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.
- What Does the Cross-Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Moments , 2021, with Liang Ma and Paulo Maio, Journal of Money, Credit, and Banking, forthcoming
- Multifactor Models and their Consistency with the APT , 2020, with Liang Ma, Paulo Maio, and Dennis Philip, Review of Asset Pricing Studies, forthcoming
- A Global Macroeconomic Risk Model for Value, Momentum,, and Other Asset Classes , 2020, with Andreea Mitrache and Richard Priestley, Journal of Financial and Quantitative Analysis, forthcoming
- Risk Aversion Sensitive Real Business Cycles , 2019, with Zhanhui Chen, Paul Ehling, and Costas Xiouros, Management Science, forthcoming
- 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
- Victoria Atanasov, Ilan Cooper, Richard Priestley, and Junhua Zhong, 2018, The Factor Structure of Time-Varying Discount Rates
- Ilan Cooper, Paulo Maio, and Chunyu Yang, 2021, What Drives Marginal Q Fluctuations?
- Ilan Cooper, Paulo Maio, and Chunyu Yang, 2021, The Marginal Profit-to-Q Ratio: Reassessing the Cash-Flow Channel