Items where Author is "Urquhart, Professor Andrew"

Group by: Item Type | No Grouping

Number of items: 76.

Article

Huang, Z.-C., Sangiorgi, I. ORCID: https://orcid.org/0000-0002-8344-9983 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2024) Forecasting Bitcoin volatility using machine learning techniques. Journal of International Financial Markets, Institutions and Money, 97. 102064. ISSN 1873-0612 doi: 10.1016/j.intfin.2024.102064

Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593, Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2024) Labor investment inefficiency and LGBTQ+-friendliness. International Review of Financial Analysis, 95 (B). 103469. ISSN 1873-8079 doi: 10.1016/j.irfa.2024.103469

Zhang, Y., Kappou, K. ORCID: https://orcid.org/0000-0002-5047-8104 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2024) Macroeconomic momentum and cross-sectional equity market indices. Journal of International Financial Markets, Institutions and Money, 92. 101974. ISSN 1042-4431 doi: 10.1016/j.intfin.2024.101974

Alabi, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2024) The financial impact of financial fair play regulation: evidence from the English Premier League. International Review of Financial Analysis, 92. 103088. ISSN 1873-8079 doi: 10.1016/j.irfa.2024.103088

Ren, X., Xiao, Y., Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2024) Spillover effects between fossil energy and green markets: evidence from informational inefficiency. Energy Economics. 107317. ISSN 1873-6181 doi: 10.1016/j.eneco.2024.107317

Dionysopoulos, C., Marra, M. ORCID: https://orcid.org/0000-0003-0810-7323 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2024) Central bank digital currencies: a critical review. International Review of Financial Analysis, 91. 103031. ISSN 1057-5219 doi: 10.1016/j.irfa.2023.103031

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Yarovaya, L. (2023) Cryptocurrency research: future directions. European Journal of Finance. ISSN 1466-4364 doi: 10.1080/1351847X.2023.2284186

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 doi: 10.1016/j.serev.2023.100021

Hu, Y., Shen, D. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Attention allocation and cryptocurrency return co-movement: evidence from the stock market. International Review of Economics & Finance, 88. pp. 1173-1185. ISSN 1059-0560 doi: 10.1016/j.iref.2023.07.068

Duan, K., Zhao, Y., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Huang, Y. (2023) Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. Energy Economics, 127 (Part A). 107079. ISSN 1873-6181 doi: 10.1016/j.eneco.2023.107079

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2023) No cryptocurrency experience required: managerial characteristics in cryptocurrency fund performance. Review of Corporate Finance, 3 (4). pp. 529-569. ISSN 2046-9136 doi: 10.1561/114.00000050

Bantis, E., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Forecasting GDP growth rates in the United States and Brazil using Google Trends. International Journal of Forecasting, 39 (4). pp. 1909-1924. ISSN 0169-2070 doi: 10.1016/j.ijforecast.2022.10.003

Feng, H., Gao, D., Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. International Review of Financial Analysis, 89. 102756. ISSN 1057-5219 doi: 10.1016/j.irfa.2023.102756

Jahanshahloo, H., Irresberger, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Bitcoin under the microscope. The British Accounting Review. 101237. ISSN 1095-8347 doi: 10.1016/j.bar.2023.101237

Chen, J., Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Modelling price and variance jump clustering using the marked Hawkes process. Journal of Financial Econometrics. ISSN 1479-8417 doi: 10.1093/jjfinec/nbad007

Li, Y., Lucey, B. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) Can altcoins act as hedges or safe-havens for Bitcoin? Finance Research Letters, 52. 103360. ISSN 1544-6131 doi: 10.1016/j.frl.2022.103360

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 doi: 10.1016/j.frl.2022.103573

Akanksha, J., Matkovskyy, R., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Yarovaya, L. (2023) The role of interpersonal trust in cryptocurrency adoption. Journal of International Financial Markets, Institutions and Money, 83. 101715. ISSN 1042-4431 doi: 10.1016/j.intfin.2022.101715

Huang, Y., Duan, K. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2023) 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 doi: 10.1016/j.intfin.2022.101687

Li, Y., Zhang, W., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2023) The unintended consequence of social media criticisms: an earnings management perspective. European Journal of Finance, 29 (1). pp. 33-57. ISSN 1466-4364 doi: 10.1080/1351847X.2022.2097885

Jalan, A., Matkovskyy, R. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Demand elasticities of Bitcoin and Ethereum. Economics Letters, 220. 110877. ISSN 0165-1765 doi: 10.1016/j.econlet.2022.110877

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 (2022) Why have UK universities become more indebted over time? International Review of Economics and Finance, 82. pp. 771-783. ISSN 1059-0560 doi: 10.1016/j.iref.2022.08.008

Li, Y., Zhang, W., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, P. (2022) The role of media coverage in bubble formation: evidence from the Bitcoin market. Journal of International Financial Markets, Institutions and Money, 80. 101629. ISSN 1042-4431 doi: 10.1016/j.intfin.2022.101629

