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The University of Southampton
Centre for Risk Research
Email:
aju1y12@soton.ac.uk

Dr Andrew Urquhart BA (Hons), MSc, PhD

Associate Professor of Finance

Dr Andrew Urquhart's photo

Dr Andrew Urquhart is Associate Professor of Finance at Southampton Business School at the University of Southampton. Dr Andrew joined Southampton Business School in July 2013 as a Lecturer in Finance and holds a PhD from Newcastle University where his thesis examined the Adaptive Market Hypothesis and investor sentiment in extreme circumstance.  He also holds a MSc Finance (distinction) and BA (Hons) in Economics and Politics, also from Newcastle University.

Andrew’s main research interests are financial markets, investor behaviour, high-frequency trading, cryptocurrencies and investor sentiment.  He has published over 20 papers in a range of leading international journals such as the Journal of Financial Markets, Institutions and Money, Quantitative Finance, the European Journal of Finance, Economics Letters, International Review of Financial Analysis and many others.  His research has received consider attention, with well over 250 citations.  He regularly presents his work at leading international conferences such as the Financial Management Association, 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 acted as a reviewer for leading journals such as the Journal of Money, Credit and Banking, the International Journal of Forecasting, the European Journal of Finance, Economics Letters and many others.  Andrew 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*).  He is also an external examiner for Imperial College London for their summer school programme.  Recently, Andrew received the best paper award at the 2018 Cryptocurrency Research Conference, Cambridge, UK. In 2017, Andrew was awarded the Deans award for leadership in research and he was also awarded the Tom Fetherston award for the best paper in International Review of Financial Analysis in 2013.  He is currently working on projects involving high-frequency trading, CEO education and the effect on firm performance, as well as numerous projects related to cryptocurrencies and their impact on financial markets and society.

Research interests

Andrew’s main research interested are in financial markets, investor behaviour, high-frequency trading, cryptocurrencies and investor sentiment. He has a keen interest in the Adaptive Market Hypothesis, computational finance and technical analysis.  Recently, he has published a number of paper on Bitcoin. 

Andrew is very interested in hearing from aspiring PhD students who would like to pursue a thesis in one of the following areas:

• Stock Market Efficiency
• Adaptive Market Hypothesis
• Stock Market Anomalies
• Cryptocurrencies
• Technical Analysis
• Behavioural Finance
• Investor Sentiment
• Financial History
• High Frequency Trading
• Computational Finance
• Prediction Markets

Andrew has also received more than £500,000 in research income from several projects with Seven Investment Management.

Awards for Research

Andrew has won two awards for his research;

  1. Tom Fetherston award for the best paper in International Review of Financial Analysis in 2013
  2. Deans Award for Leadership in Research 2017
  3. Best paper award at the 2018 Cryptocurrency Research Conference, Cambridge, UK

 

MANG2004 Portfolio Theory and Financial Markets

MANG6008 Quantitative Research in Finance

Tuesday and Thursday   16:00-17:00 

Dr Andrew Urquhart
Southampton Business School, University of Southampton, Southampton SO17 1BJ, UK.

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