Dr Andrew Urquhart
Associate Professor of Finance

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 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. For more information, please visit his personal website.
Andrew’s main research interests are fintech, cryptocurrencies, corporate governance, financial markets, high-frequency trading, and investor sentiment. He has published over 40 papers in a range of leading international journals and his research has received considerable attention with over 2,000 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 £600,000 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. Andrew has supervised 3 PhD students to completion and is currently supervising a number of PhD students at the ICMA centre.
Currently Andrew is module convenor for 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.
The intraday dynamics of bitcoin
Dr Andrew Urquhart, A. Eross, F. MCGroarty, S. WolfePortfolio management with cryptocurrencies: the role of estimation risk
Dr Andrew Urquhart, Emmanouil PlatanakisAn early warning indicator for liquidity shortages in the interbank market
Dr Andrew Urquhart, Andrea Eross, Simon WolfeThe Brexit vote and currency markets
Dr Andrew Urquhart, Thong M. Dao, Frank McGroartyDoes Twitter predict Bitcoin?
Dr Andrew Urquhart, Dehua Shen, Pengfei WangCryptocurrencies as a financial asset: a systematic analysis
Dr Andrew Urquhart, Shaen Corbet, Brian Lucey, Larisa YarovayaHigh frequency trading from an evolutionary perspective: financial markets as adaptive systems
Dr Andrew Urquhart, Viktor Manahov, Robert HudsonUltra-high-frequency lead–lag relationship and information arrival
Dr Andrew Urquhart, Thong Minh Dao, Frank McGroartyFuture directions in international financial integration research - a crowdsourced perspective
Dr 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 ZaghiniStylized facts of intraday precious metals
Dr Andrew Urquhart, Jonathan Batten, Brian Lucey, Frank McGroarty, Maurice PeatSampling frequency and the performance of different types of technical trading rules
Dr Andrew Urquhart, Robert Hudson, Frank McGroartyDoes intraday technical trading have predictive power in precious metal markets?
Dr Andrew Urquhart, Jonathan A. Batten, Brian M. Lucey, Frank McGroarty, Maurice PeatA calendar effect: weekend overreaction (and subsequent reversal) in spot FX rates
Dr Andrew Urquhart, Thong M. Dao, Frank McGroartyLiquidity risk contagion in the interbank market
Dr Andrew Urquhart, Andrea Eross, Simon WolfeHow exactly do markets adapt? Evidence from the moving average rule in three developed markets
Dr Andrew Urquhart, Bartosz Gebka, Robert HudsonOptimal vs naïve diversification in cryptocurrencies
Professor Charles Sutcliffe, Dr Andrew Urquhart, Emmanouil PlatanakisFintech 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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Specialisms
- Fintech
- Cryptocurrencies
- Algorithmic Trading
- Asset Allocation
- Corporate Finance