(with Woon Wong and Y Zeng), Information-Based Trade in the Shanghai Stock Market , Global Finance Journal, 12, (2009), 180-190, doi:10.1016/j.gfj.2009.02.002
(with S. Heravi) Structural Breaks in the Real Exchange Rate Adjustment Mechanism, Applied Financial Economics, 19 (2), 2009, 121-34
The Death of the Credit Markets: Suicide, Homicide or Accidental Death?, Investment Research and Analysis Journal, Investment Research and Analysis Journal, 3(1), Spring 2008, 14-22
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds, Journal of Business, Finance and Accounting, Vol. 34, Issue 1-2, Jan/March 2007, 313-330
(with S. Jones and Kin Lam) The Index Futures Markets: Is Screen Trading More Efficient?, Journal of Futures Markets, Vol. 24, Number 4, 337-57, 2004
(with B. Zhang) Volatilty and Volume in Chinese Stock Markets, Journal of Chinese Economic and Business Studies, Vol 1, Number 3, 287-300, 2003
(with S. Jones) Intradaily Patterns in the Korean Index Futures Market, Asian Economic Journal, Vol 16, No 2, 2002, 153-74
(with S. Jones) Default Probabilities of European Sovereign Debt: Market-Based Estimates, presented at seminars/conferences in Cardiff, Swansea, Washington, DC, Applied Economics Letters, 2001, 8, 321-4
(with Richard C. Stapleton and Ser-Huang Poon), The Determinants of Implied Volatility: A Test Using LIFFE Option Prices, Journal of Business Finance and Accounting, September/October 2000, Issue 27(7/8) 859-885 &(8)
(with P. Wang) Price and Net Asset Value of UK Investment Trusts: A Time Series Approach, European Journal of Finance, 2000 6(3), 298-310
(with A.Abhyankar and W.Wong) LIFFE Cycles: Intraday Evidence from the FTSE-100 Stock Index Futures Market, European Journal of Finance, 5 (1999), 123-39
(with A.Abhyankar and W.Wong) Uncovering Nonlinear Structure in Real-Time Stock Market Indices: the S&P 500, the FTSE 100 and the DAX, Journal of Business and Economic Statistics, 15, 1, 1-14, 1997
(with Michael J. Moore) A Comparison of Johansen and Phillips-Hansen Cointegration Tests of Forward Market Efficiency: Baillie and Bollerslev Revisited, Economics Letters, 47 (1995), 131-5
(with A.Abhyankar and W.Wong) Nonlinearity in Real-Time Stock Prices: Evidence From the UK, January 1994, presented at the European Institute for Advanced Studies in Management Conference on Empirical Research in Finance, Brussels, May 1994, Society for Economic Dynamics and Control Annual Conference, UCLA, June 1994, North American Econometric Soc. (Winter Meeting, Jan.1995), in Economic Journal, Vol 105, Number 431, July 1995, 864-880
(with A.Abhyankar and W.Wong) Moment Condition Failure in High Frequency Financial Data: Evidence from the S&P 500, Applied Economics Letters Vol. 2, 1995, pp 288-90
(with P.Wang) Estimating Daily Seasonality in Foreign Exchange Rate Changes, Journal of Forecasting, Vol 13, 1994, 519-528
(with A. Cheng and John O'Hanlon) Investment Trust Discounts and Abnormal Returns: UK Evidence, Journal of Business Finance and Accounting, Vol. 21, No. 6, Sept. 1994, 813-831
(with P.Wang) Estimating Daily Seasonals in Financial Time Series: the Use of High-Pass spectral Filters, Economics Letters, Vol 43, pp.1-4, 1993
(with Richard C. Stapleton) The Duration and Volatility of Spot and Futures Prices, Review of Futures Markets, Vol. 11, No.1, pp 14-21, 1993
(with Eric J. Levin) Reading the Message From the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium, The Manchester School, 61, June 1993, 13-34
(with Richard C. Stapleton) Information, Interest Rates and the Volatility of Asset Prices, Review of Quantitative Finance and Accounting, 3, March 1993, 99-115 Efficiency of the Forward Market Day by Day and Month by Month, Applied Financial Economics, 3, 1993, pp79-87 (also presented at Eleventh International Symposium on Forecasting, New York City, June 10th 1991)
(with Eric J. Levin) Real Interest Rates, Expected Inflation and the Inflation Uncertainty Premium: Evidence from UK Index-Linked Bond Prices, Economics Letters, March 1992
Cointegration Tests with Daily Exchange Rates, Oxford Bulletin of Economics and Statistics, May 1991, pp.185-98 Market Efficiency Before and After the Crash, Fiscal Studies, Volume 10, No.3, pp.13-33, August 1989
Oil News and the Petropound: Some Tests, Economics Letters, 1984, Vol.16, Nos. 1-2, pp.123-127, reprinted in Exchange Rate Economics, edited by MacDonald, R. and Taylor, M.P.
