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Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593, Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H.
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Labor investment inefficiency and LGBTQ+-friendliness.
International Review of Financial Analysis, 95 (B).
103469.
ISSN 1873-8079
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Huang, Z.-C., Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Forecasting Bitcoin volatility using machine learning techniques.
Journal of International Financial Markets, Institutions and Money.
ISSN 1873-0612
(In Press)
Zhang, Y., Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Macroeconomic momentum and cross-sectional equity market
indices.
Journal of International Financial Markets, Institutions and Money, 92.
101974.
ISSN 1042-4431
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Ren, X., Xiao, Y., Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Spillover effects between fossil energy and green markets: evidence from informational inefficiency.
Energy Economics.
107317.
ISSN 1873-6181
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Alabi, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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The financial impact of financial fair play regulation: evidence from the English Premier League.
International Review of Financial Analysis.
ISSN 1873-8079
(In Press)
Dionysopoulos, C., Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Central bank digital currencies: a critical review.
International Review of Financial Analysis, 91.
103031.
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Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Yarovaya, L.
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Cryptocurrency research: future directions.
European Journal of Finance.
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Alabi, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2023)
Football finance and Covid-19.
Sports Economics Review, 4.
100021.
ISSN 2773-1618
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Hu, Y., Shen, D. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Attention allocation and cryptocurrency return co-movement:
evidence from the stock market.
International Review of Economics & Finance, 88.
pp. 1173-1185.
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Duan, K., Zhao, Y., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Huang, Y.
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Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty.
Energy Economics, 127 (Part A).
107079.
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Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P.
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No cryptocurrency experience required: managerial characteristics in cryptocurrency fund performance.
Review of Corporate Finance, 3 (4).
pp. 529-569.
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Bantis, E., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Forecasting GDP growth rates in the
United States and Brazil using Google Trends.
International Journal of Forecasting, 39 (4).
pp. 1909-1924.
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Feng, H., Gao, D., Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework.
International Review of Financial Analysis, 89.
102756.
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Jahanshahloo, H., Irresberger, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Bitcoin under the microscope.
The British Accounting Review.
101237.
ISSN 1095-8347
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Modelling price and variance jump clustering using
the marked Hawkes process.
Journal of Financial Econometrics.
ISSN 1479-8417
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Li, Y., Lucey, B. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Can altcoins act as hedges or safe-havens for Bitcoin?
Finance Research Letters, 52.
103360.
ISSN 1544-6131
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Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2023)
The instability of stablecoins.
Finance Research Letters, 52.
103573.
ISSN 1544-6123
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Akanksha, J., Matkovskyy, R., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Yarovaya, L.
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The role of interpersonal trust in cryptocurrency adoption.
Journal of International Financial Markets, Institutions and Money, 83.
101715.
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Huang, Y., Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Time-varying dependence between Bitcoin and green financial assets: a comparison between pre- and post-COVID-19 periods.
Journal of International Financial Markets, Institutions and Money, 82.
101687.
ISSN 1042-4431
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Li, Y., Zhang, W., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P.
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The unintended consequence of social media criticisms:
an earnings management perspective.
European Journal of Finance, 29 (1).
pp. 33-57.
ISSN 1466-4364
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Jalan, A., Matkovskyy, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Demand elasticities of Bitcoin and Ethereum.
Economics Letters, 220.
110877.
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Bell, A. R. ORCID: https://orcid.org/0000-0003-4531-0072, Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Why have UK universities become more indebted over time?
International Review of Economics and Finance, 82.
pp. 771-783.
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Li, Y., Zhang, W., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, P.
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The role of media coverage in bubble formation: evidence from the Bitcoin market.
Journal of International Financial Markets, Institutions and Money, 80.
101629.
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Lucey, B., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H.
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UK Vice Chancellor compensation: do they get what they deserve?
The British Accounting Review, 54 (4).
101108.
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Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Under the hood of the Ethereum blockchain.
