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Information about:
Laurence Copeland

Personal Details | Affiliation | Works
This is information that was supplied by Laurence Copeland in registering through RePEc. If you are Laurence Copeland , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Laurence
Middle Name:
Last Name: Copeland
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RePEc Short-ID: pco204

Email:
Homepage: http://www.cf.ac.uk/carbs/econ/copelandl/index.html
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!]

  2. 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. [Downloadable!]

  3. 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. [Downloadable!]

  4. 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. [Downloadable!]

  5. 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. [Downloadable!]

  6. 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. [Downloadable!]

  7. 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. [Downloadable!]
    Published as:

  8. Laurence Copeland, 2005. "Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds," Finance 0504007, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  9. 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, Department of Economics.
    Published as:

Articles

  1. 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. [Downloadable!] (restricted)

  2. Laurence Copeland & Saeed Heravi, 2009. "Structural breaks in the real exchange rate adjustment mechanism," Applied Financial Economics, Taylor and Francis Journals, vol. 19(2), pages 121-134. [Downloadable!] (restricted)
    Other versions:

  3. Laurence Copeland, 2007. "Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 34(1-2), pages 313-330. [Downloadable!] (restricted)
    Other versions:

  4. Laurence Copeland & Biqiong Zhang, 2003. "Volatility and Volume in Chinese Stock Markets," Journal of Chinese Economic and Business Studies, Taylor and Francis Journals, vol. 1(3), pages 287-300, September. [Downloadable!] (restricted)

  5. 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. [Downloadable!] (restricted)

  6. Copeland, Laurence & Jones, Sally-Anne, 2001. "Default Probabilities of European Sovereign Debt: Market-Based Estimates," Applied Economics Letters, Taylor and Francis Journals, vol. 8(5), pages 321-24, May. [Downloadable!] (restricted)

  7. L. Copeland, Ping Wang, 2000. "Forecasting the returns on UK investment trusts: a comparison," European Journal of Finance, Taylor and Francis Journals, vol. 6(3), pages 298-310, September. [Downloadable!] (restricted)

  8. L. Copeland & S. H. Poon & R. C. Stapleton, 2000. "The Determinants of Implied Volatility: A Test Using LIFFE Option Prices," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 27(7&8), pages 859-885. [Downloadable!] (restricted)

  9. A. Abhyankar, L.S. Copeland, W. Wong, 1999. "LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market," European Journal of Finance, Taylor and Francis Journals, vol. 5(2), pages 123-139, June. [Downloadable!] (restricted)

  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. 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 864-80, July. [Downloadable!] (restricted)

  12. 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. [Downloadable!] (restricted)

  13. Abhyankar, A & Copeland, L S & Wong, W, 1995. "Moment Condition Failure in High Frequency Financial Data: Evidence from the S&P 500," Applied Economics Letters, Taylor and Francis Journals, vol. 2(8), pages 288-90, August. [Downloadable!] (restricted)

  14. Copeland, Laurence S, 1993. "Efficiency of the Forward Market Day by Day and Month by Month," Applied Financial Economics, Taylor and Francis Journals, vol. 3(1), pages 79-87, March. [Downloadable!] (restricted)

  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, Blackwell Publishing, vol. 61(0), pages 13-34, Suppl..
    Other versions:

  16. 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. [Downloadable!] (restricted)

  17. 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 185-98, May.

  18. Copeland, Laurence S., 1984. "The pound sterling/US dollar exchange rate and the 'new'," Economics Letters, Elsevier, vol. 15(1-2), pages 109-113. [Downloadable!] (restricted)

  19. Copeland, Laurence S., 1984. "Oil news and the petropound : Some tests," Economics Letters, Elsevier, vol. 16(1-2), pages 123-127. [Downloadable!] (restricted)

  20. Copeland, Laurence S, 1983. "Public Sector Prices and the Real Exchange-Rate in the UK Recession," Bulletin of Economic Research, Blackwell Publishing, vol. 35(2), pages 97-121, November.

  21. Copeland, Laurence S, 1977. "Wage-Inflation, Productivity and Wage-Leadership," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 45(3), pages 258-69, September.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-07-21
  2. NEP-ETS: Econometric Time Series (1) 2006-02-19
  3. NEP-FMK: Financial Markets (4) 2006-02-19 2006-02-19 2006-07-21 2008-07-30 Author is listed
  4. NEP-FOR: Forecasting (1) 2006-02-19
  5. NEP-IFN: International Finance (4) 2006-07-21 2008-07-30 2008-07-30 2008-07-30 Author is listed
  6. NEP-MST: Market Microstructure (2) 2008-01-26 2008-07-30
  7. NEP-RMG: Risk Management (3) 2006-02-19 2008-07-30 2008-07-30 Author is listed
  8. NEP-SEA: South East Asia (1) 2006-07-21
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2007-03-10
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This page was last updated on 2009-11-28.

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