The Pound Sterling/US Dollar Exchange Rate and the 'News', Economics Letters, 1984, Vol.15, Nos. 1-2, pp.109-113
Public Sector Prices and the Real Exchange Rate in the UK Recession, Bulletin of Economic Research, Vol.35, No.2, November lscher (eds), London: Macmillan ,1996 Currencies in Eckett and Jencks (eds) Investing Rules, pp. 85-6
The Exchange Rate Environment, by Brooks, Cuthbertson and Mayes, for the Manchester School, March 1987, Vol. LV, No.1, pp.95-6.
The Balance of Payments: New Perspectives on Open Economy Macroeconomics, by Mark P. Taylor, for the Manchester School, Sept.1990, pp.324-5
Exchange rate Forecasting: Techniques and Applications, by Imad A Moosa, for the International Journal of Forecasting, Vol 18, 2002, 153-4
(with S-A Jones and K. Lam) The Index Futures Market: Is Screen Trading More Efficient? presented at seminars at Universities of Cardiff, Strathclyde and Durham, also at Chicago Board of Trade Asian Conference, Bangkok, December 2001 and PACAP/APFA/FMA Asia Conference, Tokyo, July 2002
(with B. Zhang) Volume and Volatility in Chinese Stock Markets, presented at Chinese Economic Association Conference, April 2001, also at 9th Global Finance Association Annual Conference, May 2002, Beijing
Price Barriers in the UK Stock Market: the FTSE-100 versus the FT-30, presented at seminars at Cardiff
(with S-A Jones) Intradaily Patterns in Two Asian Futures Markets: Korea and Hong Kong, presented at Conferences of Portuguese Finance Network, June 2000, European Financial Management Assn June 2000
Crises in Asian Currency Markets, presented at Korean Institute of Finance, May 2000
(with S-A Jones and K.Lam) Market Efficiency and High Frequency Reversals: a Test Based on the Timing of Daily Highs and Lows 1983, pp.97-121
Capital Investment in the UK, Chapter 1 of: "Capital Investment: Theory and Practice", Managerial Finance, Volume 6, No.2, 1980, pp.1-12
Wage Inflation, Productivity and Wage-Leadership, Manchester School, September 1977, Volume XLV, No.3, pp.258-269:
Sterling and the Oil Market: the Evidence from Weekly Data, The Investment Analyst, Vol.74, October 1984, pp.34-6.
Why does Government Preserve Lame Ducks?, Economic Affairs, Vol.6, No.6, Aug./Sept 1986, pp.14-16.
Monetary Union, Financial Chaos, Parliamentary Review (Conference Edition), 1996, 99-100
The Black Hole at the Heart of Europe, The Times, November 1997 The Rich Are Always Welcome, Western Mail, 1st September 2001
In the Long Run, You Need Dividends. Here's Why..., The Fleet Street Letter, 20th July 2002, No. 2141
Exchange Rates and International Finance, 370pp., Addison-Wesley, September 1989, 2 reprints, 2nd edition Aug 1994, 3rd edition, May 2000 (Chinese Translation 2002)
Exchange Rates and News: A Vector Autoregression Approach, September 1989, Chapter 8 of Innovations in Open Economy Macroeconomics, Ronald MacDonald and Mark Taylor (eds.), Basil Blackwell, pp.218-238 (with Richard C. Stapleton),
A Model of Equity Volatility, in Money and Financial Markets, (Mark P. Taylor ed.), Basil Blackwell, September 1991, pp.244-59
Discussion in The German Currency Union of 1990 - A Critical Assessment, S.F.Frowen and J.H
The Non-Problem of Short Selling, Chapter 10, pp. 109-15 in Verdict on the Crash: Causes and Policy Implications, P. Booth (ed), Institute of Economic Affairs, London, 2009
Currencies in The Global Investor Book of Investing Rules, 85-7, Harriman House Ltd, Petersfield, UK, 2001
Risk Measurement and Management in a Crisis-Prone World, with Woon K Wong (July 2008)
The Credit Risk Premium in a Disaster-Prone World, with Yanhui Zhu (May 2008)
The Other Side of the Trading Story: Evidence from NYSE, with Woon K Wong and Ralph Lu (April 2008)
Information-Based Trade in the Shanghai StockMarket, with Woon K Wong and Y Zeng (November 2007)
Rare Disasters and the Equity Premium in a Two-Country World, with Yanhui Zhu (March 2007)
Structural Breaks in the Real Exchange Rate Process, with Saeed Heravi (July 2006), Published in Applied Financial Economics,19:2,121-134. DOI: 10.1080/09603100701765216
Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds (February 2006)
Hedging Effectiveness in the Index Futures Market, with Yanhui Zhu (January 2006)
Links:
[1] mailto:CopelandL@cardiff.ac.uk
[2] http://blogs.reuters.com/great-debate-uk/author/laurencecopeland/