Access Statistics for Laurence Copeland

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds 0 0 0 61 0 1 2 376
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds 0 0 0 40 0 1 4 313
Dodging the Steamroller: Fundamentals versus the Carry Trade 0 0 2 55 6 9 15 150
Hedging Effectiveness in the Index Futures Market 0 0 0 238 2 4 7 685
Information-Based Trade in the Shanghai StockMarket 0 0 0 29 1 2 3 110
Rare Disasters and the Equity Premium in a Two-Country World 0 0 0 54 2 4 8 204
Reading the Message from the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium 0 0 0 0 1 1 1 260
Risk Measurement and Management in a Crisis-Prone World 0 0 0 122 2 4 4 309
Structural Breaks in the Real Exchange Rate Adjustment Mechanism 0 0 0 67 1 2 3 186
The CDS-bond basis puzzle in the financial sector 0 0 0 29 1 2 5 75
The Credit Risk Premium in a Disaster-Prone World 0 0 0 53 3 3 4 190
The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility 0 0 3 98 1 6 17 202
The Other Side of the Trading Story: Evidence from NYSE 0 0 0 37 2 5 5 116
The Pricing of Unexpected Volatility in the Currency Market 0 0 1 39 1 2 4 66
Total Working Papers 0 0 6 922 23 46 82 3,242


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited 0 0 0 106 0 0 3 279
Cointegration Tests with Daily Exchange Rate Data 0 0 0 1 0 2 2 336
Default probabilities of European sovereign debt: market-based estimates 0 0 0 144 1 2 2 372
Estimating daily seasonals in financial time series: The use of high-pass spectral filters 0 0 0 20 1 2 3 87
Exchange Rate Forecasting. Techniques and Applications: Imad A. Moosa, Macmillan Business, London, 2000, ISBN: 0-333-73644-3, pp. 448, [UK pound]120 (Hardback) 0 0 2 381 1 2 7 1,088
Forecasting the returns on UK investment trusts: a comparison 0 0 0 50 1 2 3 284
Information-based trade in the Shanghai stock market 0 0 0 14 0 0 0 103
LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market 1 1 1 235 4 6 9 1,389
Moment condition failure in high frequency financial data: evidence from the S&P 500 0 0 0 37 1 4 5 133
Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom 0 0 1 146 1 2 4 609
Oil news and the petropound: Some tests 0 0 0 3 0 1 3 45
Public Sector Prices and the Real Exchange-Rate in the UK Recession 0 0 0 0 0 0 0 127
Reading the Message from the U.K. Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium 0 0 0 0 1 1 1 411
Structural breaks in the real exchange rate adjustment mechanism 0 0 0 32 1 1 1 115
The EU Proposals for The Regulation of Alternative Investments 0 0 0 9 0 0 0 29
The effects of the 2008 short-sales ban 0 0 0 11 0 1 1 57
The index futures markets: Is screen trading more efficient? 0 0 0 0 1 2 2 13
The pound sterling/US dollar exchange rate and the 'new' 0 0 0 53 0 0 4 1,189
Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 0 0 0 0 0 9 19 1,113
Volatility and Volume in Chinese Stock Markets 0 0 0 201 2 4 4 554
Wage-Inflation, Productivity and Wage-Leadership 0 0 0 0 0 1 1 79
Total Journal Articles 1 1 4 1,443 15 42 74 8,412


Statistics updated 2026-01-09