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
- 2011
- Cyhoeddwyd
Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities
Clare, A., ap Gwilym, O., Seaton, J. & Thomas, S., 2011, Yn: Journal of Asset Management. 12, t. 11-29Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 2010
- Cyhoeddwyd
Open interest, cross listing, and information shocks.
Aguenaou, S., ap Gwilym, O. M. & Rhodes, M., 5 Tach 2010, Yn: Journal of Futures Markets. 31, 8, t. 755-778Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Leads and lags in sovereign credit ratings.
Alsakka, R. & ap Gwilym, O. M., 1 Tach 2010, Yn: Journal of Banking and Finance. 34, 11, t. 2614-2626Allbwn 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
A random effects ordered probit model for rating migrations
Alsakka, R. & ap Gwilym, O., 1 Medi 2010, Yn: Finance Research Letters. 7, 3, t. 140-147Allbwn 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
Size clustering in the FTSE100 index futures market.
ap Gwilym, O. M., Ap Gwilym, O. & Meng, L., 1 Mai 2010, Yn: Journal of Future Markets. 30, 5, t. 432-443Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Price clustering and underpricing in the IPO aftermarket.
ap Gwilym, O. M., Ap Gwilym, O. & Verousis, T., 1 Maw 2010, Yn: International Review of Financial Analysis. 19, 2, t. 89-97Allbwn 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