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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

Identification of house price bubbles using user cost in a state space model

Zhang, Hanxiong; Hudson, Robert; Metcalf, Hugh; … - In: Applied economics 47 (2015) 55/57, pp. 6088-6101

Persistent link: https://www.econbiz.de/10011381027

Do house prices overreact to relevant information? : new evidencefrom the UK housing market

Zhang, Hanxiong; Manahov, Viktor; Hudson, Robert; … - In: Investment management and financial innovations 12 (2015) 3, pp. 33-46

Persistent link: https://www.econbiz.de/10011527298

Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models

Zhang, Hanxiong; Hudson, Robert; Metcalf, Hugh; … - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 617-640

Persistent link: https://www.econbiz.de/10012019348

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

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

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

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

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