Professor Owain Ap Gwilym
Dirprwy Bennaeth yr Ysgol / Athro mewn Cyllid
![](https://research.bangor.ac.uk/portal/files/8407235/ap_gwilym_owain.jpg)
Contact info
Professor Owain ap Gwilym
Division: Financial Studies
Location: Room 1.17, Hen Goleg
Telephone: 01248 38 2176
Email: owain.apgwilym@bangor.ac.uk
- 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. 89-102Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 36-53Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 101-140Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod
- 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
- 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. 81-99Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 13-26Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 82-91Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 427-449Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 55-76Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 70-80Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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. 419-442Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading.
ap Gwilym, O. M., Ap Gwilym, O. & Alibo, E., 1 Gorff 2003, Yn: Journal of Futures Markets. 23, 7, t. 647-659Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Forecasting volatility for options pricing for the U.K. stock market.
ap Gwilym, O. M. & Ap Gwilym, O., 1 Gorff 2001, Yn: Journal of Financial Management and Analysis. 14, 2, t. 55-62Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Volatility Transmission Among the CDS, Equity, and Bond Markets.
ap Gwilym, O. M., Meng, L., Ap Gwilym, O. & Varas, J., 1 Tach 2009, Yn: Journal of Fixed Income. 18, 3, t. 33-46Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995.
ap Gwilym, O. M., McManus, I., Ap Gwilym, O. & Thomas, S., 25 Gorff 2009, Yn: International Journal of Behavioural Accounting and Finance. 1, 2, t. 95-110Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
The characteristics and evolution of credit default swap trading.
ap Gwilym, O. M., Meng, L. & Ap Gwilym, O., 1 Tach 2007, Yn: Journal of Derivatives and Hedge Funds. 13, 3, t. 186-198Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis
ap Gwilym, O. M., Alsakka, R., Ap Gwilym, O. & Vu, T. N., 13 Ebr 2014, Yn: Journal of International Money and Finance. 49, part B, t. 235-257Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Payment history, past returns and the performance of UK zero dividend stocks.
ap Gwilym, O. M., McManus, I. D., Ap Gwilym, O. & Thomas, S. H., 1 Ion 2006, Yn: Managerial Finance. 32, 6, t. 518-536Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
An improved algorithm for cleaning Ultra high-frequency data.
ap Gwilym, O. M., Verousis, T. & Ap Gwilym, O., 1 Chwef 2010, Yn: Journal of Derivatives and Hedge Funds. 15, 4, t. 323-340Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Market structure and microstructure, in international interest rate futures markets.
ap Gwilym, O. M., McGroarty, F., Ap Gwilym, O. & Thomas, S., 1 Medi 2010, Yn: Research in International Business and Finance. 24, 3, t. 253-266Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Split sovereign ratings and rating migrations in emerging economies.
ap Gwilym, O. M., Alsakka, R. & Ap Gwilym, O., 1 Meh 2010, Yn: Emerging Markets Review. 11, 2, t. 79-97Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Price and momentum as robust tactical approaches to global equity investing.
ap Gwilym, O. M., Ap Gwilym, O., Clare, A., Seaton, J. & Thomas, S., 1 Hyd 2010, Yn: Journal of Investing. 19, 3, t. 80-91Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Return reversals and the compass rose: insights from high frequency options data
ap Gwilym, O. M., Verousis, T. & Ap Gwilym, O., 1 Medi 2011, Yn: European Journal of Finance. 17, 9-10, t. 883-896Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Gold stocks, the gold price and market timing
ap Gwilym, O., Clare, A., Seaton, J. & Thomas, S., 4 Awst 2011, Yn: Journal of Derivatives and Hedge Funds. 17, t. 266-278Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Speculate against speculative demand
ap Gwilym, O. M., Ap Gwilym, O., Kita, A. & Wang, Q., 26 Maw 2014, Yn: International Review of Financial Analysis. 34, t. 212-221Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid