Follow
Andrew Urquhart
Andrew Urquhart
Professor of Finance & Financial Technology, ICMA Centre, Henley Business School
Verified email at icmacentre.ac.uk - Homepage
Title
Cited by
Cited by
Year
The Inefficiency of Bitcoin
A Urquhart
Economics Letters, 2016
14842016
Cryptocurrencies as a financial asset: A systematic analysis
S Corbet, B Lucey, A Urquhart, L Yarovaya
International Review of Financial Analysis 62, 182-199, 2019
11422019
Is Bitcoin a hedge or safe-haven for currencies? An intraday analysis
A Urquhart, H Zhang
International Review of Financial Analysis, 2018
5182018
What Causes the Attention of Bitcoin?
A Urquhart
Economics Letters 166, 40-44, 2018
4232018
Does twitter predict Bitcoin?
D Shen, A Urquhart, P Wang
Economics letters 174, 118-122, 2019
3972019
Price clustering in Bitcoin
A Urquhart
Economics Letters 159, 145-148, 2017
3942017
Should investors include bitcoin in their portfolios? A portfolio theory approach
E Platanakis, A Urquhart
The British accounting review 52 (4), 100837, 2020
2682020
Efficient or adaptive markets? Evidence from major stock markets using very long run historic data
A Urquhart, R Hudson
International Review of Financial Analysis 28, 130-142, 2013
2412013
Are stock markets really efficient? Evidence of the Adaptive Market Hypothesis
A Urquhart, F McGroarty
International Review of Financial Analysis 47, 39-49, 2016
2222016
Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run US data
A Urquhart, F McGroarty
International Review of Financial Analysis 35, 154-166, 2014
2052014
War and stock markets: The effect of World War Two on the British stock market
R Hudson, A Urquhart
International Review of Financial Analysis 40, 166-177, 2015
1782015
Optimal vs na´ve diversification in cryptocurrencies
E Platanakis, C Sutcliffe, A Urquhart
Economics Letters 171, 93-96, 2018
1482018
Portfolio management with cryptocurrencies: The role of estimation risk
E Platanakis, A Urquhart
Economics Letters 177, 76-80, 2019
1452019
A three-factor pricing model for cryptocurrencies
D Shen, A Urquhart, P Wang
Finance Research Letters 34, 101248, 2020
1242020
The intraday dynamics of bitcoin
A Eross, F McGroarty, A Urquhart, S Wolfe
Research in international business and finance 49, 71-81, 2019
1172019
Technical trading and cryptocurrencies
R Hudson, A Urquhart
Annals of Operations Research 297 (1), 191-220, 2021
992021
Female CFOs, leverage and the moderating role of board diversity and CEO power
L Schopohl, A Urquhart, H Zhang
Journal of Corporate Finance 71, 101858, 2021
942021
What drives Bitcoin’s price crash risk?
A Kalyvas, P Papakyriakou, A Sakkas, A Urquhart
Economics Letters 191, 108777, 2020
872020
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks
D Shen, A Urquhart, P Wang
European Financial Management 26 (5), 1294-1323, 2020
772020
How exactly do markets adapt? Evidence from the moving average rule in three developed markets
A Urquhart, B Gebka, R Hudson
Journal of International Financial Markets, Institutions and Money 38, 127-147, 2015
632015
The system can't perform the operation now. Try again later.
Articles 1–20