Andrew Urquhart
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Andrew |
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Urquhart |
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Contact
Affiliations
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University of Birmingham
/ Birmingham Business School
Research profile
author of:
- Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks (RePEc:bla:eufman:v:26:y:2020:i:5:p:1294-1323)
by Dehua Shen & Andrew Urquhart & Pengfei Wang - Should investors include Bitcoin in their portfolios? A portfolio theory approach (RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605)
by Platanakis, Emmanouil & Urquhart, Andrew - UK Vice Chancellor compensation: Do they get what they deserve? (RePEc:eee:bracre:v:54:y:2022:i:4:s0890838922000373)
by Lucey, Brian & Urquhart, Andrew & Zhang, Hanxiong - Female CFOs, leverage and the moderating role of board diversity and CEO power (RePEc:eee:corfin:v:71:y:2021:i:c:s0929119920303023)
by Schopohl, Lisa & Urquhart, Andrew & Zhang, Hanxiong - The inefficiency of Bitcoin (RePEc:eee:ecolet:v:148:y:2016:i:c:p:80-82)
by Urquhart, Andrew - Price clustering in Bitcoin (RePEc:eee:ecolet:v:159:y:2017:i:c:p:145-148)
by Urquhart, Andrew - What causes the attention of Bitcoin? (RePEc:eee:ecolet:v:166:y:2018:i:c:p:40-44)
by Urquhart, Andrew - Optimal vs naïve diversification in cryptocurrencies (RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96)
by Platanakis, Emmanouil & Sutcliffe, Charles & Urquhart, Andrew - Does twitter predict Bitcoin? (RePEc:eee:ecolet:v:174:y:2019:i:c:p:118-122)
by Shen, Dehua & Urquhart, Andrew & Wang, Pengfei - Portfolio management with cryptocurrencies: The role of estimation risk (RePEc:eee:ecolet:v:177:y:2019:i:c:p:76-80)
by Platanakis, Emmanouil & Urquhart, Andrew - Information demand and cryptocurrency market activity (RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303556)
by Katsiampa, Paraskevi & Moutsianas, Konstantinos & Urquhart, Andrew - What drives Bitcoin’s price crash risk? (RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303908)
by Kalyvas, Antonios & Papakyriakou, Panayiotis & Sakkas, Athanasios & Urquhart, Andrew - Demand elasticities of Bitcoin and Ethereum (RePEc:eee:ecolet:v:220:y:2022:i:c:s0165176522003512)
by Jalan, Akanksha & Matkovskyy, Roman & Urquhart, Andrew - 10 years of stablecoins: Their impact, what we know, and future research directions (RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004233)
by Dionysopoulos, Lambis & Urquhart, Andrew - Scoring goals: The impact of English Premier League football teams on local university admissions (RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004415)
by Singleton, Carl & Bell, Adrian R. & Chung, Andy & Reade, J. James & Urquhart, Andrew - Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets (RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301549)
by Hudson, Robert & Urquhart, Andrew & Zhang, Hanxiong - An adoption model of cryptocurrencies (RePEc:eee:ejores:v:323:y:2025:i:1:p:253-266)
by Rzayev, Khaladdin & Sakkas, Athanasios & Urquhart, Andrew - Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty (RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777)
by Duan, Kun & Zhao, Yanqi & Urquhart, Andrew & Huang, Yingying - Spillover effects between fossil energy and green markets: Evidence from informational inefficiency (RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252)
by Ren, Xiaohang & Xiao, Ya & Duan, Kun & Urquhart, Andrew - Corrigendum to “Spillover effects between fossil energy and green markets: Evidence from informational inefficiency” [Energy EconomicsVolume 131, March 2024, 107317] (RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001252)
by Ren, Xiaohang & Xiao, Ya & Duan, Kun & Urquhart, Andrew - Efficient or adaptive markets? Evidence from major stock markets using very long run historic data (RePEc:eee:finana:v:28:y:2013:i:c:p:130-142)
by Urquhart, Andrew & Hudson, Robert - Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data (RePEc:eee:finana:v:35:y:2014:i:c:p:154-166)
by Urquhart, Andrew & McGroarty, Frank - War and stock markets: The effect of World War Two on the British stock market (RePEc:eee:finana:v:40:y:2015:i:c:p:166-177)
by Hudson, Robert & Urquhart, Andrew - Political uncertainty and the 2012 US presidential election: A cointegration study of prediction markets, polls and a stand-out expert (RePEc:eee:finana:v:42:y:2015:i:c:p:162-171)
by Goodell, John W. & McGroarty, Frank & Urquhart, Andrew - Are stock markets really efficient? Evidence of the adaptive market hypothesis (RePEc:eee:finana:v:47:y:2016:i:c:p:39-49)
by Urquhart, Andrew & McGroarty, Frank - Future directions in international financial integration research - A crowdsourced perspective (RePEc:eee:finana:v:55:y:2018:i:c:p:35-49)
by Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana - Cryptocurrencies as a financial asset: A systematic analysis (RePEc:eee:finana:v:62:y:2019:i:c:p:182-199)
by Corbet, Shaen & Lucey, Brian & Urquhart, Andrew & Yarovaya, Larisa - Is Bitcoin a hedge or safe haven for currencies? An intraday analysis (RePEc:eee:finana:v:63:y:2019:i:c:p:49-57)
by Urquhart, Andrew & Zhang, Hanxiong - The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets (RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726)
by Manahov, Viktor & Urquhart, Andrew - Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach (RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685)
by Duan, Kun & Li, Zeming & Urquhart, Andrew & Ye, Jinqiang - MAX momentum in cryptocurrency markets (RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001630)
by Li, Yi & Urquhart, Andrew & Wang, Pengfei & Zhang, Wei - Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework (RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727)
by Feng, Hao & Gao, Da & Duan, Kun & Urquhart, Andrew - Central bank digital currencies: A critical review (RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005471)
by Dionysopoulos, Lambis & Marra, Miriam & Urquhart, Andrew - The financial impact of financial fair play regulation: Evidence from the English premier league (RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000206)
by Alabi, Mobolaji & Urquhart, Andrew - Labor investment inefficiency and LGBTQ+-friendliness (RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004010)
by Schopohl, Lisa & Urquhart, Andrew & Zhang, Hanxiong - Sampling frequency and the performance of different types of technical trading rules (RePEc:eee:finlet:v:22:y:2017:i:c:p:136-139)
by Hudson, Robert & McGroarty, Frank & Urquhart, Andrew - A three-factor pricing model for cryptocurrencies (RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304519)
by Shen, Dehua & Urquhart, Andrew & Wang, Pengfei - Under the hood of the Ethereum blockchain (RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005651)
by Urquhart, Andrew - Can altcoins act as hedges or safe-havens for Bitcoin? (RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372)
by Li, Yi & Lucey, Brian & Urquhart, Andrew - The instability of stablecoins (RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007498)
by Duan, Kun & Urquhart, Andrew - Intraday time series momentum: Global evidence and links to market characteristics (RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100001x)
by Li, Zeming & Sakkas, Athanasios & Urquhart, Andrew - Uncertainty of uncertainty and firm cash holdings (RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000814)
by Goodell, John W. & Goyal, Abhinav & Urquhart, Andrew - How exactly do markets adapt? Evidence from the moving average rule in three developed markets (RePEc:eee:intfin:v:38:y:2015:i:c:p:127-147)
by Urquhart, Andrew & Gebka, Bartosz & Hudson, Robert - Liquidity risk contagion in the interbank market (RePEc:eee:intfin:v:45:y:2016:i:c:p:142-155)
by Eross, Andrea & Urquhart, Andrew & Wolfe, Simon - Does intraday technical trading have predictive power in precious metal markets? (RePEc:eee:intfin:v:52:y:2018:i:c:p:102-113)
by Batten, Jonathan A. & Lucey, Brian M. & McGroarty, Frank & Peat, Maurice & Urquhart, Andrew - The Brexit vote and currency markets (RePEc:eee:intfin:v:59:y:2019:i:c:p:153-164)
by Dao, Thong M. & McGroarty, Frank & Urquhart, Andrew - The role of media coverage in the bubble formation: Evidence from the Bitcoin market (RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001056)
by Li, Yi & Zhang, Wei & Urquhart, Andrew & Wang, Pengfei - Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods (RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597)
by Huang, Yingying & Duan, Kun & Urquhart, Andrew - The role of interpersonal trust in cryptocurrency adoption (RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871)
by Jalan, Akanksha & Matkovskyy, Roman & Urquhart, Andrew & Yarovaya, Larisa - Macroeconomic momentum and cross-sectional equity market indices (RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000404)
by Zhang, Yu & Kappou, Konstantina & Urquhart, Andrew - Blockchain factors (RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000787)
by Sakkas, Athanasios & Urquhart, Andrew - Forecasting Bitcoin volatility using machine learning techniques (RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306)
by Huang, Zih-Chun & Sangiorgi, Ivan & Urquhart, Andrew - Forecasting GDP growth rates in the United States and Brazil using Google Trends (RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924)
by Bantis, Evripidis & Clements, Michael P. & Urquhart, Andrew - Carbon risk and debt financing: An international perspective (RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000294)
by Ren, Xiaohang & Li, Wenqi & Duan, Kun & Urquhart, Andrew - A calendar effect: Weekend overreaction (and subsequent reversal) in spot FX rates (RePEc:eee:mulfin:v:37-38:y:2016:i::p:158-167)
