Professor Owain Ap Gwilym
Dirprwy Bennaeth yr Ysgol / Athro mewn Cyllid
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
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