Andrew Urquhart

Best Publications

• The inefficiency of Bitcoin

  Andrew Urquhart

  1372
  Citations

• Cryptocurrencies as a financial asset: A systematic analysis

  Shaen Corbet;Brian M. Lucey;Andrew Urquhart;Larisa Yarovaya

  1188
  Citations

• Is Bitcoin a hedge or safe haven for currencies? An intraday analysis

  Andrew Urquhart;Hanxiong Zhang

  584
  Citations

• What causes the attention of Bitcoin

  Andrew Urquhart

  413
  Citations

• Price clustering in Bitcoin

  Andrew Urquhart

  405
  Citations

• Does twitter predict Bitcoin

  Dehua Shen;Andrew Urquhart;Pengfei Wang

  369
  Citations

• Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach

  Emmanouil Platanakis;Andrew Urquhart

  267
  Citations

• Efficient or adaptive markets? Evidence from major stock markets using very long run historic data

  Andrew Urquhart;Robert Hudson

  227
  Citations

• Are stock markets really efficient? Evidence of the Adaptive Market Hypothesis

  Andrew Urquhart;Frank McGroarty

  219
  Citations

• War and stock markets: The effect of World War Two on the British stock market

  Robert Hudson;Andrew Urquhart

  178
  Citations

• Calendar effects, market conditions and the Adaptive Market Hypothesis: evidence from long-run U.S. data

  Andrew Urquhart;Frank McGroarty

  161
  Citations

• Portfolio management with cryptocurrencies: The role of estimation risk

  Emmanouil Platanakis;Andrew Urquhart

  153
  Citations

• Optimal vs naïve diversification in cryptocurrencies

  Emmanouil Platanakis;Charles Sutcliffe;Andrew Urquhart

  145
  Citations

• The intraday dynamics of bitcoin

  Andrea Eross;Frank McGroarty;Andrew Urquhart;Simon Wolfe

  133
  Citations

• Female CFOs, leverage and the moderating role of board diversity and CEO power

  Lisa Schopohl;Andrew Urquhart;Hanxiong Zhang

  130
  Citations

• A three-factor pricing model for cryptocurrencies

  Dehua Shen;Andrew Urquhart;Pengfei Wang

  127
  Citations

• Uncertainty of uncertainty and firm cash holdings

  John W. Goodell;Abhinav Goyal;Andrew Urquhart

  94
  Citations

• Forecasting the volatility of Bitcoin: the importance of jumps and structural breaks

  Dehua Shen;Andrew Urquhart;Pengfei Wang

  87
  Citations

• What drives Bitcoin’s price crash risk?

  Antonios Kalyvas;Panayiotis Papakyriakou;Athanasios Sakkas;Andrew Urquhart

  82
  Citations

• Technical trading and cryptocurrencies

  Robert Hudson;Andrew Urquhart

  78
  Citations