by Dao, Thong M. & McGroarty, Frank & Urquhart, Andrew - The performance of technical trading rules in Socially Responsible Investments (RePEc:eee:reveco:v:63:y:2019:i:c:p:397-411)
by Urquhart, Andrew & Zhang, Hanxiong - Why have UK universities become more indebted over time? (RePEc:eee:reveco:v:82:y:2022:i:c:p:771-783)
by Bell, Adrian R. & Brooks, Chris & Urquhart, Andrew - Attention allocation and cryptocurrency return co-movement: Evidence from the stock market (RePEc:eee:reveco:v:88:y:2023:i:c:p:1173-1185)
by Hu, Yitong & Shen, Dehua & Urquhart, Andrew - Investor sentiment and local bias in extreme circumstances: The case of the Blitz (RePEc:eee:riibaf:v:36:y:2016:i:c:p:340-350)
by Urquhart, Andrew & Hudson, Robert - The intraday dynamics of bitcoin (RePEc:eee:riibaf:v:49:y:2019:i:c:p:71-81)
by Eross, Andrea & McGroarty, Frank & Urquhart, Andrew & Wolfe, Simon - Naval disasters, world war two and the British stock market (RePEc:eee:riibaf:v:59:y:2022:i:c:s027553192100177x)
by Hudson, Robert & Urquhart, Andrew - Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency (RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001442)
by Duan, Kun & Zhang, Liya & Urquhart, Andrew & Yao, Kai & Peng, Long - An adoption model of cryptocurrencies (RePEc:ehl:lserod:126508)
by Rzayev, Khaladdin & Sakkas, Athanasios & Urquhart, Andrew - The environmental, social, and governance (ESG) aspects of Bitcoin (RePEc:elg:eechap:22115_15)
by Andrew Urquhart - Do momentum and reversal strategies work in commodity futures? A comprehensive study (RePEc:eme:rbfpps:rbf-05-2019-0067)
by Hanxiong Zhang & Andrew Urquhart - What effect did the introduction of Bitcoin futures have on the Bitcoin spot market? (RePEc:hal:journl:hal-03417218)
by Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart - Demand elasticities of Bitcoin and Ethereum (RePEc:hal:journl:hal-03888337)
by Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart - The role of interpersonal trust in cryptocurrency adoption (RePEc:hal:journl:hal-03946536)
by Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart & Larisa Yarovaya - Crypto and digital currencies — nine research priorities (RePEc:nat:nature:v:604:y:2022:i:7904:d:10.1038_d41586-022-00927-5)
by Andrew Urquhart & Brian Lucey - No Cryptocurrency Experience Required: Managerial Characteristics in Cryptocurrency Fund Performance (RePEc:now:jnlrcf:114.00000050)
by Andrew Urquhart & Pengfei Wang - Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process (RePEc:oup:jfinec:v:22:y:2024:i:3:p:743-772.)
by Jian Chen & Michael P Clements & Andrew Urquhart - Stylized facts of intraday precious metals (RePEc:plo:pone00:0174232)
by Jonathan Batten & Brian Lucey & Frank McGroarty & Maurice Peat & Andrew Urquhart - Scoring goals: The impact of English Premier League football teams on local university admissions (RePEc:rdg:emxxdp:em-dp2024-02)
by Carl Singleton & Adrian r. Bell & Andy Chung & J. James Reade & Andrew Urquhart - Technical trading and cryptocurrencies (RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03357-1)
by Robert Hudson & Andrew Urquhart - The Euro and European stock market efficiency (RePEc:taf:apfiec:v:24:y:2014:i:19:p:1235-1248)
by Andrew Urquhart - How predictable are precious metal returns? (RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413)
by Andrew Urquhart - Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets (RePEc:taf:eurjfi:v:25:y:2019:i:1:p:35-53)
by Andrea Eross & Andrew Urquhart & Simon Wolfe - What effect did the introduction of Bitcoin futures have on the Bitcoin spot market? (RePEc:taf:eurjfi:v:27:y:2021:i:13:p:1251-1281)
by Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart - Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk (RePEc:taf:eurjfi:v:27:y:2021:i:13:p:1326-1349)
by Shima Amini & Robert Hudson & Andrew Urquhart & Jian Wang - The unintended consequence of social media criticisms: an earnings management perspective (RePEc:taf:eurjfi:v:29:y:2023:i:1:p:33-57)
by Yi Li & Wei Zhang & Andrew Urquhart & Pengfei Wang - Cryptocurrency research: future directions (RePEc:taf:eurjfi:v:30:y:2024:i:16:p:1849-1854)
by Andrew Urquhart & Larisa Yarovaya - Ultra-high-frequency lead–lag relationship and information arrival (RePEc:taf:quantf:v:18:y:2018:i:5:p:725-735)
by Thong Minh Dao & Frank McGroarty & Andrew Urquhart - Pairs trading across Mainland China and Hong Kong stock markets (RePEc:wly:ijfiec:v:24:y:2019:i:2:p:698-726)
by Hanxiong Zhang & Andrew Urquhart - High‐frequency trading from an evolutionary perspective: Financial markets as adaptive systems (RePEc:wly:ijfiec:v:24:y:2019:i:2:p:943-962)
by Viktor Manahov & Robert Hudson & Andrew Urquhart - An early warning indicator for liquidity shortages in the interbank market (RePEc:wly:ijfiec:v:24:y:2019:i:3:p:1300-1312)
by Andrea Eross & Andrew Urquhart & Simon Wolfe