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The euro and European stock market efficiency
Urquhart, Andrew - In: Applied financial economics 24 (2014) 19/21, pp. 1235-1248
Persistent link: https://www.econbiz.de/10010460186
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Price clustering in Bitcoin
Urquhart, Andrew - In: Economics letters 159 (2017), pp. 144-148
Persistent link: https://www.econbiz.de/10011903473
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What causes the attention of Bitcoin?
Urquhart, Andrew - In: Economics letters 166 (2018), pp. 40-44
Persistent link: https://www.econbiz.de/10012011955
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How predictable are precious metal returns?
Urquhart, Andrew - In: The European journal of finance 23 (2017) 13/15, pp. 1390-1413
Persistent link: https://www.econbiz.de/10012014399
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The inefficiency of Bitcoin
Urquhart, Andrew - In: Economics letters 148 (2016), pp. 80-82
Persistent link: https://www.econbiz.de/10011619879
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The environmental, social, and governance (ESG) aspects of Bitcoin
Urquhart, Andrew - In: The Elgar companion to decentralized finance, digital …, (pp. 298-312). 2024
Persistent link: https://www.econbiz.de/10015062226
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Forecasting the volatility of Bitcoin : The importance of jumps and structural breaks
Shen, Dehua; Urquhart, Andrew; Wang, Pengfei - In: European Financial Management 26 (2020) 5, pp. 1294-1323
Persistent link: https://www.econbiz.de/10012191169
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Do momentum and reversal strategies work in commodity futures? A comprehensive study
Zhang, Hanxiong; Urquhart, Andrew - In: Review of Behavioral Finance 12 (2020) 4, pp. 375-409
Purpose: Motivated by the debate on the patterns and sources of commodity futures returns, this paper investigates the performance of three investment trading strategies, namely, the momentum strategy of Jegadeesh and Titman (1993), the 52-week high momentum strategy of George and Hwang (2004)...
Persistent link: https://www.econbiz.de/10012279707
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Bitcoin intraday time series momentum
Shen, Dehua; Urquhart, Andrew; Wang, Pengfei - In: Financial Review 57 (2021) 2, pp. 319-344
Persistent link: https://www.econbiz.de/10012809617
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Pairs trading across Mainland China and Hong Kong stock markets
Zhang, Hanxiong; Urquhart, Andrew - In: International Journal of Finance & Economics 24 (2018) 2, pp. 698-726
Persistent link: https://www.econbiz.de/10012082690