Laurence Copeland : Citation Profile


Are you Laurence Copeland?

Cardiff University

6

H index

5

i10 index

210

Citations

RESEARCH PRODUCTION:

23

Articles

13

Papers

RESEARCH ACTIVITY:

   38 years (1977 - 2015). See details.
   Cites by year: 5
   Journals where Laurence Copeland has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 1 (0.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco204
   Updated: 2017-11-24    RAS profile: 2015-11-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Laurence Copeland.

Is cited by:

Lim, Kian-Ping (12)

Shintani, Mototsugu (11)

Liew, Venus (11)

Barnett, William (9)

Serletis, Apostolos (9)

LINTON, OLIVER (8)

Kühl, Michael (6)

Belaire-Franch, Jorge (6)

Narayan, Paresh (5)

von Hagen, Juergen (4)

Robertson, Donald (4)

Cites to:

Baker, Malcolm (7)

Wurgler, Jeffrey (6)

Shleifer, Andrei (5)

Campbell, John (4)

Bollerslev, Tim (4)

Thaler, Richard (3)

Lee, Charles (3)

Waldmann, Robert (2)

Hansen, Lars (2)

Venetis, Ioannis (2)

Hansen, Bruce (2)

Main data


Where Laurence Copeland has published?


Journals with more than one article published# docs
Economics Letters4
The European Journal of Finance2
Applied Economics Letters2
Journal of Business Finance & Accounting2
The Manchester School of Economic & Social Studies2

Working Papers Series with more than one paper published# docs
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section11

Recent works citing Laurence Copeland (2017 and 2016)


YearTitle of citing document
2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices. (2017). Tiwari, Aviral ; Albulescu, Claudiu ; Yoon, Seong-Min . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:182-192.

Full description at Econpapers || Download paper

2016Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Simsek, Koray D ; Demirtas, Ozgur K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102.

Full description at Econpapers || Download paper

2016The price of freedom: Idiosyncratic currency devaluations. (2016). Stocker, Marshall L. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:312-325.

Full description at Econpapers || Download paper

2016Testing for bubbles in the BRICS stock markets. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; Ranjbar, Omid ; Aye, Goodness C ; Chang, Tsangyao . In: Journal of Economic Studies. RePEc:eme:jespps:v:43:y:2016:i:4:p:646-660.

Full description at Econpapers || Download paper

2017Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?. (2017). Masih, Abul ; Umirah, Fatin . In: MPRA Paper. RePEc:pra:mprapa:79762.

Full description at Econpapers || Download paper

2017Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?. (2017). Masih, Abul ; Umairah, Fatin. In: MPRA Paper. RePEc:pra:mprapa:82117.

Full description at Econpapers || Download paper

2016More than 20 years of chaos in economics. (2016). Faggini, Marisa ; Parziale, Anna . In: Mind & Society: Cognitive Studies in Economics and Social Sciences. RePEc:spr:minsoc:v:15:y:2016:i:1:d:10.1007_s11299-015-0164-1.

Full description at Econpapers || Download paper

Works by Laurence Copeland:


YearTitleTypeCited
1997Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100. In: Journal of Business & Economic Statistics.
[Citation analysis]
article72
1983Public Sector Prices and the Real Exchange-Rate in the UK Recession. In: Bulletin of Economic Research.
[Citation analysis]
article0
2012The EU Proposals for The Regulation of Alternative Investments In: Economic Affairs.
[Full Text][Citation analysis]
article0
2000The Determinants of Implied Volatility: A Test Using LIFFE Option Prices In: Journal of Business Finance & Accounting.
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article1
2007Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]
article3
2006Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds.(2006) In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2005Arbitrage Bounds and the Time Series Properties of the Discount on UK Closed-End Mutual Funds.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
1977Wage-Inflation, Productivity and Wage-Leadership. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article0
1993Reading the Message from the U.K. Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article8
1992Reading the Message from the UK Indexed Bond Market: Real Interest Rates, Expected Inflation and the Risk Premium.(1992) In: Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
1991Cointegration Tests with Daily Exchange Rate Data. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article34
2006Hedging Effectiveness in the Index Futures Market In: Cardiff Economics Working Papers.
[Citation analysis]
paper3
2006Structural Breaks in the Real Exchange Rate Adjustment Mechanism In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
paper0
2009Structural breaks in the real exchange rate adjustment mechanism.(2009) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2007Rare Disasters and the Equity Premium in a Two-Country World In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
paper2
2008The Other Side of the Trading Story: Evidence from NYSE In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
paper0
2008The Credit Risk Premium in a Disaster-Prone World In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
paper0
2008Risk Measurement and Management in a Crisis-Prone World In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
paper0
2008Information-Based Trade in the Shanghai StockMarket In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
paper1
2009Information-based trade in the Shanghai stock market.(2009) In: Global Finance Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2013Dodging the Steamroller: Fundamentals versus the Carry Trade In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
paper1
2014The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility In: Cardiff Economics Working Papers.
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paper0
2015The CDS-bond basis puzzle in the financial sector In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
paper0
1995Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom. In: Economic Journal.
[Full Text][Citation analysis]
article47
1984The pound sterling/US dollar exchange rate and the new In: Economics Letters.
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article2
1984Oil news and the petropound : Some tests In: Economics Letters.
[Full Text][Citation analysis]
article0
1993Estimating daily seasonals in financial time series : The use of high-pass spectral filters In: Economics Letters.
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article0
1995A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited In: Economics Letters.
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article10
2002Exchange Rate Forecasting. Techniques and Applications: Imad A. Moosa, Macmillan Business, London, 2000, ISBN: 0-333-73644-3, pp. 448, [UK pound]120 (Hardback) In: International Journal of Forecasting.
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article0
2013The effects of the 2008 short-sales ban In: Journal of Financial Regulation and Compliance.
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article0
1995Moment condition failure in high frequency financial data: evidence from the S&P 500 In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2001Default probabilities of European sovereign debt: market-based estimates In: Applied Economics Letters.
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article16
1999LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market In: The European Journal of Finance.
[Full Text][Citation analysis]
article4
2000Forecasting the returns on UK investment trusts: a comparison In: The European Journal of Finance.
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article2
2003Volatility and Volume in Chinese Stock Markets In: Journal of Chinese Economic and Business Studies.
[Full Text][Citation analysis]
article1
2004The index futures markets: Is screen trading more efficient? In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team