It does not remove the target file first, but simply writes content on top of it and keeps the remaining contents. Look at the following example on Xubuntu 14.04:

$ more test1.txt
asdasfd
sfasf
asdad
sdsdg gsdg
$ more test2.txt
dfs
sdfs
sdffsdfsgs sdgsgsdgds gsdgs
sdgs sdgsdsdh

$ julia
               _
   _       _ _(_)_     |  A fresh approach to technical computing
  (_)     | (_) (_)    |  Documentation: http://docs.julialang.org
   _ _   _| |_  __ _   |  Type "help()" for help.
  | | | | | | |/ _` |  |
  | | |_| | | | (_| |  |  Version 0.3.1 (2014-09-21 21:30 UTC)
 _/ |\__'_|_|_|\__'_|  |  Official http://julialang.org release
|__/                   |  x86_64-linux-gnu

julia> cp("test1.txt", "test2.txt")
File("test2.txt",false,-1)

julia> quit()

$ more test2.txt
asdasfd
sfasf
asdad
sdsdg gsdggsdgs
sdgs sdgsdsdh

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