Lucey, B., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2022) UK Vice Chancellor compensation: do they get what they deserve? The British Accounting Review, 54 (4). 101108. ISSN 0890-8389 doi: 10.1016/j.bar.2022.101108

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Under the hood of the Ethereum blockchain. Finance Research Letters, 47 (Part A). 102628. ISSN 1544-6123 doi: 10.1016/j.frl.2021.102628

Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2022) Bitcoin intraday time-series momentum. Financial Review, 57 (2). pp. 319-344. ISSN 1540-6288 doi: 10.1111/fire.12290

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: 10.1038/d41586-022-00927-5

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2022) PhD CEOs and firm performance. European Financial Management, 28 (2). pp. 433-481. ISSN 1468-036X doi: 10.1111/eufm.12316

Li, Z., Sakkas, A. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2022) Intraday time series momentum: global evidence and links to market characteristics. Journal of Financial Markets, 57. 100619. ISSN 1386-4181 doi: 10.1016/j.finmar.2021.100619

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: 10.1016/j.ribaf.2021.101556

Schopohl, L. ORCID: https://orcid.org/0000-0002-2150-3593, Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Zhang, H. (2021) Female CFOs, leverage and the moderating role of board diversity and CEO power. Journal of Corporate Finance, 71. 101858. ISSN 0929-1199 doi: 10.1016/j.jcorpfin.2020.101858

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: 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: 10.1016/j.jfs.2021.100922

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: 10.1016/j.irfa.2021.101725

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: 10.1007/s10479-019-03357-1

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: 10.1016/j.irfa.2020.101629

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, 27 (13). pp. 1326-1349. ISSN 1466-4364 doi: 10.1080/1351847X.2021.1900888

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, 27 (13). pp. 1251-1281. ISSN 1466-4364 doi: 10.1080/1351847X.2020.1869992

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: 10.1111/eufm.12254

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. ISSN 1940-5979 doi: 10.1108/RBF-05-2019-0067

Hudson, R., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 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: 10.1016/j.euroecorev.2020.103523

Platanakis, E. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2020) Should investors include bitcoin in their portfolios? A portfolio theory approach. The British Accounting Review, 52 (4). 100837. ISSN 0890-8389 doi: 10.1016/j.bar.2019.100837

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 doi: 10.1016/j.econlet.2019.108777

Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2020) A three-factor pricing model for cryptocurrencies. Finance Research Letters, 34. 101248. ISSN 1544-6123 doi: 10.1016/j.frl.2019.07.021

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 doi: 10.1016/j.econlet.2019.108714

Eross, A., MCGroarty, F., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wolfe, S. (2019) The intraday dynamics of bitcoin. Research in International Business and Finance, 49. pp. 71-81. ISSN 0275-5319 doi: 10.1016/j.ribaf.2019.01.008

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 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: 10.1016/j.irfa.2019.02.009

Platanakis, E. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) Portfolio management with cryptocurrencies: the role of estimation risk. Economics Letters, 177. pp. 76-80. ISSN 0165-1765 doi: 10.1016/j.econlet.2019.01.019

Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 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: 10.1002/ijfe.1719

Dao, T. M., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2019) The Brexit vote and currency markets. Journal of International Financial Markets, Institutions and Money, 59. pp. 153-164. ISSN 1042-4431 doi: 10.1016/j.intfin.2018.11.004

Corbet, S., Lucey, B., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 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: 10.1016/j.irfa.2018.09.003

Shen, D., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 and Wang, P. (2019) Does Twitter predict Bitcoin? Economics Letters, 174. pp. 118-122. ISSN 0165-1765 doi: 10.1016/j.econlet.2018.11.007

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 doi: 10.1002/ijfe.1700

Eross, A., Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 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: 10.1080/1351847X.2018.1462840

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 doi: 10.1002/ijfe.1687

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 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: 10.1016/j.iref.2019.05.002

Platanakis, E., Sutcliffe, C. ORCID: https://orcid.org/0000-0003-0187-487X and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2018) Optimal vs naïve diversification in cryptocurrencies. Economics Letters, 171. pp. 93-96. ISSN 0165-1765 doi: 10.1016/j.econlet.2018.07.020

Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2018) What causes the attention of Bitcoin? Economics Letters, 166. pp. 40-44. ISSN 0165-1765 doi: 10.1016/j.econlet.2018.02.017

Dao, T. M., McGroarty, F. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2018) Ultra-high-frequency lead–lag relationship and information arrival. Quantitative Finance, 18. pp. 725-735. ISSN 1469-7696 doi: 10.1080/14697688.2017.1414484

Batten, J. A., Lucey, B. M., McGroarty, F., Peat, M. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (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: 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. ORCID: https://orcid.org/0000-0001-8834-4243, 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: 10.1016/j.irfa.2017.10.008