Author Page for Laurence Copeland

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

Philip Booth, Michael Beenstock, Eamonn Butler, Tim Congdon, Laurence Copeland, Kevin Dowd, Samuel Gregg, John Kay, David T. Llewellyn, Alan D. Morrison, D. R. Myddelton, Anna Schwartz, Geoffrey Wood, James Alexander and John Greenwood

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

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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)

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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

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4.

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

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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

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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

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5.

The Credit Risk Premium in a Disaster-Prone World

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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

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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

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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

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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)

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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

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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

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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

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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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Uncovering Nonlinear Structure in Real-Time Stock Market Indices

Posted: 24 Oct 1999

Abhay Abhyankar, Laurence Copeland and W. Wong

MOVE, Cardiff University - Cardiff Business School and University of Stirling

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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, Alliance Manchester Business School, University of Manchester 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

MOVE, Cardiff University - Cardiff Business School and University of Stirling

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

Posted: 25 Apr 1998

Laurence Copeland

Cardiff University - Cardiff Business School

Laurence Copeland

Cardiff University - Cardiff Business School

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Scholarly Papers (15)

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

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The EU Proposals for the Regulation of Alternative Investments

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