Ilan Cooper : Citation Profile


Are you Ilan Cooper?

BI Handelshøyskolen

4

H index

4

i10 index

282

Citations

RESEARCH PRODUCTION:

4

Articles

RESEARCH ACTIVITY:

   7 years (2006 - 2013). See details.
   Cites by year: 40
   Journals where Ilan Cooper has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 1 (0.35 %)

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   Permalink: http://citec.repec.org/pco806
   Updated: 2020-07-04    RAS profile: 2015-03-10    
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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 (18)

Verona, Fabio (11)

Menkhoff, Lukas (7)

Faria, Gonçalo (7)

Sousa, Ricardo (7)

Schmeling, Maik (6)

Schrimpf, Andreas (6)

Nitschka, Thomas (4)

Hamilton, James (4)

Hayo, Bernd (4)

Bauer, Michael (4)

Cites to:

Zhang, Lu (6)

Fama, Eugene (4)

Harvey, Campbell (4)

Stein, Jeremy (4)

Plosser, Charles (3)

Ferson, Wayne (3)

Pindyck, Robert (3)

Lamont, Owen (3)

French, Kenneth (2)

Ludvigson, Sydney (2)

Xing, Yuhang (2)

Main data


Where Ilan Cooper has published?


Recent works citing Ilan Cooper (2018 and 2017)


YearTitle of citing document
2017Dynamics of Variance Risk Premia, Investors Sentiment and Return Predictability. (2017). Violante, Francesco ; Stentoft, Lars. In: CREATES Research Papers. RePEc:aah:create:2017-10.

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2018The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38.

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2017Practical use of a method of accelerated assessing the investment attractiveness of an industrial enterprise. (2017). Kalacheva, A G. In: Russian Journal of Industrial Economics. RePEc:ach:journl:y:2017:id:512.

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2017Markups, Productivity and the Financial Capability of Firms. (2017). Sonno, Tommaso ; Altomonte, Carlo ; Favoino, Domenico. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1755.

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2017The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

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2018There are two very different accruals anomalies. (2018). Detzel, Andrew ; Strauss, Jack ; Schaberl, Philipp. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:581-609.

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2018Leaning Against the Wind: Debt Financing in the Face of Adversity. (2018). Brennan, Michael J ; Kraft, Holger. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:485-518.

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2017A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168.

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2017MONETARY POLICY SURPRISES, INVESTMENT OPPORTUNITIES, AND ASSET PRICES. (2017). Detzel, Andrew. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:315-348.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2017Inflexibility and Stock Returns. (2017). Hackbarth, Dirk ; Johnson, Tim ; Gu, Lifeng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12441.

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2018News Shocks and the Production-Based Term Structure of Equity Returns. (2018). Ai, Hengjie ; Li, Kai ; Diercks, Anthony ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12661.

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2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015.

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2019Knowledge Cycles and Corporate Investment. (2019). Fresard, Laurent ; Cujean, Julien ; Bustamante, Maria Cecilia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14152.

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2019The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14207.

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2019Predicting firm level stock returns: Implications for asset pricing and economic links. (2019). McMillan, David G. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:333-351.

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2018Do business cycles, investment-specific technology shocks matter for stock returns?. (2018). Prabheesh, KP ; Vidya, C T. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:511-524.

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2019The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis. (2019). Kong, Xianli ; Liu, Xi-Hua ; Si, Deng-Kui. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:17-30.

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2017Ultimate consumption risk and investment-based stock returns. (2017). Kang, Hankil ; Lee, Changjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:473-486.

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2019Information in mispricing factors for future investment opportunities. (2019). Ryu, Doojin ; Kang, Hankil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:657-668.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2019Macroeconomic environment, money demand and portfolio choice. (2019). Lioui, Abraham ; Tarelli, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:357-374.

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2018Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonalo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242.

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2018Macroeconomic uncertainty and the distant forward-rate slope. (2018). Connolly, Robert ; Stivers, Chris ; Dubofsky, David. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:140-161.

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2018World output gap and global stock returns. (2018). Atanasov, Victoria . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:181-197.

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2018The role of firm investment in momentum and reversal. (2018). Mortal, Sandra C ; Schill, Michael J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:255-278.

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2018Macroeconomic determinants of the term structure: Long-run and short-run dynamics. (2018). Doshi, Hitesh ; Liu, Rui ; Jacobs, Kris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:99-122.

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2019Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki D. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

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2019Investment-related anomalies in Australia: Evidence and explanations. (2019). Zhong, Angel ; Gray, Philip ; Cao, Viet Nga . In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:97-109.

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2019Business cycle, expected return and momentum payoffs. (2019). Hwang, Hyoseok ; Chen, Jiun-Lin. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:83-89.

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2017Macroeconomic risk and seasonality in momentum profits. (2017). Martin, Spencer J ; Yao, Yaqiong ; Ji, Xiuqing . In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:76-90.

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2018Forecasting the equity risk premium: The importance of regime-dependent evaluation. (2018). Baltas, Nick ; Karyampas, Dimitrios . In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:83-102.

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2017Predicting risk premium under changes in the conditional distribution of stock returns. (2017). Sousa, Ricardo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:204-218.

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2019IPO pricing deregulation and corporate governance: Theory and evidence from Chinese public firms. (2019). Xiao, Xing ; Wang, Kun ; Ma, Lin ; He, Ping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:5.

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2020Political uncertainty, market anomalies and Presidential honeymoons. (2020). Zhong, Angel ; Gray, Stephen ; Chan, Kam Fong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300169.

