, Aleksandar ; Sodhi, Adhiraj. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:3:p:89-:d:1470379.

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2025Prediction and Allocation of Stocks, Bonds, and REITs in the US Market. (2025). Silva, Nuno ; Monteiro, Ana Sofia ; Sebastiao, Helder. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10589-2.

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2024An affine model for short rates when monetary policy is path dependent. (2024). Al-Zoubi, Haitham A. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09202-3.

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2025The Perils of Speed: Branch Expansion and Bank Performance. (2025). Xie, Bingyuan ; Peng, Yuchao ; Li, Xinming ; Gao, Haoyu ; Berger, Allen. In: MPRA Paper. RePEc:pra:mprapa:125305.

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2024The Second RP-PCA Factor and Crude Oil Price Predictability. (2024). Shi, QI. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2024:y:2024:i:6:id:879:p:662-690.

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2024Family governance practices and the minimum required rate of return in privately held family firms. (2024). Voordeckers, Wim ; Martinez-Romero, Maria J ; Rojo-Ramirez, Alfonso A. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:20:y:2024:i:2:d:10.1007_s11365-024-00952-y.

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2025USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras. (2025). Sakemoto, Ryuta ; Obata, Takahiro ; Yamaguchi, Kohei ; Shirokawa, Hiroaki. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:3:p:208-223.

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2024Environmental information disclosure, environmental innovation, and firms growth performances: The moderating role of media attention. (2024). Liao, Zhongju ; Bao, Ping ; Liu, Ping. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:1:p:425-437.

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2024Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators. (2024). Verona, Fabio ; Faria, Gonçalo. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:307140.

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Works by Ilan Cooper:

YearTitleTypeCited
2006Asset Pricing Implications of Nonconvex Adjustment Costs and Irreversibility of Investment In: Journal of Finance.
[Full Text][Citation analysis]		article139
2019New Evidence on Conditional Factor Models In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article20
2022A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article6
2018Managerial overconfidence and the buyback anomaly In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article13
2011Real investment and risk dynamics In: Journal of Financial Economics.
[Full Text][Citation analysis]		article48
2016The expected returns and valuations of private and public firms In: Journal of Financial Economics.
[Full Text][Citation analysis]		article4
2019Asset Growth, Profitability, and Investment Opportunities In: Management Science.
[Full Text][Citation analysis]		article18
2021Multifactor Models and Their Consistency with the APT In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article7
2013The World Business Cycle and Expected Returns In: Review of Finance.
[Full Text][Citation analysis]		article36
2009Time-Varying Risk Premiums and the Output Gap In: The Review of Financial Studies.
[Full Text][Citation analysis]		article216
2022What Does the Cross‐Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article2

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