Yr Athro Laurence Copeland

2023

• Lu, W., Xu, Y. and Copeland, L. 2023. The pricing of unexpected volatility in the currency market. European Journal of Finance 29(17), pp. 2032-1046. (10.1080/1351847X.2023.2190464)

2016

• Copeland, L. S. and Lu, W. 2016. Dodging the steamroller: fundamentals versus the carry trade. Journal of International Financial Markets, Institutions and Money 42, pp. 115-131. (10.1016/j.intfin.2016.02.004)

2014

• Yang, Y. and Copeland, L. 2014. The effects of sentiment on market return and volatility and the cross-sectional risk premium of sentiment-affected volatility. Working paper. Cardiff: Cardiff University.

2013

• Copeland, L. and Lu, W. 2013. Dodging the steamroller: fundamentals versus the carry trade. Working paper. Cardiff: Cardiff University.

2010

• Copeland, L. S. and Zhu, Y. 2010. Hedging effectiveness in the index futures markets. In: Gregoriou, G. N. and Pascalau, R. eds. Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models. Basingstoke: Palgrave Macmillan, pp. 97-116.

2009

• Copeland, L. S. 2009. The non-problem of short selling. In: Booth, P. ed. Verdict on the Crash: Causes and Policy Implications (IEA monograph). London: IEA, pp. 109-115.
• Copeland, L. S., Wong, W. K. and Zeng, Y. 2009. Information-based trade in the Shanghai stock market. Global Finance Journal 20(2), pp. 180-190. (10.1016/j.gfj.2009.02.002)
• Copeland, L. S. and Heravi, S. 2009. Structural breaks in the real exchange rate adjustment mechanism. Applied Financial Economics 19(2), pp. 121-134. (10.1080/09603100701765216)

2008

• Zhu, Y. and Copeland, L. 2008. The credit risk premium in a disaster-prone world. Working paper. Cardiff: Cardiff University.
• Wong, W. K., Copeland, L. and Lu, R. 2008. The other side of the trading story: evidence from NYSE. Working paper. Cardiff: Cardiff University.
• Wong, W. K. and Copeland, L. 2008. Risk measurement and management in a crisis-prone world. Working paper. Cardiff: Cardiff University.
• Copeland, L., Wong, W. K. and Zeng, Y. 2008. Information-based trade in the Shanghai stock market. Working paper. Cardiff: Cardiff University.
• Wong, W. K., Copeland, L. S. and Lu, R. 2008. The other side of the trading story: evidence from NYSE. Presented at: CRSP Forum 2008, Chicago, USA, 3-4 November 2008.
• Copeland, L. S. 2008. Exchange rates and international finance. 5th ed.. Harlow: Financial Times/ Prentice Hall.
• Wong, W. K. and Copeland, L. S. 2008. Risk measurement and management in a crisis-prone world. Working paper. Social Science Research Network. Available at: http://dx.doi.org/10.2139/ssrn.1265285
• Zhu, Y. and Copeland, L. S. 2008. The credit risk premium in a disaster-prone world. Presented at: AFFI 6th Paris Finance International Meeting, Paris, France, 18-19 Decmber 2008.
• Zhu, Y. and Copeland, L. S. 2008. The credit risk premium in a disaster-prone world. Presented at: European Monetary Forum 2008, Leuven, Belgium, 14-15 November 2008.
• Copeland, L. S. and Zhu, Y. 2008. Rare disasters and the equity risk premium in a two-country world. Presented at: AFFI Conference 2008, Lille, France, 20-22 May 2008.
• Copeland, L. S. and Zhu, Y. 2008. Rare disasters and the equity risk premium in a two-country world. Presented at: 5th Portugese Finance Network (PFN) Conference, Coimbra, Portugal, 10-12 July 2008.
• Copeland, L. S. and Zhu, Y. 2008. Rare disasters and equity risk premium in a two-country world. Presented at: 15th Annual Global Finance Conference, Hangzhou, China, 18-20 May 2008.
• Copeland, L. S., Wong, W. K. and Zeng, Y. 2008. Information-based trade in the Shanghai stock market. Presented at: 15th Annual Global Finance Conference, Hangzhou, China, 18-20 May 2008.

