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.
Portfolio management with cryptocurrencies: the role of estimation riskDr Andrew Urquhart, Emmanouil Platanakis
An early warning indicator for liquidity shortages in the interbank marketDr Andrew Urquhart, Andrea Eross, Simon Wolfe
Cryptocurrencies as a financial asset: a systematic analysisDr Andrew Urquhart, Shaen Corbet, Brian Lucey, Larisa Yarovaya
High frequency trading from an evolutionary perspective: financial markets as adaptive systemsDr Andrew Urquhart, Viktor Manahov, Robert Hudson
Ultra-high-frequency lead–lag relationship and information arrivalDr Andrew Urquhart, Thong Minh Dao, Frank McGroarty
Future directions in international financial integration research - a crowdsourced perspectiveDr 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?Dr Andrew Urquhart, Jonathan A. Batten, Brian M. Lucey, Frank McGroarty, Maurice Peat
Optimal vs naïve diversification in cryptocurrenciesProfessor Charles Sutcliffe, Dr Andrew Urquhart, Emmanouil Platanakis
Sampling frequency and the performance of different types of technical trading rulesDr Andrew Urquhart, Robert Hudson, Frank McGroarty
A calendar effect: weekend overreaction (and subsequent reversal) in spot FX ratesDr Andrew Urquhart, Thong M. Dao, Frank McGroarty
How exactly do markets adapt? Evidence from the moving average rule in three developed marketsDr 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...