Finance Research Letters, 47 (Part A).
102628.
ISSN 1544-6123
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Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P.
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Bitcoin intraday time-series momentum.
Financial Review, 57 (2).
pp. 319-344.
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Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Lucey, B.
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Crypto and digital currencies — nine research priorities.
Nature, 604 (7904).
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Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H.
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PhD CEOs and firm performance.
European Financial Management, 28 (2).
pp. 433-481.
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Li, Z., Sakkas, A. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Intraday time series momentum: global evidence and links to market characteristics.
Journal of Financial Markets, 57.
100619.
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Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Naval disasters, World War Two and the British stock market.
Research in International Business and Finance, 59.
101556.
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Female CFOs, leverage and the moderating role of board diversity and CEO power.
Journal of Corporate Finance, 71.
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MAX momentum in the cryptocurrency market.
International Review of Financial Analysis, 77.
101829.
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Goodell, J. W., Goyal, A. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Uncertainty of uncertainty and firm cash holdings.
Journal of Financial Stability, 56.
100922.
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Duan, K., Li, Z., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Ye, J.
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Dynamic efficiency and arbitrage potential in Bitcoin: a long-memory approach.
International Review of Financial Analysis, 75.
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Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Technical trading and cryptocurrencies.
Annals of Operations Research, 297.
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Manahov, V. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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The efficiency of bitcoin: a strongly typed genetic programming approach to smart electronic bitcoin markets.
International Review of Financial Analysis, 73.
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Amini, S., Hudson, R., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, J.
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Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk.
European Journal of Finance, 27 (13).
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Jalan, A., Matkovskyy, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
European Journal of Finance, 27 (13).
pp. 1251-1281.
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Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P.
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Forecasting the volatility of Bitcoin: the importance of jumps and structural breaks.
European Financial Management, 26 (5).
pp. 1294-1323.
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Zhang, H. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2020)
Do momentum and reversal strategies work in commodity futures? A comprehensive study.
Review of Behavioural Finance, 12 (4).
pp. 375-409.
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Hudson, R., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H.
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Political uncertainty and sentiment: evidence from the impact of Brexit on financial markets.
European Economic Review, 129.
103523.
ISSN 0014-2921
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Platanakis, E. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Should investors include bitcoin in their portfolios? A portfolio theory approach.
The British Accounting Review, 52 (4).
100837.
ISSN 0890-8389
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Kalyvas, A., Papakyriakou, P., Sakkas, A. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2020)
What drives Bitcoin’s price crash risk?
Economics Letters, 191.
108777.
ISSN 0165-1765
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Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P.
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A three-factor pricing model for cryptocurrencies.
Finance Research Letters, 34.
101248.
ISSN 1544-6123
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Katsiampa, P., Moutsianas, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2019)
Information demand and cryptocurrency market activity.
Economics Letters, 185.
108714.
ISSN 0165-1765
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Eross, A., MCGroarty, F., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S.
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The intraday dynamics of bitcoin.
Research in International Business and Finance, 49.
pp. 71-81.
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Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H.
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Is Bitcoin a hedge or safe haven for currencies? An intraday analysis.
International Review of Financial Analysis, 63.
pp. 49-57.
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Platanakis, E. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Portfolio management with cryptocurrencies: the role of estimation risk.
Economics Letters, 177.
pp. 76-80.
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Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S.
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An early warning indicator for liquidity shortages in the interbank market.
International Journal of Finance & Economics, 24 (3).
pp. 1300-1312.
ISSN 1099-1158
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Dao, T. M., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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The Brexit vote and currency markets.
Journal of International Financial Markets, Institutions and Money, 59.
pp. 153-164.
ISSN 1042-4431
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Corbet, S., Lucey, B., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Yarovaya, L.
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Cryptocurrencies as a financial asset: a systematic analysis.
International Review of Financial Analysis, 62.
pp. 182-199.
ISSN 1057-5219
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Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P.
