Article

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 (In Press)

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. ISSN 1057-5219 (In Press)

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

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 (In Press)

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

Goodell, J., Goyal, A. and Urquhart, A. ORCID: https://orcid.org/0000-0001-8834-4243 (2020) Uncertainty of uncertainty and firm cash holdings. Journal of Financial Stability. ISSN 1572-3089 (In Press)

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

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

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

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