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 0 0 1 305
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds 0 0 0 61 1 2 2 372
Dodging the Steamroller: Fundamentals versus the Carry Trade 0 0 0 51 0 0 5 129
Hedging Effectiveness in the Index Futures Market 0 0 0 238 0 0 3 675
Information-Based Trade in the Shanghai StockMarket 0 0 1 27 0 0 2 102
Rare Disasters and the Equity Premium in a Two-Country World 0 0 0 54 1 1 1 191
Reading the Message from the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium 0 0 0 0 0 0 1 254
Risk Measurement and Management in a Crisis-Prone World 0 0 0 122 0 1 3 302
Structural Breaks in the Real Exchange Rate Adjustment Mechanism 0 0 1 66 0 0 1 178
The CDS-bond basis puzzle in the financial sector 0 0 1 26 0 0 2 63
The Credit Risk Premium in a Disaster-Prone World 0 0 0 52 1 1 2 184
The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility 0 1 6 86 2 5 25 155
The Other Side of the Trading Story: Evidence from NYSE 0 0 0 37 2 4 7 106
The Pricing of Unexpected Volatility in the Currency Market 1 3 26 26 3 11 40 40
Total Working Papers 1 4 35 886 10 25 95 3,056


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 0 274
Cointegration Tests with Daily Exchange Rate Data 0 0 0 1 1 1 2 325
Default probabilities of European sovereign debt: market-based estimates 0 0 1 142 0 3 4 365
Estimating daily seasonals in financial time series: The use of high-pass spectral filters 0 0 0 19 0 1 1 83
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 6 372 1 4 26 1,064
Forecasting the returns on UK investment trusts: a comparison 0 0 0 49 0 0 0 277
Information-based trade in the Shanghai stock market 0 0 0 14 1 2 4 103
LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market 0 0 2 233 0 0 10 1,374
Moment condition failure in high frequency financial data: evidence from the S&P 500 0 0 0 35 0 2 4 119
Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom 0 0 0 142 0 5 13 587
Oil news and the petropound: Some tests 0 0 0 2 0 0 0 41
Public Sector Prices and the Real Exchange-Rate in the UK Recession 0 0 0 0 0 1 1 127
Reading the Message from the U.K. Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium 0 0 0 0 1 3 7 394
Structural breaks in the real exchange rate adjustment mechanism 0 0 1 32 2 2 3 113
The EU Proposals for The Regulation of Alternative Investments 0 0 0 8 0 0 0 27
The effects of the 2008 short-sales ban 0 0 0 10 0 0 5 53
The index futures markets: Is screen trading more efficient? 0 0 0 0 1 1 2 10
The pound sterling/US dollar exchange rate and the 'new' 0 0 0 51 0 0 3 1,182
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 5 8 1,076
Volatility and Volume in Chinese Stock Markets 0 0 0 200 1 2 4 548
Wage-Inflation, Productivity and Wage-Leadership 0 0 0 0 1 2 3 78
Total Journal Articles 0 0 10 1,416 10 34 100 8,220


Statistics updated 2022-01-05