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2017Real options in finance. (2017). Lambrecht, Bart M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:166-171.

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2017The odd notion of “reversible investment”. (2017). Davis, Graham ; Cairns, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:172-180.

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2018Organization capital, labor market flexibility, and stock returns around the world. (2018). Leung, Woon Sau ; Wood, Geoffrey ; Chen, Jie ; Mazouz, Khelifa. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:150-168.

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2019The CAPM strikes back? An equilibrium model with disasters. (2019). Zhang, Lu ; Rica, E ; Kung, Howard ; Hou, Kewei ; Bai, Hang . In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:269-298.

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2019An asset pricing approach to testing general term structure models. (2019). van der Wel, Michel ; Christensen, Bent Jesper. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:165-191.

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2019Time-varying ambiguity, credit spreads, and the levered equity premium. (2019). Shi, Zhan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:617-646.

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2018Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

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2019The impact of corporate lifecycle on Fama–French three-factor model. (2019). Liu, Hao ; Gao, Ya-Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:390-398.

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2018Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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2017Strategic merger decisions across business cycles: Evidence from bidders time-varying appetite for operating leverage. (2017). Wang, Kainan ; Chung, Chune Young ; Hur, Seok-Kyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:143-158.

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2019Stock return predictability: Evidence from a structural model. (2019). Dladla, Pholile ; Malikane, Christopher. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:412-424.

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2019Bargaining merger terms and the effect on the announcement returns. (2019). Pereira, Paulo J ; Rodrigues, Artur. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:510-521.

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2019What is the real relationship between cash holdings and stock returns?. (2019). John, K C ; Wang, Shujing ; Ma, Tai ; Eric, F Y ; Chewie, Tze Chuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:513-528.

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2020Variance risk premium in a small open economy with volatile capital flows: The case of Korea. (2020). Yun, Jaeho. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:105-125.

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2018Testing output gap and economic uncertainty as an explicator of stock market returns. (2018). Ahmad, Wasim ; Sharma, Sumit Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:293-306.

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2019Stock return predictability: Using the cyclical component of the price ratio. (2019). McMillan, David G. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:228-242.

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2020Connecting Silos : On linking macroeconomics and finance, and the role of econometrics therein. (2020). van der Wel, M. In: ERIM Inaugural Address Series Research in Management. RePEc:ems:euriar:124748.

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2019Firm Decisions under Jump-Diffusive Dynamics. (2019). Rinaldo, Daniele ; Deopa, Neha. In: IHEID Working Papers. RePEc:gii:giihei:heidwp04-2019.

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2018FLEXIBLE OPTIMAL MODELS FOR PREDICTING STOCK MARKET RETURNS. (2018). Jeong, Jin-Gil ; Mukherji, Sandip . In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:12:y:2018:i:2:p:39-48.

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2019Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK. (2019). Sousa, Ricardo. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9696-2.

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2018Real Estate Risk, Corporate Investment and Financing Choice. (2018). Qian, Meijun ; Ong, Seow Eng ; Deng, Xiaoying. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:1:d:10.1007_s11146-017-9599-y.

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2017The Investment CAPM. (2017). Zhang, Lu. In: NBER Working Papers. RePEc:nbr:nberwo:23226.

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2019Long-Term Discount Rates Do Not Vary Across Firms. (2019). Keloharju, Matti ; Nyberg, Peter ; Linnainmaa, Juhani T. In: NBER Working Papers. RePEc:nbr:nberwo:25579.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: NBER Working Papers. RePEc:nbr:nberwo:26299.

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2019The Banking View of Bond Risk Premia. (2019). Sraer, David ; Haddad, Valentin. In: NBER Working Papers. RePEc:nbr:nberwo:26369.

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2019Does Costly Reversibility Matter for U.S. Public Firms?. (2019). Zhang, Lu ; Xue, Chen ; Rica, E ; Bai, Hang. In: NBER Working Papers. RePEc:nbr:nberwo:26372.

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2019Q-factors and Investment CAPM. (2019). Zhang, Lu. In: NBER Working Papers. RePEc:nbr:nberwo:26538.

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2017Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702.

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2017Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2017). Skintzi, Vasiliki. In: MPRA Paper. RePEc:pra:mprapa:78278.

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2018The Value Premium During Flights. (2018). Galvani, Valentina. In: Working Papers. RePEc:ris:albaec:2018_018.

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2018The Effect of R&D Expenses on Earnings and Market Value. (2018). Pazarzi, Georgia ; Sorros, John . In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:68:y:2018:i:2-3:p:39-47.

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2018Risk minimization in multi-factor portfolios: What is the best strategy?. (2018). Kremer, Philipp J ; Paterlini, Sandra ; Talmaciu, Andreea. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2467-6.

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2017Stickiness of employee expenses and implications for stock returns. (2017). Taussig, Roi D. In: Eurasian Economic Review. RePEc:spr:eurase:v:7:y:2017:i:2:d:10.1007_s40822-017-0070-4.

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2018Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach. (2018). Rakowski, David ; Yamani, Ehab. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:03:n:s2010139218500027.

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2019Forecasting Bond Risk Premia with Unspanned Macroeconomic Information. (2019). Liu, Rui. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:01:n:s2010139219400019.

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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]
article93
2011Real investment and risk dynamics In: Journal of Financial Economics.
[Full Text][Citation analysis]
article26
2013The World Business Cycle and Expected Returns In: Review of Finance.
[Full Text][Citation analysis]
article21
2009Time-Varying Risk Premiums and the Output Gap In: Review of Financial Studies.
[Full Text][Citation analysis]
article142

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