Number of items: 53.
Article
Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243 and Lucey, B.
(2022)
Crypto and digital currencies — nine research priorities.
Nature, 604 (7904).
pp. 36-39.
ISSN 0028-0836
doi: https://doi.org/10.1038/d41586-022-00927-5
Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P.
(2022)
No cryptocurrency experience required: managerial characteristics in cryptocurrency fund performance.
Review of Corporate Finance.
ISSN 2046-9136
(In Press)
Hudson, R. and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2022)
Naval disasters, World War Two and the British stock market.
Research in International Business and Finance, 59.
101556.
ISSN 0275-5319
doi: https://doi.org/10.1016/j.ribaf.2021.101556
Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
Under the hood of the Ethereum blockchain.
Finance Research Letters.
102628.
ISSN 1544-6123
doi: https://doi.org/10.1016/j.frl.2021.102628
Shen, D., Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P.
(2021)
Bitcoin intraday time-series momentum.
Financial Review.
ISSN 1540-6288
doi: https://doi.org/10.1111/fire.12290
Li, Y., Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243, Wang, P. and Zhang, W.
(2021)
MAX momentum in the cryptocurrency market.
International Review of Financial Analysis, 77.
101829.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2021.101829
Goodell, J. W., Goyal, A. and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
Uncertainty of uncertainty and firm cash holdings.
Journal of Financial Stability, 56.
100922.
ISSN 1572-3089
doi: https://doi.org/10.1016/j.jfs.2021.100922
Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H.
(2021)
PhD CEOs and firm performance.
European Financial Management.
ISSN 1468-036X
doi: https://doi.org/10.1111/eufm.12316
Duan, K., Li, Z., Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243 and Ye, J.
(2021)
Dynamic efficiency and arbitrage potential in Bitcoin: a long-memory approach.
International Review of Financial Analysis, 75.
101725.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2021.101725
Amini, S., Hudson, R., Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, J.
(2021)
Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk.
European Journal of Finance.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2021.1900888
Hudson, R. and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
Technical trading and cryptocurrencies.
Annals of Operations Research, 297.
pp. 191-220.
ISSN 0254-5330
doi: https://doi.org/10.1007/s10479-019-03357-1
Li, Z., Sakkas, A. and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
Intraday time series momentum: global evidence and links to market characteristics.
Journal of Financial Markets.
100619.
ISSN 1386-4181
doi: https://doi.org/10.1016/j.finmar.2021.100619
Jalan, A., Matkovskyy, R. and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
European Journal of Finance.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2020.1869992
Manahov, V. and Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243
(2021)
The efficiency of bitcoin: a strongly typed genetic programming approach to smart electronic bitcoin markets.
International Review of Financial Analysis, 73.
101629.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2020.101629
Schopohl, L.
ORCID: https://orcid.org/0000-0002-2150-3593, Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H.
(2020)
Female CFOs, leverage and the moderating role of board diversity and CEO power.
Journal of Corporate Finance.
101858.
ISSN 0929-1199
doi: https://doi.org/10.1016/j.jcorpfin.2020.101858
Shen, D., Urquhart, A.
ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P.
(2020)
Forecasting the volatility of Bitcoin: the importance of jumps and structural breaks.
European Financial Management, 26 (5).
pp. 1294-1323.
ISSN 1468-036X
doi: https://doi.org/10.1111/eufm.12254
Zhang, H. and Urquhart, A.
(2020)
Do momentum and reversal strategies work in commodity futures? A comprehensive study.
Review of Behavioural Finance, 12 (4).
pp. 375-409.
ISSN 1940-5979
doi: https://doi.org/10.1108/RBF-05-2019-0067
Hudson, R., Urquhart, A. and Zhang, H.
(2020)
Political uncertainty and sentiment: evidence from the impact of Brexit on financial markets.
European Economic Review, 129.
103523.
ISSN 0014-2921
doi: https://doi.org/10.1016/j.euroecorev.2020.103523
Platanakis, E. and Urquhart, A.
(2020)
Should investors include bitcoin in their portfolios? A portfolio theory approach.
The British Accounting Review, 52 (4).
100837.
ISSN 0890-8389
doi: https://doi.org/10.1016/j.bar.2019.100837
Kalyvas, A., Papakyriakou, P., Sakkas, A. and Urquhart, A.
(2020)
What drives Bitcoin’s price crash risk?
Economics Letters, 191.
108777.
ISSN 0165-1765
doi: https://doi.org/10.1016/j.econlet.2019.108777
Shen, D., Urquhart, A. and Wang, P.
(2020)
A three-factor pricing model for cryptocurrencies.
Finance Research Letters, 34.
101248.
ISSN 1544-6123
doi: https://doi.org/10.1016/j.frl.2019.07.021
Katsiampa, P., Moutsianas, K. and Urquhart, A.
(2019)
Information demand and cryptocurrency market activity.
Economics Letters, 185.
108714.
ISSN 0165-1765
doi: https://doi.org/10.1016/j.econlet.2019.108714
Eross, A., MCGroarty, F., Urquhart, A. and Wolfe, S.
(2019)
The intraday dynamics of bitcoin.
Research in International Business and Finance, 49.
pp. 71-81.
ISSN 0275-5319
doi: https://doi.org/10.1016/j.ribaf.2019.01.008
Urquhart, A. and Zhang, H.
(2019)
Is Bitcoin a hedge or safe haven for currencies? An intraday analysis.
International Review of Financial Analysis, 63.
pp. 49-57.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2019.02.009
Platanakis, E. and Urquhart, A.
(2019)
Portfolio management with cryptocurrencies: the role of estimation risk.
Economics Letters, 177.
pp. 76-80.
ISSN 0165-1765
doi: https://doi.org/10.1016/j.econlet.2019.01.019
Eross, A., Urquhart, A. and Wolfe, S.
(2019)
An early warning indicator for liquidity shortages in the interbank market.
International Journal of Finance & Economics, 24 (3).
pp. 1300-1312.
ISSN 1099-1158
doi: https://doi.org/10.1002/ijfe.1719
Dao, T. M., McGroarty, F. and Urquhart, A.
(2019)
The Brexit vote and currency markets.
Journal of International Financial Markets, Institutions and Money, 59.
pp. 153-164.
ISSN 1042-4431
doi: https://doi.org/10.1016/j.intfin.2018.11.004
Corbet, S., Lucey, B., Urquhart, A. and Yarovaya, L.
(2019)
Cryptocurrencies as a financial asset: a systematic analysis.
International Review of Financial Analysis, 62.
pp. 182-199.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2018.09.003
Shen, D., Urquhart, A. and Wang, P.
(2019)
Does Twitter predict Bitcoin?
Economics Letters, 174.
pp. 118-122.
ISSN 0165-1765
doi: https://doi.org/10.1016/j.econlet.2018.11.007
Manahov, V., Hudson, R. and Urquhart, A.
(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
doi: https://doi.org/10.1002/ijfe.1700
Eross, A., Urquhart, A. and Wolfe, S.
(2019)
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
doi: https://doi.org/10.1080/1351847X.2018.1462840
Zhang, H. and Urquhart, A.
(2019)
Pairs trading across mainland China and Hong Kong stock markets.
International Journal of Finance & Economics, 24 (2).
pp. 698-726.
ISSN 1099-1158
doi: https://doi.org/10.1002/ijfe.1687
Urquhart, A. and Zhang, H.
(2019)
The performance of technical trading rules in Socially Responsible Investments.
International Review of Economics and Finance, 63.
pp. 397-411.
ISSN 1059-0560
doi: https://doi.org/10.1016/j.iref.2019.05.002
Platanakis, E., Sutcliffe, C. and Urquhart, A.
(2018)
Optimal vs naïve diversification in cryptocurrencies.
Economics Letters, 171.
pp. 93-96.
ISSN 0165-1765
doi: https://doi.org/10.1016/j.econlet.2018.07.020
Urquhart, A.
(2018)
What causes the attention of Bitcoin?
Economics Letters, 166.
pp. 40-44.
ISSN 0165-1765
doi: https://doi.org/10.1016/j.econlet.2018.02.017
Dao, T. M., McGroarty, F. and Urquhart, A.
(2018)
Ultra-high-frequency lead–lag relationship and information arrival.
Quantitative Finance, 18.
pp. 725-735.
ISSN 1469-7696
doi: https://doi.org/10.1080/14697688.2017.1414484
Batten, J. A., Lucey, B. M., McGroarty, F., Peat, M. and Urquhart, A.
(2018)
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
doi: https://doi.org/10.1016/j.intfin.2017.06.005
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., Versteeg, R., Vu, A. N., Wolfe, S., Yarovaya, L. and Zaghini, A.
(2018)
Future directions in international financial integration research - a crowdsourced perspective.
International Review of Financial Analysis, 55.
pp. 35-49.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2017.10.008
Urquhart, A.
(2017)
Price clustering in Bitcoin.
Economics Letters, 159.
pp. 145-148.
ISSN 0165-1765
doi: https://doi.org/10.1016/j.econlet.2017.07.035
Hudson, R., McGroarty, F. and Urquhart, A.
(2017)
Sampling frequency and the performance of different types of technical trading rules.
Finance Research Letters, 22.
pp. 136-139.
ISSN 1544-6123
doi: https://doi.org/10.1016/j.frl.2016.12.015
Urquhart, A.
(2017)
How predictable are precious metal returns?
European Journal of Finance, 23 (14).
pp. 1390-1413.
ISSN 1466-4364
doi: https://doi.org/10.1080/1351847X.2016.1204334
Batten, J., Lucey, B., McGroarty, F., Peat, M. and Urquhart, A.
(2017)
Stylized facts of intraday precious metals.
PLoS ONE, 12 (4).
ISSN 1932-6203
doi: https://doi.org/10.1371/journal.pone.0174232
Dao, T. M., McGroarty, F. and Urquhart, A.
(2016)
A calendar effect: weekend overreaction (and subsequent reversal) in spot FX rates.
Journal of Multinational Financial Management, 37.
pp. 158-167.
ISSN 1042-444X
doi: https://doi.org/10.1016/j.mulfin.2016.11.001
Eross, A., Urquhart, A. and Wolfe, S.
(2016)
Liquidity risk contagion in the interbank market.
Journal of International Financial Markets, Institutions and Money, 45.
pp. 142-155.
ISSN 1042-4431
doi: https://doi.org/10.1016/j.intfin.2016.07.005
Urquhart, A.
(2016)
The inefficiency of Bitcoin.
Economics Letters, 148.
pp. 80-82.
ISSN 0165-1765
doi: https://doi.org/10.1016/j.econlet.2016.09.019
Urquhart, A. and McGroarty, F.
(2016)
Are stock markets really efficient? Evidence of the adaptive market hypothesis.
International Review of Financial Analysis, 47.
pp. 39-49.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2016.06.011
Urquhart, A. and Hudson, R.
(2016)
Investor sentiment and local bias in extreme circumstances: the case of the Blitz.
Research in International Business and Finance, 36.
pp. 340-350.
ISSN 0275-5319
doi: https://doi.org/10.1016/j.ribaf.2015.09.010
Goodell, J. W., McGroarty, F. and Urquhart, A.
(2015)
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.
pp. 162-171.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2015.05.003
Urquhart, A., Gebka, B. and Hudson, R.
(2015)
How exactly do markets adapt? Evidence from the moving average rule in three developed markets.
Journal of International Financial Markets, Institutions and Money, 38.
pp. 127-147.
ISSN 1042-4431
doi: https://doi.org/10.1016/j.intfin.2015.05.019
Hudson, R. and Urquhart, A.
(2015)
War and stock markets: the effect of World War Two on the British stock market.
International Review of Financial Analysis, 40.
pp. 166-177.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2015.05.015
Urquhart, A. and McGroarty, F.
(2014)
Calendar effects, market conditions and the Adaptive Market Hypothesis: evidence from long-run U.S. data.
International Review of Financial Analysis, 35.
pp. 154-166.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2014.08.003
Urquhart, A.
(2014)
The Euro and European stock market efficiency.
Applied Financial Economics, 24 (19).
pp. 1235-1248.
ISSN 0960-3107
doi: https://doi.org/10.1080/09603107.2014.924292
Urquhart, A. and Hudson, R.
(2013)
Efficient or adaptive markets? Evidence from major stock markets using very long run historic data.
International Review of Financial Analysis, 28.
pp. 130-142.
ISSN 1057-5219
doi: https://doi.org/10.1016/j.irfa.2013.03.005
This list was generated on Sat May 21 23:32:06 2022 UTC.