1. 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. 33-46

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

2. 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. 95-110

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

3. 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. 186-198

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

4. 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. 235-257

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

5. 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. 518-536

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

6. 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. 323-340

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

7. 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. 253-266

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

8. 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. 79-97

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

9. 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. 80-91

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

10. 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. 883-896

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