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

14. 2003
15. 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. 647-659

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

16. 2004
17. Cyhoeddwyd

    The role of payout ratio in the relationship between stock returns and dividend yield.

    ap Gwilym, O. M., McManus, I., Ap Gwilym, O. & Thomas, S., 1 Tach 2004, Yn: Journal of Business Finance and Accounting. 31, 9-10, t. 1355-1387

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

18. 2005
19. Cyhoeddwyd

    Credit default swaps: Theory and Empirical Evidence.

    ap Gwilym, O. M., Meng, L. & Ap Gwilym, O., 1 Maw 2005, Yn: Journal of Fixed Income. 14, 4, t. 17-28

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

20. 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. 419-442

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

21. Cyhoeddwyd

    Impact of demographic and economic variables on financial policy purchase timing decisions.

    ap Gwilym, O. M., Thomas, L. C., Thomas, S., Tang, L. & Ap Gwilym, O., 1 Medi 2005, Yn: Journal of the Operational Research Society. 56, 9, t. 1051-1062

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

22. Cyhoeddwyd

    Dividend yield investment strategies, the payout ration and zero-dividend stocks.

    ap Gwilym, O. M., Ap Gwilym, O., Seaton, J. & Thomas, S. H., 1 Rhag 2005, Yn: Journal of Investing. 14, 4, t. 69-74

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

23. 2006
24. 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. 36-53

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

25. 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

26. Cyhoeddwyd

    Modelling sovereign credit ratings: Neural networks versus ordered probit.

    Bennell, J. A., Crabbe, D., Thomas, S., ap Gwilym, O. & Ap Gwilym, O., 1 Ebr 2006, Yn: Expert Systems with Applications. 30, 3, t. 415-425

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

27. Cyhoeddwyd

    Does the Fed Model travel well?: For short run tactical allocation, yes, but not for the long haul.

    ap Gwilym, O. M., Ap Gwilym, O., Seaton, J., Suddason, K. & Thomas, S. H., 1 Medi 2006, Yn: Journal of Portfolio Management. 33, 1, t. 68-75

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

28. Cyhoeddwyd

    Microstructure effects, bid-asks spreads and volatility in the spot foreign exchange market pre and post-EMU.

    ap Gwilym, O. M., McGroarty, F., Ap Gwilym, O. & Thomas, S., 1 Medi 2006, Yn: Global Finance Journal. 17, 1, t. 23-49

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

29. 2007
30. Cyhoeddwyd

    Prospective utility and the equity risk premium.

    ap Gwilym, O. M., Thomas, S., Ap Gwilym, O. & McManus, I., 1 Ion 2007, Yn: Professional Investor. 17, 7, t. 24-28

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

31. 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. 13-26

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

32. 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

33. Cyhoeddwyd

    The components of electronic inter-dealer spot FX bid-ask spreads.

    ap Gwilym, O. M., McGroarty, F., Ap Gwilym, O. & Thomas, S., 1 Tach 2007, Yn: Journal of Business Finance and Accounting. 34, 9-10, t. 1635-1650

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

34. 2008
35. Cyhoeddwyd

    Very long term equity investment strategies: real stock prices and mean reversion.

    ap Gwilym, O. M., Ap Gwilym, O., Seaton, J. & Thomas, S., 1 Meh 2008, Yn: Journal of Investing. 17, 2, t. 15-23

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

36. 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. 70-80

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

37. 2009
38. Cyhoeddwyd

    Futures market liquidity under floor and electronic trading.

    ap Gwilym, O. M., McManus, I., Ap Gwilym, O., Thomas, S., Morrey, J. (gol.) & Guyton, A. (gol.), 1 Ion 2009, Liquidity: Interest Rates and Banking. 2009 gol. Nova Science, t. 111-138

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod

39. 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. 89-102

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

40. Cyhoeddwyd

    The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market.

    McGroarty, F., ap Gwilym, O. M. & Thomas, S., 1 Ebr 2009, Yn: Journal of International Financial Markets, Institutions and Money. 19, 2, t. 387-401

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

41. Cyhoeddwyd

    Dividends and Momentum.

    ap Gwilym, O. M., Ap Gwilym, O., Clare, A. D., Seaton, J. & Thomas, S. H., 1 Meh 2009, Yn: Journal of Investing. 18, 2, t. 42-49

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

42. Cyhoeddwyd

    Heterogeneity of sovereign rating migrations in emerging countries.

    ap Gwilym, O. M., Alsakka, R. & Ap Gwilym, O., 1 Meh 2009, Yn: Emerging Markets Review. 10, 2, t. 151-165

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

43. 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

44. 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

45. Cyhoeddwyd

    Consistent dividend growth investment strategies.

    ap Gwilym, O. M., Ap Gwilym, O., Clare, A. D., Seaton, J. & Thomas, S. H., 1 Rhag 2009, Yn: Journal of Wealth Management. 12, 3, t. 113-124

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

46. 2010
47. 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

48. 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. 89-97

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

49. 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. 432-443

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

50. 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

51. 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. 140-147

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

52. 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

53. 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

54. 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. 2614-2626

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

55. 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. 755-778

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

56. 2011
57. 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. 11-29

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

58. Cyhoeddwyd

    Structural changes, bid-ask spread composition and tick size in inter-bank futures trading.

    McGroarty, F., ap Gwilym, O. M. & Thomas, S., 1 Ebr 2011, Yn: European Journal of Finance. 17, 4, t. 285-306

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

59. 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. 266-278

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

60. 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

61. Cyhoeddwyd

    Sovereign rating actions: is the criticism justified?

    Alsakka, R. & ap Gwilym, O., 1 Rhag 2011, Yn: Intereconomics : review of European economic policy. 46, 5, t. 248-253

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

62. 2012
63. Cyhoeddwyd

    Rating agencies' credit signals: An analysis of sovereign watch and outlook

    Alsakka, R. & ap Gwilym, O., 1 Ion 2012, Yn: International Review of Financial Analysis. 21, t. 45-55

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