1. Cyhoeddwyd

   The evolution and determinants of the non-performing loan burden in Italian banking

   Pancotto, L., ap Gwilym, O. & Williams, J., Ebr 2024, Yn: Pacific-Basin Finance Journal. 84, 102306.

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

2. Cyhoeddwyd

   Deal! Market reactions to the agreement on the EU Covid-19 recovery fund

   Pancotto, L., ap Gwilym, O. & Molyneux, P., 31 Gorff 2023, Yn: Journal of Financial Stability.

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

3. Cyhoeddwyd

   Market reactions to the implementation of the Banking Union in Europe

   Pancotto, L., ap Gwilym, O. & Williams, J., 23 Mai 2020, Yn: European Journal of Finance. 26, 7-8, t. 640-665

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

4. Cyhoeddwyd

   Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets

   Tran, V., Alsakka, R. & ap Gwilym, O., 2 Medi 2019, Yn: European Journal of Finance. 25, 13, t. 1211-1233

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

5. Cyhoeddwyd

   Sovereign rating actions and the implied volatility of stock index options

   Tran, V., Alsakka, R. & ap Gwilym, O. M., 5 Meh 2014, Yn: International Review of Financial Analysis. 34, t. 101-113

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

6. Cyhoeddwyd

   The implications of a price anchoring effect at the upstairs market of the London Stock Exchange

   Verousis, T. & ap Gwilym, O., Maw 2014, Yn: International Review of Financial Analysis. 32, t. 37-46

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

7. Cyhoeddwyd

   The Impact of a Premium-Based Tick Size on Equity Option Liquidity

   Verousis, T., ap Gwilym, O. & Voukelatos, N., 7 Maw 2016, Yn: Journal of Futures Markets. 36, 4, t. 397-417

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

8. Cyhoeddwyd

   Commonality in equity options liquidity: Evidence from European Markets

   Verousis, T., ap Gwilym, O. & Voukelatos, N., 24 Mai 2016, Yn: European Journal of Finance. 22, 12, t. 1204-1223

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

9. Cyhoeddwyd

   The intraday determination of liquidity in the NYSE LIFFE equity option markets

   Verousis, T., ap Gwilym, O. & Chen, X., 13 Maw 2015, Yn: European Journal of Finance.

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

10. Cyhoeddwyd

    What drives differences of opinion in sovereign ratings? The roles of information disclosure and political risk

    Vu, H., Alsakka, R. & ap Gwilym, O., Gorff 2017, Yn: International Journal of Finance and Economics. 22, 3, t. 216-233

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

11. Cyhoeddwyd

    The credit signals that matter most for sovereign bond spreads with split rating

    Vu, H., Alsakka, R. & ap Gwilym, O. M., Mai 2015, Yn: Journal of International Money and Finance. 53, t. 174-191

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

12. Cyhoeddwyd

    Does competition improve sovereign credit rating quality?  

    Vu, H., Alsakka, R. & ap Gwilym, O., Ion 2022, Yn: Journal of International Financial Markets, Institutions and Money. 76, 101478.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

13. Cyhoeddwyd

    Does sovereign creditworthiness affect bank valuations in emerging markets?

    Williams, G. L., Alsakka, R. & ap Gwilym, O. M., 10 Chwef 2015, Yn: Journal of International Financial Markets, Institutions and Money. 36, t. 113-129

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

14. Cyhoeddwyd

    The components of electronic inter-dealer spot FX bid-ask spreads.

    ap Gwilym, O. M., McGroarty, F., Ap Gwilym, O. & Thomas, S., 1 Tach 2007, Yn: Journal of Business Finance and Accounting. 34, 9-10, t. 1635-1650

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

15. Cyhoeddwyd

    The determinants of trading volume for cross-listed Euribor futures contracts.

    ap Gwilym, O. M., Ap Gwilym, O., Aguenaou, S. & Rhodes, M., 1 Ion 2009, Yn: European Journal of Finance. 15, 1, t. 89-102

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

16. Cyhoeddwyd

    International evidence on the payout ratio, earnings, dividends, and returns.

    ap Gwilym, O. M., Ap Gwilym, O., Seaton, J., Suddason, K. & Thomas, S. H., 1 Ion 2006, Yn: Financial Analysts Journal. 62, 1, t. 36-53

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

17. Cyhoeddwyd

    Evidence on trading mechanisms.

    ap Gwilym, O. M., Ap Gwilym, O., Board, J. (gol.), Sutclifee, C. (gol.) & Wells, S. (gol.), 1 Ion 2002, Transparency and Fragmentation: Financial Market Regulation in a Dynamic Environment. 2002 gol. Palgrave Macmillan, t. 101-140

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod

18. Cyhoeddwyd

    Trade size clustering and the cost of trading at the London Stock Exchange

    ap Gwilym, O. M., Verousis, T. & Ap Gwilym, O., 18 Medi 2012, Yn: International Review of Financial Analysis.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

19. Cyhoeddwyd

    An empirical comparison of quoted and implied bid-ask spreads on futures contracts.

    ap Gwilym, O. M., Ap Gwilym, O. & Thomas, S., 1 Chwef 2002, Yn: Journal of International Financial Markets, Institutions and Money. 12, 1, t. 81-99

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

20. Cyhoeddwyd

    The Use of Credit Ratings in Investment Management in the US and Europe

    ap Gwilym, O. M., Cantor, R., Ap Gwilym, O. & Thomas, S., 1 Hyd 2007, Yn: Journal of Fixed Income. 17, 2, t. 13-26

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

21. Cyhoeddwyd

    Bid-ask spreads and the liquidity of international bonds.

    ap Gwilym, O. M., Ap Gwilym, O., Trevino, L. & Thomas, S. H., 1 Medi 2002, Yn: Journal of Fixed Income. 12, 2, t. 82-91

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

22. Cyhoeddwyd

    In Search of Concepts: The Effects of Speculative Demand on Stock Returns

    ap Gwilym, O. M., Hasan, I., Wang, Q. & Xie, R., 2 Meh 2016, Yn: European Financial Management. 22, 3, t. 427-449

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

23. Cyhoeddwyd

    Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level

    ap Gwilym, O. M. & Verousis, T., 1 Ion 2013, Yn: Journal of Futures Markets. 33, 1, t. 55-76

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

24. Cyhoeddwyd

    The determinants of CDS bid-ask spreads.

    ap Gwilym, O. M., Meng, L. & Ap Gwilym, O., 1 Hyd 2008, Yn: Journal of Derivatives. 16, 1, t. 70-80

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

25. Cyhoeddwyd

    Fractional versus decimal pricing: evidence from the UK Long Gilt futures market.

    ap Gwilym, O. M., Ap Gwilym, O., McManus, I. & Thomas, S., 1 Mai 2005, Yn: Journal of Futures Markets. 25, 5, t. 419-442

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid