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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

Stock market manipulation in an emerging market of Turkey : how do market participants select stocks for manipulation?

Ok Ergün, Hilal; Yalaman, Abdullah; Manahov, Viktor; … - In: Applied economics letters 28 (2021) 5, pp. 354-358

Persistent link: https://www.econbiz.de/10012484994

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

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

The inefficiency of Bitcoin

Urquhart, Andrew - In: Economics letters 148 (2016), pp. 80-82

Persistent link: https://www.econbiz.de/10011619879

Calendar effects, market conditions and the Adaptive Market Hypothesis : evidence from long-run US data

Urquhart, Andrew; McGroarty, Frank - In: International review of financial analysis 35 (2014), pp. 154-166

Persistent link: https://www.econbiz.de/10010529613

Efficient or adaptive markets? : evidenve from major stock markets using very long run historic data

Urquhart, Andrew; Hudson, Robert - In: International review of financial analysis 28 (2013), pp. 130-142

Persistent link: https://www.econbiz.de/10009762687

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

The Adaptive Market Hypothesis and Stock Return Predictability : Evidence from Major Stock Indices

Urquhart, Andrew - 2015

This study examines the adaptive market hypothesis of the S&P500, FTSE100, NIKKEI225 and EURO STOXX 50 by testing for stock return predictability using daily data from January 1990 to May 2014. We apply three bootstrapped versions of the variance ratio test to the raw stock returns and also...

Persistent link: https://www.econbiz.de/10013018018

The efficiency of Bitcoin : a strongly typed genetic programming approach to smart electronic Bitcoin markets

Manahov, Viktor; Urquhart, Andrew - In: International review of financial analysis 73 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012803734