What Does the Cross-Section Tell about Itself? Explaining Equity Risk Premia with Stock Return Moments
Ian Cooper,
Liang Ma,
Paulo Maio
Journal of Money, Credit and Banking,
vol. 54, 2022, p. 73-118.
New Evidence on Conditional Factor Models
Ian Cooper,
Paulo Maio
Journal of Financial and Quantitative Analysis,
vol. 54, 2019, p. 1975-2016.
The Default Risk of Swaps
Ian Cooper,
António Mello
Journal of Finance,
vol. 46, 1991, p. 597-620.