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The euro and European stock market efficiency

Urquhart, Andrew - In: Applied financial economics 24 (2014) 19/21, pp. 1235-1248

Persistent link: https://www.econbiz.de/10010460186

The inefficiency of Bitcoin

Urquhart, Andrew - In: Economics letters 148 (2016), pp. 80-82

Persistent link: https://www.econbiz.de/10011619879

How predictable are precious metal returns?

Urquhart, Andrew - In: The European journal of finance 23 (2017) 13/15, pp. 1390-1413

Persistent link: https://www.econbiz.de/10012014399

The Euro and European Stock Market Efficiency

Urquhart, Andrew - 2015

This paper examines the impact of the introduction of the Euro currency on the market efficiency of ten of the most developed European stock markets during the period 1988-2012. We use an autocorrelation test, a runs test, various formulations of the variance ratio test and the nonlinear BDS...

Persistent link: https://www.econbiz.de/10013034214

Efficient or adaptive markets? : evidenve from major stock markets using very long run historic data

Urquhart, Andrew; Hudson, Robert - In: International review of financial analysis 28 (2013), pp. 130-142

Persistent link: https://www.econbiz.de/10009762687

How exactly do markets adapt? : evidence from the moving average rule in three developed markets

Urquhart, Andrew; Ge̜bka, Bartosz; Hudson, Robert - In: Journal of international financial markets, … 38 (2015), pp. 127-147

Persistent link: https://www.econbiz.de/10011475180

Calendar effects, market conditions and the Adaptive Market Hypothesis : evidence from long-run US data

Urquhart, Andrew; McGroarty, Frank - In: International review of financial analysis 35 (2014), pp. 154-166

Persistent link: https://www.econbiz.de/10010529613

A calendar effect : weekend overreaction (and subsequent reversal) in spot FX rates

Dao, Thong M.; McGroarty, Frank; Urquhart, Andrew - In: Journal of multinational financial management 37/38 (2016), pp. 158-167

Persistent link: https://www.econbiz.de/10011720281

Are stock markets really efficient? : evidence of the adaptive market hypothesis

Urquhart, Andrew; McGroarty, Frank - In: International review of financial analysis 47 (2016), pp. 39-49

Persistent link: https://www.econbiz.de/10011624040

Sampling frequency and the performance of different types of technical trading rules

Hudson, Robert; McGroarty, Frank; Urquhart, Andrew - In: Finance research letters 22 (2017), pp. 136-139

Persistent link: https://www.econbiz.de/10011808000