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Details about Laurence Copeland

E-mail:
Homepage:http://www.cf.ac.uk/carbs/econ/copelandl/index.html
Workplace:Economics Section, Cardiff Business School, Cardiff University, (more information at EDIRC)

Access statistics for papers by Laurence Copeland.

Last updated 2015-11-13. Update your information in the RePEc Author Service.

Short-id: pco204


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Working Papers

2015

  1. The CDS-bond basis puzzle in the financial sector
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (1)

2014

  1. The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads

2013

  1. Dodging the Steamroller: Fundamentals versus the Carry Trade
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (5)

2008

  1. Information-Based Trade in the Shanghai StockMarket
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (1)
    See also Journal Article in Global Finance Journal (2009)
  2. Risk Measurement and Management in a Crisis-Prone World
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
  3. The Credit Risk Premium in a Disaster-Prone World
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
  4. The Other Side of the Trading Story: Evidence from NYSE
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads

2007

  1. Rare Disasters and the Equity Premium in a Two-Country World
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (3)

2006

  1. Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
    Also in Finance, University Library of Munich, Germany (2005) Downloads
  2. Hedging Effectiveness in the Index Futures Market
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (4)
  3. Structural Breaks in the Real Exchange Rate Adjustment Mechanism
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
    See also Journal Article in Applied Financial Economics (2009)

1992

  1. Reading the Message from the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium
    Working Papers Series, University of Stirling, Division of Economics View citations (6)
    See also Journal Article in The Manchester School of Economic & Social Studies (1993)

Journal Articles

2013

  1. The effects of the 2008 short-sales ban
    Journal of Financial Regulation and Compliance, 2013, 21, (4), 334-352 Downloads

2012

  1. The EU Proposals for The Regulation of Alternative Investments
    Economic Affairs, 2012, 32, (3), 32-36 Downloads

2009

  1. Information-based trade in the Shanghai stock market
    Global Finance Journal, 2009, 20, (2), 180-190 Downloads View citations (2)
    See also Working Paper (2008)
  2. Structural breaks in the real exchange rate adjustment mechanism
    Applied Financial Economics, 2009, 19, (2), 121-134 Downloads View citations (1)
    See also Working Paper (2006)

2004

  1. The index futures markets: Is screen trading more efficient?
    Journal of Futures Markets, 2004, 24, (4), 337-357 Downloads View citations (2)

2003

  1. Volatility and Volume in Chinese Stock Markets
    Journal of Chinese Economic and Business Studies, 2003, 1, (3), 287-300 Downloads View citations (1)

2002

  1. Exchange Rate Forecasting. Techniques and Applications: Imad A. Moosa, Macmillan Business, London, 2000, ISBN: 0-333-73644-3, pp. 448, [UK pound]120 (Hardback)
    International Journal of Forecasting, 2002, 18, (1), 153-154 Downloads

2001

  1. Default probabilities of European sovereign debt: market-based estimates
    Applied Economics Letters, 2001, 8, (5), 321-324 Downloads View citations (18)

2000

  1. Forecasting the returns on UK investment trusts: a comparison
    The European Journal of Finance, 2000, 6, (3), 298-310 Downloads View citations (3)

1999

  1. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market
    The European Journal of Finance, 1999, 5, (2), 123-139 Downloads View citations (3)

1997

  1. Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100
    Journal of Business & Economic Statistics, 1997, 15, (1), 1-14 View citations (82)

1995

  1. A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited
    Economics Letters, 1995, 47, (2), 131-135 Downloads View citations (10)
  2. Moment condition failure in high frequency financial data: evidence from the S&P 500
    Applied Economics Letters, 1995, 2, (8), 288-290 Downloads View citations (6)
  3. Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom
    Economic Journal, 1995, 105, (431), 864-80 Downloads View citations (54)

1993

  1. Estimating daily seasonals in financial time series: The use of high-pass spectral filters
    Economics Letters, 1993, 43, (1), 1-4 Downloads View citations (2)
  2. Reading the Message from the U.K. Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium
    The Manchester School of Economic & Social Studies, 1993, 61, 13-34 View citations (2)
    See also Working Paper (1992)

1991

  1. Cointegration Tests with Daily Exchange Rate Data
    Oxford Bulletin of Economics and Statistics, 1991, 53, (2), 185-98 View citations (35)

1984

  1. Oil news and the petropound: Some tests
    Economics Letters, 1984, 16, (1-2), 123-127 Downloads
  2. The pound sterling/US dollar exchange rate and the 'new'
    Economics Letters, 1984, 15, (1-2), 109-113 Downloads View citations (4)

1983

  1. Public Sector Prices and the Real Exchange-Rate in the UK Recession
    Bulletin of Economic Research, 1983, 35, (2), 97-121

1977

  1. Wage-Inflation, Productivity and Wage-Leadership
    The Manchester School of Economic & Social Studies, 1977, 45, (3), 258-69
 
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