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Dr Andrew Urquhart

Associate Professor of Finance

Andrew U

Specialisms

  • Fintech, 
  • Cryptocurrencies, 
  • Algorithmic Trading, 
  • Asset Allocation, 
  • Corporate Finance

Dr Andrew Urquhart is Associate Professor of Finance at the ICMA Centre, Henley Business School where he is Research Division Lead. 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 a MSc Finance (distinction) and BA (Hons) in Economics and Politics.

Andrew’s main research interests are fintech, cryptocurrencies, corporate governance, financial markets, high-frequency trading, and investor sentiment. He has published over 30 papers in a range of leading international journals and his research has received considerable attention with over 800 citations. 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 the European Journal of Finance (3*), International Review of Financial Analysis (3*) and Research in International Business and Finance (2*). Andrew received the best paper award 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 in International Review of Financial Analysis in 2013.

Currently Andrew teaches the modules Blockchain, Cryptocurrencies and Applications as masters level, as well as Fintech and Cryptocurrencies as 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 Imperial College London for their summer school programme and MSc Finance programmes as SOAS and Birkbeck College.

Reference: Hudson, R., Urquhart, A. and Zhang, H. (2020) Political uncertainty and sentiment: evidence from the impact of Brexit on financial markets. European Economic Review, 129. 103523. ISSN 0014-2921 doi: https://doi.org/10.1016/j.euroecorev.2020.103523
Reference: Shen, D., Urquhart, A. and Wang, P. (2020) Forecasting the volatility of Bitcoin: the importance of jumps and structural breaks. European Financial Management. ISSN 1468-036X doi: https://doi.org/10.1111/eufm.12254
Reference: Zhang, H. and Urquhart, A. (2020) Do momentum and reversal strategies work in commodity futures? A comprehensive study. Review of Behavioural Finance. ISSN 1940-5979 doi: https://doi.org/10.1108/RBF-05-2019-0067

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...

Module code: IC316

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...

Module code: ICM318