Dr Andrew Urquhart is Professor of Finance and Financial Technology at the ICMA Centre, Henley Business School, where he is also Head of the Postgraduate Research Programme.
Andrew joined the ICMA Centre in September 2018 from the University of Southampton where he was Associate Professor of Finance and previously Lecturer of Finance. Andrew holds a PhD from Newcastle University where he also received an MSc in Finance (distinction) and BA (Hons) in Economics and Politics. For more information, please visit his personal website.
Andrew’s main research interests are fintech, cryptocurrencies, corporate governance and high-frequency trading. He has published over 45 papers in a range of leading international journals such as the Journal of Corporate Finance, Journal of Financial Markets, European Economic Review, Journal of Financial Stability, European Financial Management, Quantitative Finance, and British Accounting Review, amongst others. His research has received considerable attention with over 3000 citations and he regularly presents his work at leading international conferences such as the Financial Management Association (US and European), INFINITI, Paris Financial Management, British Accounting and Finance Association, European Financial Management Association, Economic History Society and Forecasting Financial Markets conferences.
He has also received over £500,000 in research income and he is also an associate editor at Economics Letters (3*), the European Journal of Finance (3*), International Review of Financial Analysis (3*) and Research in International Business and Finance (2*). Andrew received the 2020 best paper published in European Financial Management, the best paper at the 2020 Southern Finance Association Annual Meeting, the best paper at the 2018 Cryptocurrency Research Conference and also awarded the Deans award for leadership in research in 2017 as well as the Tom Fetherston award for the best paper published in International Review of Financial Analysis in 2013. Andrew is also a co-organiser of the Cryptocurrency Research Conference.
Currently, Andrew teaches the modules Blockchain, Cryptocurrencies and Applications at Masters level, as well as Fintech and Cryptocurrencies at Undergraduate level. Previously, he has taught Quantitative Methods for Finance at the ICMA Centre, as well as Portfolio Theory and Financial Markets at Undergraduate level and the Masters module Quantitative Research Methods in Finance, both at the University of Southampton. He is also an external examiner for MSc Finance programmes at SOAS and Birkbeck College as well as the INTO programme at Queen's University Belfast.
An early warning indicator for liquidity shortages in the interbank marketProfessor Andrew Urquhart, Andrea Eross, Simon Wolfe
Cryptocurrencies as a financial asset: a systematic analysisProfessor Andrew Urquhart, Shaen Corbet, Brian Lucey, Larisa Yarovaya
High frequency trading from an evolutionary perspective: financial markets as adaptive systemsProfessor Andrew Urquhart, Viktor Manahov, Robert Hudson
Ultra-high-frequency lead–lag relationship and information arrivalProfessor Andrew Urquhart, Thong Minh Dao, Frank McGroarty
Future directions in international financial integration research - a crowdsourced perspectiveProfessor Andrew Urquhart, Brian M. Lucey, Samuel A. Vigne, Laura Ballester, Leonidas Barbopoulos, Janusz Brzeszczynski, Oscar Carchano, Nebojsa Dimic, Viviana Fernandex, Fabian Gogolin, Ana González-Urteaga, John W. Goodell, Pia Helbing, Riste Ichev, Fearghal Kearney, Elaine Laing, Charles J. Larkin, Annika Lindblad, Igor Lončarski, Kim Cuong Ly, Matej Marinč, Richard J. McGee, Frank McGroarty, Conor Neville, Martha O'Hagan-Luff, Vanja Piljak, Aleksander Sevic, Xin Sheng, Dimitrios Stafylas, Roald Versteeg, Anh N Vu, Simon Wolfe, Larisa Yarovaya, Andrea Zaghini
Does intraday technical trading have predictive power in precious metal markets?Professor Andrew Urquhart, Jonathan A. Batten, Brian M. Lucey, Frank McGroarty, Maurice Peat
Sampling frequency and the performance of different types of technical trading rulesProfessor Andrew Urquhart, Robert Hudson, Frank McGroarty
A calendar effect: weekend overreaction (and subsequent reversal) in spot FX ratesProfessor Andrew Urquhart, Thong M. Dao, Frank McGroarty
How exactly do markets adapt? Evidence from the moving average rule in three developed marketsProfessor Andrew Urquhart, Bartosz Gebka, Robert Hudson
Fintech and Cryptocurrencies
This module seeks to introduce students to Fintech as well as cryptocurrencies and blockchain. The module offers students the opportunity to gain an understanding of how and why firms are...
Blockchain, Cryptocurrencies and Applications
Blockchain technology is rapidly changing the financial industry and beyond. Countless applications are being explored in payments, insurance, lending, fund raising, settlement of securities transactions and contract execution. In this...
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