Laurence Copeland

Cardiff University - Cardiff Business School

Aberconway Building

Colum Drive

Cardiff, CF10 3EU

United Kingdom

SCHOLARLY PAPERS

15

DOWNLOADS

1,737

CITATIONS

6

Scholarly Papers (15)

1.

Verdict on the Crash: Causes and Policy Implications

Institute of Economic Affairs Monographs, No. HPB 37, 2009
Number of pages: 104 Posted: 23 Sep 2009
City University London - Sir John Cass Business School, Hebrew University of Jerusalem - Department of Economics, Adam Smith Institute, Institute of Economic Affairs (IEA), Cardiff University - Cardiff Business School, Nottingham University Business School (NUBS), Acton Institute for the Study of Religion and Liberty, London School of Economics & Political Science (LSE), Loughborough University - Department of Economics, University of Oxford - Said Business School, Cranfield University, National Bureau of Economic Research (NBER), Cass Business School, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 609 (42,379)

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credit crunch, financial crisis, bank bailouts, financial regulation, Financial Services Authority, bank regulation, monetary policy, central banks, Federal Reserve, Fannie Mae, Freddie Mac, Community Reinvestment Act, Bank of England, Alan Greenspan

2.

The Index Futures Markets: Is Screen Trading More Efficient?

Number of pages: 21 Posted: 05 Oct 2001
Laurence Copeland, Sally Anne Jones and Kin Lam
Cardiff University - Cardiff Business School, Cardiff University - Cardiff Business School and Hong Kong Baptist University (HKBU)
Downloads 360 (81,138)
Citation 2

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index futures; Arc-Sine Law; overreaction

3.

Risk Measurement and Management in a Crisis-Prone World

Number of pages: 26 Posted: 11 Sep 2008
Woon K. Wong and Laurence Copeland
IMRU, Cardiff Business School and Cardiff University - Cardiff Business School
Downloads 199 (150,452)

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Value-at-Risk, expected shortfall, tail risk contribution, saddlepoint technique, risk capital

Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds

Number of pages: 45 Posted: 12 Dec 2004
Laurence Copeland
Cardiff University - Cardiff Business School
Downloads 146 (197,792)

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Closed-end mutual funds, ESTAR, LSTAR, long memory

Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds

Journal of Business Finance & Accounting, Vol. 34, No. 1-2, pp. 313-330, January/March 2007
Number of pages: 18 Posted: 01 Mar 2007
Laurence Copeland
Cardiff University - Cardiff Business School
Downloads 23 (513,352)
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The Credit Risk Premium in a Disaster-Prone World

Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 21 Posted: 13 Oct 2008
Laurence Copeland and Yanhui Zhu
Cardiff University - Cardiff Business School and Cardiff University - Cardiff Business School - Economics Section
Downloads 79 (306,329)

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equity risk premium, default risk, credit spread, leverage, corporate debt

The Credit Risk Premium in a Disaster-Prone World

Number of pages: 37 Posted: 16 Feb 2009
Yanhui Zhu and Laurence Copeland
University of the West of England and Cardiff University - Cardiff Business School
Downloads 39 (431,703)

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equity risk premium, default risk, credit spread, leverage, corporate debt

6.

Rare Disasters and the Equity Premium in a Two-Country World

Number of pages: 20 Posted: 05 Mar 2007
Laurence Copeland and Yanhui Zhu
Cardiff University - Cardiff Business School and Cardiff University - Cardiff Business School - Economics Section
Downloads 80 (301,100)
Citation 4

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equity risk premium, default risk, international diversification

7.

Information-Based Trade in the Shanghai Stock Market

Global Finance Journal, Forthcoming
Number of pages: 23 Posted: 10 Mar 2008 Last Revised: 23 Jul 2009
Laurence Copeland, Woon K. Wong and Yong Zeng
Cardiff University - Cardiff Business School, IMRU, Cardiff Business School and University of Electronic Science and Technology of China (UESTC)
Downloads 74 (315,201)
Citation 2

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8.

Structural Breaks in the Real Exchange Rate Mechanism

Number of pages: 34 Posted: 27 Jul 2006
Laurence Copeland and Saeed Heravi
Cardiff University - Cardiff Business School and Cardiff University
Downloads 70 (324,998)

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real exchange rates, PPP, TV-STAR

9.

The Other Side of the Trading Story: Evidence from NYSE

Number of pages: 29 Posted: 08 Sep 2008 Last Revised: 12 Jul 2009
Woon K. Wong, Laurence Copeland and Ralph C. Lu
IMRU, Cardiff Business School, Cardiff University - Cardiff Business School and Ming Chuan University - Department of Finance
Downloads 57 (360,957)

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liquidity trade, informed trades

10.

The EU Proposals for the Regulation of Alternative Investments

Economic Affairs, Vol. 32, Issue 3, pp. 32-36, 2012
Number of pages: 5 Posted: 20 Oct 2012
Laurence Copeland
Cardiff University - Cardiff Business School
Downloads 1 (642,869)
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credit rating agencies, European Union, Alternative Investment Fund Management Directive

11.

Intradaily Patterns in the Korean Index Futures Market

Asian Economic Journal Asian Economic Journal, Vol. 16, No. 2, pp. 153-74, 2002
Posted: 09 Nov 2008
Laurence Copeland and Sally Anne Jones
Cardiff University - Cardiff Business School and Cardiff University - Cardiff Business School

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index futures, Korean stock market, intraday volatility

12.

Uncovering Nonlinear Structure in Real-Time Stock Market Indices

Posted: 24 Oct 1999
Abhay Abhyankar, Laurence Copeland and W. Wong
University of Exeter Business School, University of Exeter, Cardiff University - Cardiff Business School and University of Stirling

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13.

The Implied Volatility of Option Prices: A Test Using Options on UK Stocks

University of Lancaster Working Paper No. 95/004
Posted: 10 Oct 1998
Laurence Copeland, Ser-Huang Poon and Richard C. Stapleton
Cardiff University - Cardiff Business School, University of Manchester - Manchester Business School and University of Strathclyde - Department of Accounting and Finance

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14.

Life Cycles: Intraday Evidence from the Ft-Se 100 Stock Index Futures Market

Posted: 05 May 1998
Abhay Abhyankar, Laurence Copeland and W. Wong
University of Exeter Business School, University of Exeter, Cardiff University - Cardiff Business School and University of Stirling

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15.

Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the UK

Posted: 25 Apr 1998
Laurence Copeland
Cardiff University - Cardiff Business School

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