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 40 4 4 8 318
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds 0 0 0 61 1 1 2 377
Dodging the Steamroller: Fundamentals versus the Carry Trade 0 0 2 55 0 1 17 154
Hedging Effectiveness in the Index Futures Market 0 0 0 238 3 4 13 692
Information-Based Trade in the Shanghai StockMarket 0 0 0 29 3 4 13 120
Rare Disasters and the Equity Premium in a Two-Country World 0 0 0 54 1 4 14 211
Reading the Message from the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium 0 0 0 0 1 1 4 263
Risk Measurement and Management in a Crisis-Prone World 0 0 0 122 5 5 11 316
Structural Breaks in the Real Exchange Rate Adjustment Mechanism 0 0 0 67 3 4 9 192
The CDS-bond basis puzzle in the financial sector 0 0 0 29 1 1 4 76
The Credit Risk Premium in a Disaster-Prone World 0 0 0 53 2 2 10 196
The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility 0 0 2 98 4 7 22 213
The Other Side of the Trading Story: Evidence from NYSE 0 0 0 37 2 2 11 122
The Pricing of Unexpected Volatility in the Currency Market 0 0 1 39 1 2 8 71
Total Working Papers 0 0 5 922 31 42 146 3,321


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 1 5 283
Cointegration Tests with Daily Exchange Rate Data 0 0 0 1 8 8 12 346
Default probabilities of European sovereign debt: market-based estimates 0 0 0 144 0 1 6 376
Estimating daily seasonals in financial time series: The use of high-pass spectral filters 0 0 0 20 2 2 6 90
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 5 15 1,097
Forecasting the returns on UK investment trusts: a comparison 0 0 0 50 3 3 8 290
Information-based trade in the Shanghai stock market 0 0 0 14 4 6 6 109
LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market 0 0 1 235 4 6 14 1,396
Moment condition failure in high frequency financial data: evidence from the S&P 500 0 0 0 37 2 6 15 143
Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom 0 0 0 146 2 4 10 617
Oil news and the petropound: Some tests 0 0 0 3 1 1 8 50
Public Sector Prices and the Real Exchange-Rate in the UK Recession 0 0 0 0 4 4 4 131
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 3 413
Structural breaks in the real exchange rate adjustment mechanism 0 0 0 32 0 0 5 119
The EU Proposals for The Regulation of Alternative Investments 0 0 0 9 4 5 5 34
The effects of the 2008 short-sales ban 0 0 0 11 5 14 15 71
The index futures markets: Is screen trading more efficient? 0 0 0 0 2 2 7 18
The pound sterling/US dollar exchange rate and the 'new' 0 0 0 53 0 1 5 1,191
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 3 3 24 1,120
Volatility and Volume in Chinese Stock Markets 0 0 0 201 2 4 8 558
Wage-Inflation, Productivity and Wage-Leadership 0 0 0 0 2 2 3 81
Total Journal Articles 0 0 3 1,443 49 78 184 8,533


Statistics updated 2026-05-06