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

  1. Erthygl › Ymchwil › Adolygwyd gan gymheiriaid
  2. 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 gyfnodolynErthygladolygiad gan gymheiriaid

  3. 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 gyfnodolynErthygladolygiad gan gymheiriaid

  4. Cyhoeddwyd

    Sovereign rating actions and the implied volatility of stock index options

    Tran, V., Alsakka, R. & ap Gwilym, O. M., 5 Meh 2014, Yn: International Review of Financial Analysis. 34, t. 101-113

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  5. 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 gyfnodolynErthygladolygiad gan gymheiriaid

  6. Cyhoeddwyd

    Speculate against speculative demand

    ap Gwilym, O. M., Ap Gwilym, O., Kita, A. & Wang, Q., 26 Maw 2014, Yn: International Review of Financial Analysis. 34, t. 212-221

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  7. 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 gyfnodolynErthygladolygiad gan gymheiriaid

  8. 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 gyfnodolynErthygladolygiad gan gymheiriaid

  9. Cyhoeddwyd

    Tactical Equity Investing Across Bull and Bear Markets

    ap Gwilym, O., Clare, A., Seaton, J. & Thomas, S., 1 Maw 2012, Yn: Journal of Wealth Management. t. 61-69

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  10. E-gyhoeddi cyn argraffu

    Technical analysis as a sentiment barometer and the cross-section of stock returns

    Ding, W., Mazouz, K., ap Gwilym, O. & Wang, Q., 1 Medi 2023, (E-gyhoeddi cyn argraffu) Yn: Quantitative Finance.

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  11. Cyhoeddwyd

    The European Bank Recovery and Resolution Directive: A market assessment

    Pancotto, L., ap Gwilym, O. & Williams, J., Hyd 2019, Yn: Journal of Financial Stability. 44

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  12. Cyhoeddwyd

    The Impact of Regulatory Reforms on European Bank Behaviour: A Dynamic Structural Estimation

    Jones, L., Alsakka, R., ap Gwilym, O. & Mantovan, N., Tach 2022, Yn: European Economic Review. 150, 104280.

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  13. Cyhoeddwyd

    The Impact of a Premium-Based Tick Size on Equity Option Liquidity

    Verousis, T., ap Gwilym, O. & Voukelatos, N., 7 Maw 2016, Yn: Journal of Futures Markets. 36, 4, t. 397-417

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  14. 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 gyfnodolynErthygladolygiad gan gymheiriaid

  15. Cyhoeddwyd

    The causes and extent of split sovereign credit ratings in emerging markets.

    Alsakka, R. & ap Gwilym, O., 1 Ion 2012, Yn: Emerging Markets Finance and Trade. 48, 1, t. 4-24

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  16. 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 gyfnodolynErthygladolygiad gan gymheiriaid

  17. 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 gyfnodolynErthygladolygiad gan gymheiriaid

  18. Cyhoeddwyd

    The credit signals that matter most for sovereign bond spreads with split rating

    Vu, H., Alsakka, R. & ap Gwilym, O. M., Mai 2015, Yn: Journal of International Money and Finance. 53, t. 174-191

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  19. 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 gyfnodolynErthygladolygiad gan gymheiriaid

  20. 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 gyfnodolynErthygladolygiad gan gymheiriaid

  21. Cyhoeddwyd

    The evolution and determinants of the non-performing loan burden in Italian banking

    Pancotto, L., ap Gwilym, O. & Williams, J., Ebr 2024, Yn: Pacific-Basin Finance Journal. 84, 102306.

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  22. Cyhoeddwyd

    The impact of ESMA regulatory identifiers on the quality of ratings

    Klusak, P., Alsakka, R. & ap Gwilym, O., Tach 2019, Yn: International Review of Financial Analysis. 66, 101365.

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  23. Cyhoeddwyd

    The impact of sovereign rating actions on bank ratings in emerging markets

    ap Gwilym, O. M., Williams, G. L. & Alsakka, R., 1 Chwef 2013, Yn: Journal of Banking and Finance. 37, 2, t. 563-577

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  24. Cyhoeddwyd

    The implications of a price anchoring effect at the upstairs market of the London Stock Exchange

    Verousis, T. & ap Gwilym, O., Maw 2014, Yn: International Review of Financial Analysis. 32, t. 37-46

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  25. Cyhoeddwyd

    The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions

    Abad, P., Alsakka, R. & ap Gwilym, O., Gorff 2018, Yn: Journal of International Money and Finance. 85, t. 40-57

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

  26. Cyhoeddwyd

    The intraday determination of liquidity in the NYSE LIFFE equity option markets

    Verousis, T., ap Gwilym, O. & Chen, X., 13 Maw 2015, Yn: European Journal of Finance.

    Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid