CBS Faculty
Laurence S Copeland
Professor of Finance
Co-Director Investment Management Research Unit (IMRU)
Office: C09b
Cardiff Business School,
Colum Drive,
Cardiff CF10 3EU,
United Kingdom .
Telephone: +44 (0)29 2087 5740
Mobile: +44 (0)7939 050584
Fax: +44 (0)29 2087 4419
Email Address: CopelandL@cardiff.ac.uk
Investment Management Research Unit (IMRU)
Curriculum Vitae
Publications
Exchange
Rates and International Finance (5th EDITION)
MY Reuters Blogs (LINK)
Working Papers
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)