Concepedia

Laurence Copeland

LC

14

Publications

504

Citations

12

H-Index

1984

Active since

Affiliations

University of Stirling(Current)

Cardiff University

Laurence Copeland is an author at University of Stirling specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingFinancial EconomicsGlobal FinanceEmpirical FinanceEconometricsExchange RateMacroeconomics

Publications per year

1984–2016

14

Publications

14

Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100

Abhay Abhyankar, Laurence Copeland, Wing‐Keung Wong · Journal of Business and Economic Statistics · 1997 · 187 citations

Real-time Returns, Time Series Econometrics, Real-time Stock-market Indexes +16

COINTEGRATION TESTS WITH DAILY EXCHANGE RATE DATA

Laurence Copeland · Oxford Bulletin of Economics and Statistics · 1991 · 121 citations

Macroeconomics, Exchange Rate Movement, Business +4

Default probabilities of European sovereign debt: market-based estimates

Laurence Copeland, Sally-Anne Jones · Applied Economics Letters · 2001 · 30 citations

German Government, Economics, International Finance +11

INVESTMENT TRUST DISCOUNTS AND ABNORMAL RETURNS: UK EVIDENCE

Andy Cheng, Laurence Copeland, John F. O’Hanlon · Journal of Business Finance &amp Accounting · 1994 · 27 citations

Apparent Anomaly, Uk Evidence, Financial Economics +11

A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency Baillie and Bollerslev revisited

Michael J. Moore, Laurence Copeland · Economics Letters · 1995 · 18 citations

Empirical Finance, Economics, Phillips-hansen Cointegration Tests +6

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