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How exactly do markets adapt? : evidence from the moving average rule in three developed markets

Urquhart, Andrew; Ge̜bka, Bartosz; Hudson, Robert - In: Journal of international financial markets, … 38 (2015), pp. 127-147

Persistent link: https://www.econbiz.de/10011475180

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

Hudson, Robert; Urquhart, Andrew - In: International review of financial analysis 40 (2015), pp. 166-177

Persistent link: https://www.econbiz.de/10011475734

Political uncertainty and sentiment : evidence from the impact of Brexit on financial markets

Hudson, Robert; Urquhart, Andrew; Zhang, Hanxiong - In: European economic review : EER 129 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012514803

Investor sentiment and local bias in extreme circumstances : the case of the Blitz

Urquhart, Andrew; Hudson, Robert - In: Research in international business and finance 36 (2016), pp. 340-350

Persistent link: https://www.econbiz.de/10011594455

What causes the attention of Bitcoin?

Urquhart, Andrew - In: Economics letters 166 (2018), pp. 40-44

Persistent link: https://www.econbiz.de/10012011955

Do Momentum and Reversal Strategies Work in Commodity Futures? A Comprehensive Study

Urquhart, Andrew - 2018

This paper investigates the performance of three different trading strategies – Jegadeesh and Titman (1993), George and Hwang (2004) and Gatev, Goetzmann and Rouwenhorst (2006) – in 29 commodity futures from January 1979 to October 2017. We find there is no significant reversal profit across...

Persistent link: https://www.econbiz.de/10012909035

Does Technical Analysis Beat the Market? – Evidence from High Frequency Trading in Gold and Silver

Urquhart, Andrew - 2015

Previous research has identified that investors place more emphasis on technical analysis than fundamental analysis, however the research has largely been confined to daily data and stock market indices. This paper studies whether intraday technical trading rules produce significant payoffs in...

Persistent link: https://www.econbiz.de/10013016784

MAX momentum in cryptocurrency markets

Li, Yi; Urquhart, Andrew; Wang, Pengfei; Zhang, Wei - In: International review of financial analysis 77 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012806335

The performance of technical trading rules in Socially Responsible Investments

Urquhart, Andrew; Zhang, Hanxiong - In: International review of economics & finance : IREF 63 (2019), pp. 397-411

Persistent link: https://www.econbiz.de/10012322056

Should Ethical Traders Employ Technical Analysis?

Urquhart, Andrew - 2018

This paper examines the performance of technical trading rules in Socially Responsible Investment (SRI) indices. Unlike previous studies, we separate technical trading rules into those that aim to trend-follow and those that employ mean-reversion. Using three popular FTSE4Good indices, we show...

Persistent link: https://www.econbiz.de/10012916333