1. 2000
2. Cyhoeddwyd

   Intra-day volatility components in FTSE-100 stock index futures.

   ap Gwilym, O. M., Speight, A. E., McMillan, D. G. & Ap Gwilym, O., 1 Ion 2000, Yn: Journal of Futures Markets. 20, 5, t. 425-444

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

3. Cyhoeddwyd

   Price clustering under floor and electronic trading.

   Bennell, J. & ap Gwilym, O., 1 Ion 2000, Yn: Derivatives Use, Trading and Regulation. 5, 4, t. 354-362

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

4. Cyhoeddwyd

   Dividend stability, dividend yield and stock returns: UK evidence.

   ap Gwilym, O. M., Ap Gwilym, O., Morgan, G. & Thomas, S., 1 Ebr 2000, Yn: Journal of Business Finance and Accounting. 27, 3-4, t. 261-281

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

5. Cyhoeddwyd

   Forecasting UK stock market volatility.

   ap Gwilym, O. M., McMillan, D., Speight, A. & Ap Gwilym, O., 1 Awst 2000, Yn: Applied Financial Economics. 10, 4, t. 435-448

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

6. 2001
7. Cyhoeddwyd

   Problems encountered when using high frequency financial market data: suggested solutions.

   ap Gwilym, O. M., Ap Gwilym, O. & Sutcliffe, C., 1 Ion 2001, Yn: Journal of Financial Management and Analysis. 14, 1, t. 38-51

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

8. 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. 55-62

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

9. Cyhoeddwyd

   The lead-lag relationship between the FTSE100 stock index and its derivative contracts.

   ap Gwilym, O. M., Ap Gwilym, O. & Buckle, M., 1 Awst 2001, Yn: Applied Financial Economics. 11, 4, t. 385-393

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

10. 2002
11. 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

12. 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

13. 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