Cooper obtained his Ph.D. from the University of Chicago. His main research interests lie at the intersection of asset pricing and real investment under uncertainty.
His primary research focuses on the relation between the real side of the economy, namely firms' decisions as to investing in physical capital and hiring workers, and asset return dynamics.
- New Evidence on Conditional Factor Models , 2018, with Paulo Maio, Journal of Financial and Quantitative Analysis, forthcoming
- Asset Growth, Profitability, and Investment Opportunities , 2018, with Paulo Maio, Management Science, forthcoming
- Managerial Overconfidence and the Buyback Anomaly, 2018, with Panayiotis C. Andreou, Ignacio Garcia de Olalla Lopez, and Christodoulos Louca, Journal of Empirical Finance, forthcoming
- 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
- Zhanhui Chen, Ilan Cooper, Paul Ehling, and Costas Xiouros, 2018, Risk Aversion Sensitive Real Business Cycles
- Victoria Atanasov, Ilan Cooper, Richard Priestley, and Junhua Zhong, 2018, The Factor Structure of Time-Varying Discount Rates
- Ilan Cooper, Andreea Mitrache, and Richard Priestley, 2017, A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes
- Ilan Cooper, Paulo Maio, and Dennis Philip, 2017, Multifactor models and the APT: Evidence from a broad cross-section of stock returns
- Ilan Cooper, Paulo Maio, and Chunyu Yang, 2018, What Drives Q and Investment Fluctuations?
- Ilan Cooper and Paulo Maio, 2018, Factor Dispersion and Cross-Sectional Risk Premia