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Laurence Copeland

Personal Details

First Name:Laurence
Middle Name:
Last Name:Copeland
Suffix:
RePEc Short-ID:pco204
http://www.cf.ac.uk/carbs/econ/copelandl/index.html

Affiliation

Economics Section
Cardiff Business School
Cardiff University

Cardiff, United Kingdom
http://www.cardiff.ac.uk/business-school/research/themes/economics
RePEc:edi:ecscfuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lu, Wenna & Copeland, Laurence & Xu, Yongdeng, 2021. "The Pricing of Unexpected Volatility in the Currency Market," Cardiff Economics Working Papers E2021/16, Cardiff University, Cardiff Business School, Economics Section.
  2. Kryukova, Marina & Copeland, Laurence, 2015. "The CDS-bond basis puzzle in the financial sector," Cardiff Economics Working Papers E2015/11, Cardiff University, Cardiff Business School, Economics Section.
  3. Yang, Yan & Copeland, Laurence, 2014. "The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility," Cardiff Economics Working Papers E2014/12, Cardiff University, Cardiff Business School, Economics Section.
  4. Copeland, Laurence & Lu, Wenna, 2013. "Dodging the Steamroller: Fundamentals versus the Carry Trade," Cardiff Economics Working Papers E2013/11, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2013.
  5. Wong, Woon K & Copeland, Laurence, 2008. "Risk Measurement and Management in a Crisis-Prone World," Cardiff Economics Working Papers E2008/14, Cardiff University, Cardiff Business School, Economics Section.
  6. Wong, Woon K & Copeland, Laurence & Lu, Ralph, 2008. "The Other Side of the Trading Story: Evidence from NYSE," Cardiff Economics Working Papers E2008/12, Cardiff University, Cardiff Business School, Economics Section.
  7. Copeland, Laurence & Wong, Woon K & Zeng, Y, 2008. "Information-Based Trade in the Shanghai StockMarket," Cardiff Economics Working Papers E2008/2, Cardiff University, Cardiff Business School, Economics Section.
  8. Zhu, Yanhui & Copeland, Laurence, 2008. "The Credit Risk Premium in a Disaster-Prone World," Cardiff Economics Working Papers E2008/13, Cardiff University, Cardiff Business School, Economics Section, revised Oct 2008.
  9. Copeland, Laurence & Zhu, Yanhui, 2007. "Rare Disasters and the Equity Premium in a Two-Country World," Cardiff Economics Working Papers E2007/6, Cardiff University, Cardiff Business School, Economics Section.
  10. Copeland, Laurence & Heravi, Saeed, 2006. "Structural Breaks in the Real Exchange Rate Adjustment Mechanism," Cardiff Economics Working Papers E2006/21, Cardiff University, Cardiff Business School, Economics Section.
  11. Copeland, Laurence & Zhu, Yanhui, 2006. "Hedging Effectiveness in the Index Futures Market," Cardiff Economics Working Papers E2006/10, Cardiff University, Cardiff Business School, Economics Section.
  12. Laurence Copeland, 2005. "Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds," Finance 0504007, University Library of Munich, Germany.
  13. Eric J Levin & Laurence S Copeland, 1992. "Reading the Message from the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium," Working Papers Series 92/8, University of Stirling, Division of Economics.