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Does Twitter predict Bitcoin?
Economics Letters, 174.
pp. 118-122.
ISSN 0165-1765
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Manahov, V., Hudson, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2019)
High frequency trading from an evolutionary perspective: financial markets as adaptive systems.
International Journal of Finance and Economics, 24 (2).
pp. 943-962.
ISSN 1099-1158
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Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S.
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Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets.
European Journal of Finance, 25 (1).
pp. 35-53.
ISSN 1466-4364
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Zhang, H. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
(2019)
Pairs trading across mainland China and Hong Kong stock markets.
International Journal of Finance & Economics, 24 (2).
pp. 698-726.
ISSN 1099-1158
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Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H.
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The performance of technical trading rules in Socially Responsible Investments.
International Review of Economics and Finance, 63.
pp. 397-411.
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Platanakis, E., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Optimal vs naïve diversification in cryptocurrencies.
Economics Letters, 171.
pp. 93-96.
ISSN 0165-1765
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Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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What causes the attention of Bitcoin?
Economics Letters, 166.
pp. 40-44.
ISSN 0165-1765
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Dao, T. M., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Ultra-high-frequency lead–lag relationship and information arrival.
Quantitative Finance, 18.
pp. 725-735.
ISSN 1469-7696
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Batten, J. A., Lucey, B. M., McGroarty, F., Peat, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Does intraday technical trading have predictive power in precious metal markets?
Journal of International Financial Markets, Institutions and Money, 52.
pp. 102-113.
ISSN 1042-4431
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Lucey, B. M., Vigne, S. A., Ballester, L., Barbopoulos, L., Brzeszczynski, J., Carchano, O., Dimic, N., Fernandex, V., Gogolin, F., González-Urteaga, A., Goodell, J. W., Helbing, P., Ichev, R., Kearney, F., Laing, E., Larkin, C. J., Lindblad, A., Lončarski, I., Ly, K. C., Marinč, M., McGee, R. J., McGroarty, F., Neville, C., O'Hagan-Luff, M., Piljak, V., Sevic, A., Sheng, X., Stafylas, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243, Versteeg, R., Vu, A. N., Wolfe, S., Yarovaya, L. and Zaghini, A.
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Future directions in international financial integration research - a crowdsourced perspective.
International Review of Financial Analysis, 55.
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Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Price clustering in Bitcoin.
Economics Letters, 159.
pp. 145-148.
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Hudson, R., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Sampling frequency and the performance of different types of technical trading rules.
Finance Research Letters, 22.
pp. 136-139.
ISSN 1544-6123
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Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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How predictable are precious metal returns?
European Journal of Finance, 23 (14).
pp. 1390-1413.
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Batten, J., Lucey, B., McGroarty, F., Peat, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Stylized facts of intraday precious metals.
PLoS ONE, 12 (4).
ISSN 1932-6203
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Dao, T. M., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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A calendar effect: weekend overreaction (and subsequent reversal) in spot FX rates.
Journal of Multinational Financial Management, 37.
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Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S.
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Liquidity risk contagion in the interbank market.
Journal of International Financial Markets, Institutions and Money, 45.
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The inefficiency of Bitcoin.
Economics Letters, 148.
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Are stock markets really efficient? Evidence of the adaptive market hypothesis.
International Review of Financial Analysis, 47.
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Investor sentiment and local bias in extreme circumstances: the case of the Blitz.
Research in International Business and Finance, 36.
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Goodell, J. W., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243
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Political uncertainty and the 2012 US presidential election: a cointegration study of prediction markets, polls and a stand-out expert.
International Review of Financial Analysis, 42.
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Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243, Gebka, B. and Hudson, R.
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How exactly do markets adapt? Evidence from the moving average rule in three developed markets.
Journal of International Financial Markets, Institutions and Money, 38.
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The Euro and European stock market efficiency.
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This list was generated on Sat Dec 7 14:32:15 2024 UTC.