Time-varying risk premiums and the output gap I Cooper, R Priestley The Review of Financial Studies 22 (7), 2801-2833, 2009 | 555 | 2009 |
Asset pricing implications of nonconvex adjustment costs and irreversibility of investment I Cooper The Journal of Finance 61 (1), 139-170, 2006 | 469 | 2006 |
Real investment and risk dynamics I Cooper, R Priestley Journal of Financial Economics 101 (1), 182-205, 2011 | 176 | 2011 |
The world business cycle and expected returns I Cooper, R Priestley Review of Finance 17 (3), 1029-1064, 2013 | 67 | 2013 |
Asset growth, profitability, and investment opportunities I Cooper, P Maio Management Science 65 (9), 3988-4010, 2019 | 56 | 2019 |
New evidence on conditional factor models I Cooper, P Maio Journal of Financial and Quantitative Analysis 54 (5), 1975-2016, 2019 | 54 | 2019 |
A global macroeconomic risk model for value, momentum, and other asset classes I Cooper, A Mitrache, R Priestley Journal of Financial and Quantitative Analysis 57 (1), 1-30, 2022 | 50 | 2022 |
Managerial overconfidence and the buyback anomaly PC Andreou, I Cooper, IG de Olalla Lopez, C Louca Journal of Empirical Finance 49, 142-156, 2018 | 35 | 2018 |
The expected returns and valuations of private and public firms I Cooper, R Priestley Journal of Financial Economics 120 (1), 41-57, 2016 | 29 | 2016 |
Corporate governance and real investment decisions Ø Bøhren, I Cooper, R Priestley EFA 2007 Ljubljana Meetings Paper, 2007 | 29 | 2007 |
Multifactor models and their consistency with the APT I Cooper, L Ma, P Maio, D Philip The Review of Asset Pricing Studies 11 (2), 402-444, 2021 | 21 | 2021 |
Stock return predictability in a production economy I Cooper, R Priestley AFA 2006 Boston Meetings Paper, 2005 | 21 | 2005 |
What Does the Cross‐Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments I Cooper, L Ma, P Maio Journal of Money, Credit and Banking 54 (1), 73-118, 2022 | 13 | 2022 |
Equity risk factors and the intertemporal CAPM I Cooper, P Maio BEROC Conference, 2016 | 13 | 2016 |
Risk aversion sensitive real business cycles Z Chen, I Cooper, P Ehling, C Xiouros Management Science 67 (4), 2483-2499, 2021 | 11 | 2021 |
Investment irreversibility, real activity and the value premium I Cooper, G Wu, B Gerard EFA 2005 Moscow Meetings Paper, 2005 | 9 | 2005 |
Real Investment, Economic Efficiency and Managerial Entrenchment Ø Bøhren, I Cooper, R Priestley Economic Efficiency and Managerial Entrenchment (November 10, 2009), 2009 | 7 | 2009 |
Asset pricing implications of non-convex adjustment costs of investment I Cooper Available at SSRN 302062, 2003 | 7 | 2003 |
The factor structure of time-varying discount rates V Atanasov, I Cooper, R Priestley, J Zhong Available at SSRN 2695835, 2017 | 4 | 2017 |
Real investment, risk and risk dynamics I Cooper, R Priestley AFA 2009 San Francisco Meetings Paper, 2008 | 4 | 2008 |