Articles

  1. Laurence Copeland & Joseph T. Elliott, 2013. "The effects of the 2008 short-sales ban," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 21(4), pages 334-352, November.
  2. Laurence Copeland, 2012. "The EU Proposals for The Regulation of Alternative Investments," Economic Affairs, Wiley Blackwell, vol. 32(3), pages 32-36, October.
  3. Copeland, Laurence & Wong, Woon K. & Zeng, Yong, 2009. "Information-based trade in the Shanghai stock market," Global Finance Journal, Elsevier, vol. 20(2), pages 180-190.
  4. Laurence Copeland & Kin Lam & Sally‐Ann Jones, 2004. "The index futures markets: Is screen trading more efficient?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(4), pages 337-357, April.
  5. Laurence Copeland & Biqiong Zhang, 2003. "Volatility and Volume in Chinese Stock Markets," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 1(3), pages 287-300.
  6. Copeland, Laurence, 2002. "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, Elsevier, vol. 18(1), pages 153-154.
  7. Laurence Copeland & Sally-Anne Jones, 2001. "Default probabilities of European sovereign debt: market-based estimates," Applied Economics Letters, Taylor & Francis Journals, vol. 8(5), pages 321-324.
  8. L. Copeland & Ping Wang, 2000. "Forecasting the returns on UK investment trusts: a comparison," The European Journal of Finance, Taylor & Francis Journals, vol. 6(3), pages 298-310.
  9. A. Abhyankar & L. S. Copeland & W. Wong, 1999. "LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market," The European Journal of Finance, Taylor & Francis Journals, vol. 5(2), pages 123-139.
  10. Abhyankar, A & Copeland, L S & Wong, W, 1997. "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, American Statistical Association, vol. 15(1), pages 1-14, January.
  11. A. Abhyankar & L. S. Copeland & W. Wong, 1995. "Moment condition failure in high frequency financial data: evidence from the S&P 500," Applied Economics Letters, Taylor & Francis Journals, vol. 2(8), pages 288-290.
  12. Abhyankar, A & Copeland, L S & Wong, W, 1995. "Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom," Economic Journal, Royal Economic Society, vol. 105(431), pages 864-880, July.
  13. Moore, Michael J. & Copeland, Laurence S., 1995. "A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited," Economics Letters, Elsevier, vol. 47(2), pages 131-135, February.
  14. Copeland, Laurence S. & Wang, Peijie, 1993. "Estimating daily seasonals in financial time series : The use of high-pass spectral filters," Economics Letters, Elsevier, vol. 43(1), pages 1-4.
  15. Levin, Eric J & Copeland, Laurence S, 1993. "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, University of Manchester, vol. 61(0), pages 13-34, Suppl..
  16. Copeland, Laurence S, 1991. "Cointegration Tests with Daily Exchange Rate Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 53(2), pages 185-198, May.
  17. Copeland, Laurence S., 1984. "The pound sterling/US dollar exchange rate and the 'new'," Economics Letters, Elsevier, vol. 15(1-2), pages 109-113.
  18. Copeland, Laurence S., 1984. "Oil news and the petropound : Some tests," Economics Letters, Elsevier, vol. 16(1-2), pages 123-127.
  19. Copeland, Laurence S, 1983. "Public Sector Prices and the Real Exchange-Rate in the UK Recession," Bulletin of Economic Research, Wiley Blackwell, vol. 35(2), pages 97-121, November.
  20. Copeland, Laurence S, 1977. "Wage-Inflation, Productivity and Wage-Leadership," The Manchester School of Economic & Social Studies, University of Manchester, vol. 45(3), pages 258-269, September.
    RePEc:taf:apfiec:v:19:y:2009:i:2:p:121-134 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (6) 2006-02-19 2006-02-19 2006-07-21 2008-07-30 2014-08-09 2021-07-12. Author is listed
  2. NEP-MST: Market Microstructure (3) 2008-01-26 2008-07-30 2013-11-14
  3. NEP-RMG: Risk Management (3) 2006-02-19 2008-07-30 2008-07-30
  4. NEP-CBA: Central Banking (1) 2006-07-21
  5. NEP-CWA: Central and Western Asia (1) 2021-07-12
  6. NEP-ETS: Econometric Time Series (1) 2006-02-19
  7. NEP-FOR: Forecasting (1) 2006-02-19
  8. NEP-IFN: International Finance (1) 2006-07-21
  9. NEP-ORE: Operations Research (1) 2021-07-12
  10. NEP-SEA: South East Asia (1) 2006-07-21
  11. NEP-UPT: Utility Models and Prospect Theory (1) 2007-03-10

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