1. Erthygl › Ymchwil › Adolygwyd gan gymheiriaid
2. 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

3. Cyhoeddwyd

   A substitution effect between price clustering and size clustering in credit default swaps

   Meng, L., Verousis, T. & ap Gwilym, O., 1 Ebr 2013, Yn: Journal of International Financial Markets, Institutions and Money. 24, April, t. 139-152

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

4. 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

5. 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

6. Cyhoeddwyd

   Are single stock futures used as an alternative during a short-selling ban?

   Benzennou, B., ap Gwilym, O. & Williams, G., Ion 2018, Yn: Journal of Futures Markets. 38, 1, t. 66-82

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

7. 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

8. Cyhoeddwyd

   Commonality in Liquidity across Options and Stock Futures Markets

   Benzennou, B., ap Gwilym, O. & Williams, G., Ion 2020, Yn: Finance Research Letters. 32, 101096.

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

9. Cyhoeddwyd

   Commonality in equity options liquidity: Evidence from European Markets

   Verousis, T., ap Gwilym, O. & Voukelatos, N., 24 Mai 2016, Yn: European Journal of Finance. 22, 12, t. 1204-1223

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

10. 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

11. 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

12. Cyhoeddwyd

    Deal! Market reactions to the agreement on the EU Covid-19 recovery fund

    Pancotto, L., ap Gwilym, O. & Molyneux, P., 31 Gorff 2023, Yn: Journal of Financial Stability.

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

13. 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

14. Cyhoeddwyd

    Differences of opinion in sovereign credit signals during the European crisis

    Alsakka, R., ap Gwilym, O. M. & Vu, H., 2017, Yn: European Journal of Finance. 23, t. 859-884

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

15. 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

16. 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

17. 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

18. Cyhoeddwyd

    Does competition improve sovereign credit rating quality?  

    Vu, H., Alsakka, R. & ap Gwilym, O., Ion 2022, Yn: Journal of International Financial Markets, Institutions and Money. 76, 101478.

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

19. Cyhoeddwyd

    Does sovereign creditworthiness affect bank valuations in emerging markets?

    Williams, G. L., Alsakka, R. & ap Gwilym, O. M., 10 Chwef 2015, Yn: Journal of International Financial Markets, Institutions and Money. 36, t. 113-129

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

20. 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

21. Cyhoeddwyd

    Does the disclosure of unsolicited sovereign rating status affect bank ratings?

    Klusak, P., Alsakka, R. & ap Gwilym, O., Maw 2017, Yn: British Accounting Review. 49, 2, t. 194-210

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

22. 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

23. 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

24. 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

25. Cyhoeddwyd

    Foreign exchange market reactions to sovereign credit news

    Alsakka, R. & ap Gwilym, O., 1 Meh 2012, Yn: Journal of International Money and Finance. 31, 4, t. 845-864

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

26. 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