2007

• Copeland, L. S., Wong, Y. and Yong, Z. 2007. Information risk as a determinant of china stock returns. Presented at: Inaugural International Conference of the UCD Confucius Institute for Ireland and the Irish Institute for Chinese Studies, Dublin, Ireland, 16-18 August 2007.
• Copeland, L. S. and Zhu, Y. 2007. Rare disasters and the equity premium in a two-country world. Working paper. Social Science Electronic Network. Available at: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=968080
• Copeland, L. S. 2007. Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds. Journal of Business Finance & Accounting 34(1-2), pp. 313-330. (10.1111/j.1468-5957.2006.00649.x)
• Copeland, L. and Zhu, Y. 2007. Rare disasters and the equity premium in a two-country world.. Working paper. Cardiff: Cardiff University.

2006

• Copeland, L. S. and Heravi, S. 2006. Structural breaks in the real exchange rate adjustment mechanism. Presented at: All China Economics International Conference, Hong Kong, China, 18-20 December 2006.
• Copeland, L. and Heravi, S. 2006. Structural breaks in the real exchange rate adjustment mechanism. Working paper. Cardiff: Cardiff University.
• Copeland, L. 2006. Arbitrage bounds and the time series properties of the discount on UK closed-end mutual funds. Working paper. Cardiff: Cardiff University.

2004

• Copeland, L. S., Lam, K. and Jones, S. 2004. The Index Futures Markets: Is Screen Trading More Efficient?. Journal of Futures Markets 24(4), pp. 337-357. (10.1002/fut.10119)
• Copeland, L. S. 2004. Exchange rates and international finance. 4th ed.. Harlow, UK: Financial Times/ Prentice Hall.

2003

• Copeland, L. and Zhang, B. 2003. Volatility and volume in Chinese stock markets. Journal of Chinese Economic and Business Studies 1(3), pp. 287-300. (10.1080/1476528032000108562)

2002

• Copeland, L. 2002. In the long run, you need dividends. Here's why... The Fleet Street Letter(2141)
• Copeland, L. S. and Jones, S. A. 2002. Intradaily patterns in the Korean index futures market. Asian economic journal 16(2), pp. 153-174. (10.1111/1467-8381.00146)
• Copeland, L. S. 2002. Currencies, investing rules. In: Jenks, P. and Eckett, S. eds. The Global-Investor Book of Investing Rules: Invaluable Advice from 150 Master Investors. London: Financial Times/ Prentice Hall, pp. 85-86.
• Copeland, L. S. 2002. Exchange Rate Forecasting. Techniques and applications: Imad A. Moosa, Macmillan Business, London, 2000, ISBN: 0-333-73644-3, pp. 448, £120 (Hardback) [Book Review]. International Journal of Forecasting 18(1), pp. 153-154. (10.1016/S0169-2070(01)00127-3)

2001

• Copeland, L. S. and Jones, S. A. 2001. Default Probabilities of European Sovereign Debt: Market-Based Estimates. Applied Economics Letters 8(5), pp. 321-324. (10.1080/135048501750157521)

1999

• Abyankar, A., Copeland, L. S. and Wong, W. K. 1999. LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market. European Journal of Finance 5(2), pp. 123-139. (10.1080/135184799337136)

1997

• Abyankar, A., Copeland, L. S. and Wong, W. K. 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 15(1), pp. 1-14. (10.1080/07350015.1997.10524681)

1995

• Abyankar, A., Copeland, L. S. and Wong, W. K. 1995. Nonlinear dynamics in real-time equity market indices: evidence from the United Kingdom. The Economic Journal 105(431), pp. 864-880.