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 0 0 374
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds 0 0 0 40 0 3 3 309
Dodging the Steamroller: Fundamentals versus the Carry Trade 0 0 1 53 0 0 1 135
Hedging Effectiveness in the Index Futures Market 0 0 0 238 0 0 1 678
Information-Based Trade in the Shanghai StockMarket 0 0 0 29 0 3 3 107
Rare Disasters and the Equity Premium in a Two-Country World 0 0 0 54 1 4 4 197
Reading the Message from the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium 0 0 0 0 0 0 0 259
Risk Measurement and Management in a Crisis-Prone World 0 0 0 122 0 3 3 305
Structural Breaks in the Real Exchange Rate Adjustment Mechanism 0 0 0 67 0 3 4 183
The CDS-bond basis puzzle in the financial sector 0 0 1 29 0 0 2 70
The Credit Risk Premium in a Disaster-Prone World 0 0 0 53 0 0 0 186
The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility 0 0 1 95 0 0 5 185
The Other Side of the Trading Story: Evidence from NYSE 0 0 0 37 0 3 3 111
The Pricing of Unexpected Volatility in the Currency Market 0 0 2 38 0 0 4 62
Total Working Papers 0 0 5 916 1 19 33 3,161


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 0 276
Cointegration Tests with Daily Exchange Rate Data 0 0 0 1 0 0 2 334
Default probabilities of European sovereign debt: market-based estimates 0 0 0 144 0 1 1 370
Estimating daily seasonals in financial time series: The use of high-pass spectral filters 0 0 0 20 0 0 0 84
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 1 1 379 0 2 3 1,081
Forecasting the returns on UK investment trusts: a comparison 0 0 0 50 0 0 0 281
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 0 0 0 234 0 1 2 1,380
Moment condition failure in high frequency financial data: evidence from the S&P 500 0 0 1 37 0 0 3 128
Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom 0 0 0 145 0 2 6 605
Oil news and the petropound: Some tests 0 0 0 3 0 0 0 42
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 0 0 3 410
Structural breaks in the real exchange rate adjustment mechanism 0 0 0 32 0 0 0 114
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 0 1 56
The index futures markets: Is screen trading more efficient? 0 0 0 0 0 0 0 11
The pound sterling/US dollar exchange rate and the 'new' 0 2 2 53 0 2 3 1,185
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 1 1 6 1,095
Volatility and Volume in Chinese Stock Markets 0 0 0 201 0 0 0 550
Wage-Inflation, Productivity and Wage-Leadership 0 0 0 0 0 0 0 78
Total Journal Articles 0 3 4 1,439 1 9 30 8,339


Statistics updated 2025-02-05