Items where Author is "Urquhart, Professor Andrew"
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Hu, Yitong, Shen, Dehua and Urquhart, Andrew
Jahanshahloo, Hossein, Irresberger, Felix and Urquhart, Andrew
Feng, Hao, Gao, Da, Duan, Kun and Urquhart, Andrew
Chen, Jian, Clements, Michael P.
Li, Yi, Lucey, Brian and Urquhart, Andrew
Duan, Kun and Urquhart, Andrew
Akanksha, Jalan, Matkovskyy, Roman, Urquhart, Andrew
Huang, Yingying, Duan, Kun and Urquhart, Andrew
Li, Yi, Zhang, Wei, Urquhart, Andrew
Bantis, Evripidis, Clements, Michael P.
Jalan, Akanksha, Matkovskyy, Roman and Urquhart, Andrew
Bell, Adrian R.
Li, Yi, Zhang, Wei, Urquhart, Andrew
Lucey, Brian, Urquhart, Andrew
Urquhart, Andrew
Shen, Dehua, Urquhart, Andrew
Urquhart, Andrew
Urquhart, Andrew
Urquhart, Andrew
Li, Zeming, Sakkas, Athanasios and Urquhart, Andrew
Hudson, Robert and Urquhart, Andrew
Schopohl, Lisa
Li, Yi, Urquhart, Andrew
Goodell, John W., Goyal, Abhinav and Urquhart, Andrew
Duan, Kun, Li, Zeming, Urquhart, Andrew
Hudson, Robert and Urquhart, Andrew
Manahov, Viktor and Urquhart, Andrew
Amini, Shima, Hudson, Robert, Urquhart, Andrew
Jalan, Akanksha, Matkovskyy, Roman and Urquhart, Andrew
Shen, Dehua, Urquhart, Andrew Zhang, Hanxiong and Urquhart, Andrew (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, Robert, Urquhart, Andrew and Zhang, Hanxiong (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, Emmanouil and Urquhart, Andrew (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, Antonios, Papakyriakou, Panayiotis, Sakkas, Athanasios and Urquhart, Andrew (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, Dehua, Urquhart, Andrew and Wang, Pengfei (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, Paraskevi, Moutsianas, Konstantinos and Urquhart, Andrew (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, Andrew 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, Andrew and Zhang, Hanxiong (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, Emmanouil and Urquhart, Andrew (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, Andrea, Urquhart, Andrew and Wolfe, Simon (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, Thong M., McGroarty, Frank and Urquhart, Andrew (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, Shaen, Lucey, Brian, Urquhart, Andrew and Yarovaya, Larisa (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, Dehua, Urquhart, Andrew and Wang, Pengfei (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, Viktor, Hudson, Robert and Urquhart, Andrew (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, Andrea, Urquhart, Andrew and Wolfe, Simon (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, Andrew (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, Andrew and Zhang, Hanxiong (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, Emmanouil, Sutcliffe, Charles and Urquhart, Andrew (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, Andrew (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, Thong Minh, McGroarty, Frank and Urquhart, Andrew (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, Jonathan A., Lucey, Brian M., McGroarty, Frank, Peat, Maurice and Urquhart, Andrew (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, Brian M., Vigne, Samuel A., Ballester, Laura, Barbopoulos, Leonidas, Brzeszczynski, Janusz, Carchano, Oscar, Dimic, Nebojsa, Fernandex, Viviana, Gogolin, Fabian, González-Urteaga, Ana, Goodell, John W., Helbing, Pia, Ichev, Riste, Kearney, Fearghal, Laing, Elaine, Larkin, Charles J., Lindblad, Annika, Lončarski, Igor, Ly, Kim Cuong, Marinč, Matej, McGee, Richard J., McGroarty, Frank, Neville, Conor, O'Hagan-Luff, Martha, Piljak, Vanja, Sevic, Aleksander, Sheng, Xin, Stafylas, Dimitrios, Urquhart, Andrew, Versteeg, Roald, Vu, Anh N, Wolfe, Simon, Yarovaya, Larisa and Zaghini, Andrea (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, Andrew (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, Robert, McGroarty, Frank and Urquhart, Andrew (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, Andrew (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, Jonathan, Lucey, Brian, McGroarty, Frank, Peat, Maurice and Urquhart, Andrew (2017) Stylized facts of intraday precious metals. PLoS ONE, 12 (4). ISSN 1932-6203 doi: https://doi.org/10.1371/journal.pone.0174232 Dao, Thong M., McGroarty, Frank and Urquhart, Andrew (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, Andrea, Urquhart, Andrew and Wolfe, Simon (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, Andrew (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, Andrew and McGroarty, Frank (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, Andrew and Hudson, Robert (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, John W., McGroarty, Frank and Urquhart, Andrew (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, Andrew, Gebka, Bartosz and Hudson, Robert (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, Robert and Urquhart, Andrew (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, Andrew and McGroarty, Frank (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, Andrew (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, Andrew and Hudson, Robert (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 |