Andrew Urquhart : Citation Profile

Are you Andrew Urquhart?

University of Birmingham

5

H index

3

i10 index

85

Citations

RESEARCH PRODUCTION:

6

Articles

4

Papers

1

Chapters

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 12
   Journals where Andrew Urquhart has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pur103
   Updated: 2024-11-06    RAS profile: 2024-08-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Matkovskyy, Roman (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrew Urquhart.

Is cited by:

Corbet, Shaen (5)

Yarovaya, Larisa (5)

lucey, brian (4)

Sensoy, Ahmet (3)

Fantazzini, Dean (3)

Colombo, Jéfferson (2)

Smales, Lee (2)

Nguyen, Duc Khuong (2)

Matkovskyy, Roman (2)

Conlon, Thomas (2)

Ahmed, Walid (2)

Cites to:

Bollerslev, Tim (13)

Andersen, Torben (10)

lucey, brian (8)

Yarovaya, Larisa (8)

Roubaud, David (6)

Corbet, Shaen (6)

Diebold, Francis (5)

Molnár, Peter (5)

Corsi, Fulvio (4)

Bouri, Elie (4)

Renò, Roberto (4)

Main data

Where Andrew Urquhart has published?

Working Papers Series with more than one paper published# docs
Post-Print / HAL3

Recent works citing Andrew Urquhart (2024 and 2023)

YearTitle of citing document
2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

Full description at Econpapers || Download paper

2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

Full description at Econpapers || Download paper

2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

Full description at Econpapers || Download paper

2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

Full description at Econpapers || Download paper

2023Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078.

Full description at Econpapers || Download paper

2023The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133.

Full description at Econpapers || Download paper

2023Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

Full description at Econpapers || Download paper

2023Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach. (2023). Yarovaya, Larisa ; Ali, Md Hakim ; Karim, Muhammad Mahmudul ; Hammoudeh, Shawkat ; Uddin, Md Hamid. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004106.

Full description at Econpapers || Download paper

2023Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants. (2023). Martin-Barragan, Belen ; Andreeva, Galina ; Wang, Yijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004301.

Full description at Econpapers || Download paper

2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

Full description at Econpapers || Download paper

2024Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431.

Full description at Econpapers || Download paper

2024Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). Lucey, Brian ; Qi, Jiajun ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

Full description at Econpapers || Download paper

2023Can altcoins act as hedges or safe-havens for Bitcoin?. (2023). Urquhart, Andrew ; Lucey, Brian ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372.

Full description at Econpapers || Download paper

2023Optimal mining in proof-of-work blockchain protocols. (2023). Mohazab, Amin ; Moya, Jorge ; Soria, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007863.

Full description at Econpapers || Download paper

2024Testing the credibility of crypto influencers: An event study on Bitcoin. (2024). Sandner, Philipp ; Welpe, Isabell M ; Meyer, Eva Andrea. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012369.

Full description at Econpapers || Download paper

2024Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055.

Full description at Econpapers || Download paper

2023The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871.

Full description at Econpapers || Download paper

2024The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Wustenfeld, Jan ; Geldner, Teo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295.

Full description at Econpapers || Download paper

2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

Full description at Econpapers || Download paper

2023How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Sahut, Jean-Michel ; Hikkerova, Lubica ; Hajek, Petr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227.

Full description at Econpapers || Download paper

2024Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?. (2024). Jahmane, Abderrahmane ; Bennajma, Amel ; Riahi, Rabeb ; Hammami, Helmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002283.

Full description at Econpapers || Download paper

2024Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Wang, Chen ; Wu, Ruoxi ; Li, Xiao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291.

Full description at Econpapers || Download paper

2024Are crypto and non-crypto investors alike? Evidence from a comprehensive survey in Brazil. (2024). Colombo, Jéfferson ; Yarovaya, Larisa. In: Technology in Society. RePEc:eee:teinso:v:76:y:2024:i:c:s0160791x24000162.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets. (2023). Rink, Kevin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00433-2.

Full description at Econpapers || Download paper

2023Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking. (2023). Oxley, Les ; Corbet, Shaen. In: Review of Corporate Finance. RePEc:now:jnlrcf:114.00000049.

Full description at Econpapers || Download paper

2024Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?. (2024). GUPTA, RANGAN ; Bouri, Elie ; Babalos, Vassilios. In: Working Papers. RePEc:pre:wpaper:202416.

Full description at Econpapers || Download paper

2023Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652.

Full description at Econpapers || Download paper

2023Institutions, digital assets, and implications for economic and financial performance. (2023). Guedhami, Omrane ; Glatzer, Zachary ; Cumming, Douglas. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:50:y:2023:i:3:d:10.1007_s40812-023-00276-y.

Full description at Econpapers || Download paper

2023Artificial neural network analysis of the day of the week anomaly in cryptocurrencies. (2023). Akkaya, Neslihan Saygili ; Ate, Gizem ; Abaci, Hilal ; Tosunolu, Nuray. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00499-x.

Full description at Econpapers || Download paper

2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

Full description at Econpapers || Download paper

2023Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869.

Full description at Econpapers || Download paper

2023Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988.

Full description at Econpapers || Download paper

2023Forecasting realized volatility of Bitcoin: The informative role of price duration. (2023). Tabche, Ibrahim ; Slim, Skander ; Karathanasopoulos, Andreas ; Osman, Mohamed ; Koubaa, Yosra. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1909-1929.

Full description at Econpapers || Download paper

Works by Andrew Urquhart:

YearTitleTypeCited
2020Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks In: European Financial Management.
[Full Text][Citation analysis]		article32
2024The environmental, social, and governance (ESG) aspects of Bitcoin In: Chapters.
[Full Text][Citation analysis]		chapter0
2020Do momentum and reversal strategies work in commodity futures? A comprehensive study In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article2
2021What effect did the introduction of Bitcoin futures have on the Bitcoin spot market? In: Post-Print.
[Citation analysis]		paper16
2022Demand elasticities of Bitcoin and Ethereum In: Post-Print.
[Citation analysis]		paper0
2023The role of interpersonal trust in cryptocurrency adoption In: Post-Print.
[Citation analysis]		paper9
2023No Cryptocurrency Experience Required: Managerial Characteristics in Cryptocurrency Fund Performance In: Review of Corporate Finance.
[Full Text][Citation analysis]		article3
2024Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2017Stylized facts of intraday precious metals In: PLOS ONE.
[Full Text][Citation analysis]		article8
2024Scoring goals: The impact of English Premier League football teams on local university admissions In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Technical trading and cryptocurrencies In: Annals of Operations Research.
[Full Text][Citation analysis]		article15

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team