Lu, Wenna, Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 and Copeland, Laurence 2023. The pricing of unexpected volatility in the currency market. European Journal of Finance 29 (17) , pp. 2032-1046. 10.1080/1351847X.2023.2190464 |
Copeland, Laurence Sidney and Lu, Wenna 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 |
Yang, Yan and Copeland, Laurence 2014. The effects of sentiment on market return and volatility and the cross-sectional risk premium of sentiment-affected volatility. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Copeland, Laurence and Lu, Wenna 2013. Dodging the steamroller: fundamentals versus the carry trade. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Copeland, Laurence Sidney and Zhu, Yanhui 2010. Hedging effectiveness in the index futures markets. Gregoriou, Greg N. and Pascalau, Razvan, eds. Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models, Basingstoke: Palgrave Macmillan, pp. 97-116. |
Copeland, Laurence Sidney 2009. The non-problem of short selling. Booth, Philip, ed. Verdict on the Crash: Causes and Policy Implications (IEA monograph), London: IEA, pp. 109-115. |
Copeland, Laurence Sidney, Wong, Woon K. ORCID: https://orcid.org/0000-0001-6892-9965 and Zeng, Yong 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, Laurence Sidney and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2009. Structural breaks in the real exchange rate adjustment mechanism. Applied Financial Economics 19 (2) , pp. 121-134. 10.1080/09603100701765216 |
Zhu, Yanhui and Copeland, Laurence 2008. The credit risk premium in a disaster-prone world. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Wong, Woon K., Copeland, Laurence and Lu, Ralph 2008. The other side of the trading story: evidence from NYSE. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Wong, Woon K. and Copeland, Laurence 2008. Risk measurement and management in a crisis-prone world. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Copeland, Laurence, Wong, Woon K. and Zeng, Y. 2008. Information-based trade in the Shanghai stock market. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Copeland, Laurence Sidney, Wong, Woon K. ORCID: https://orcid.org/0000-0001-6892-9965 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. |
Copeland, Laurence Sidney and Zhu, Yanhui 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, Laurence Sidney and Zhu, Yanhui 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, Laurence Sidney and Zhu, Yanhui 2008. Rare disasters and the equity risk premium in a two-country world. Presented at: AFFI Conference 2008, Lille, France, 20-22 May 2008. |
Zhu, Yanhui and Copeland, Laurence Sidney 2008. The credit risk premium in a disaster-prone world. Presented at: European Monetary Forum 2008, Leuven, Belgium, 14-15 November 2008. |
Zhu, Yanhui and Copeland, Laurence Sidney 2008. The credit risk premium in a disaster-prone world. Presented at: AFFI 6th Paris Finance International Meeting, Paris, France, 18-19 Decmber 2008. |
Wong, Woon K. ORCID: https://orcid.org/0000-0001-6892-9965, Copeland, Laurence Sidney 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. |
Wong, Woon K. ORCID: https://orcid.org/0000-0001-6892-9965 and Copeland, Laurence Sidney 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 |
Copeland, Laurence Sidney 2008. Exchange rates and international finance. 5th ed. Harlow: Financial Times/ Prentice Hall. |
Copeland, Laurence Sidney, 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, Laurence Sidney and Zhu, Yanhui 2007. Rare disasters and the equity premium in a two-country world. [Working Paper]. Working Paper Series, Social Science Electronic Network. Available at: http://papers.ssrn.com/sol3/papers.cfm?abstract_id... |
Copeland, Laurence Sidney 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, Laurence and Zhu, Yanhui 2007. Rare disasters and the equity premium in a two-country world. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Copeland, Laurence Sidney and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 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, Laurence and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2006. Structural breaks in the real exchange rate adjustment mechanism. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Copeland, Laurence 2006. Arbitrage bounds and the time series properties of the discount on UK closed-end mutual funds. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Copeland, Laurence Sidney, Lam, Kin and Jones, Sally-Ann 2004. The Index Futures Markets: Is Screen Trading More Efficient? Journal of Futures Markets 24 (4) , pp. 337-357. 10.1002/fut.10119 |
Copeland, Laurence Sidney 2004. Exchange rates and international finance. 4th ed. Harlow, UK: Financial Times/ Prentice Hall. |
Copeland, Laurence and Zhang, Biqiong 2003. Volatility and volume in Chinese stock markets. Journal of Chinese Economic and Business Studies 1 (3) , pp. 287-300. 10.1080/1476528032000108562 |
Copeland, Laurence 2002. In the long run, you need dividends. Here's why... The Fleet Street Letter (2141) |
Copeland, Laurence Sidney and Jones, Sally Anne 2002. Intradaily patterns in the Korean index futures market. Asian economic journal 16 (2) , pp. 153-174. 10.1111/1467-8381.00146 |
Copeland, Laurence Sidney 2002. Currencies, investing rules. Jenks, Philip and Eckett, Stephen, eds. The Global-Investor Book of Investing Rules: Invaluable Advice from 150 Master Investors, London: Financial Times/ Prentice Hall, pp. 85-86. |
Copeland, Laurence Sidney 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 |
Copeland, Laurence Sidney and Jones, Sally Anne 2001. Default Probabilities of European Sovereign Debt: Market-Based Estimates. Applied Economics Letters 8 (5) , pp. 321-324. 10.1080/135048501750157521 |
Abyankar, A., Copeland, Laurence Sidney and Wong, Woon K. ORCID: https://orcid.org/0000-0001-6892-9965 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 |
Abyankar, A., Copeland, Laurence Sidney and Wong, Woon K. ORCID: https://orcid.org/0000-0001-6892-9965 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 |
Abyankar, A., Copeland, Laurence Sidney and Wong, Woon K. ORCID: https://orcid.org/0000-0001-6892-9965 1995. Nonlinear dynamics in real-time equity market indices: evidence from the United Kingdom. The Economic Journal 105 (431) , pp. 864-880. |