1. 2024
2. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

3. 2023
4. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

5. 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

6. 2022
7. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

8. Cyhoeddwyd

   Regulating rating agencies: A conservative behavioural change

   Jones, L., Alsakka, R., ap Gwilym, O. & Mantovan, N., Meh 2022, Yn: Journal of Financial Stability. 60, 100999.

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

9. 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

10. 2020
11. Cyhoeddwyd

    Market reactions to the implementation of the Banking Union in Europe

    Pancotto, L., ap Gwilym, O. & Williams, J., 23 Mai 2020, Yn: European Journal of Finance. 26, 7-8, t. 640-665

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

12. 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

13. 2019
14. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

15. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

16. Cyhoeddwyd

    Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets

    Tran, V., Alsakka, R. & ap Gwilym, O., 2 Medi 2019, Yn: European Journal of Finance. 25, 13, t. 1211-1233

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

17. 2018
18. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

19. 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

20. 2017
21. Cyhoeddwyd

    What drives differences of opinion in sovereign ratings? The roles of information disclosure and political risk

    Vu, H., Alsakka, R. & ap Gwilym, O., Gorff 2017, Yn: International Journal of Finance and Economics. 22, 3, t. 216-233

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

22. 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

23. 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

24. 2016
25. Cyhoeddwyd

    In Search of Concepts: The Effects of Speculative Demand on Stock Returns

    ap Gwilym, O. M., Hasan, I., Wang, Q. & Xie, R., 2 Meh 2016, Yn: European Financial Management. 22, 3, t. 427-449

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

26. 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

27. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

28. 2015
29. Cyhoeddwyd

    Market impact under a new regulatory regime: Credit rating agencies in Europe

    Alsakka, R., ap Gwilym, O., Klusak, P. & Tran, V., 28 Meh 2015, Yn: Economic Notes. 44, 2, t. 275-308

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

30. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

31. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

32. 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

33. 2014
34. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

35. Cyhoeddwyd

    The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis

    ap Gwilym, O. M., Alsakka, R., Ap Gwilym, O. & Vu, T. N., 13 Ebr 2014, Yn: Journal of International Money and Finance. 49, part B, t. 235-257

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

36. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

37. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

38. 2013
39. 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

40. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

41. Cyhoeddwyd

    Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level

    ap Gwilym, O. M. & Verousis, T., 1 Ion 2013, Yn: Journal of Futures Markets. 33, 1, t. 55-76

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

42. Cyhoeddwyd

    Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers

    Alsakka, R. & ap Gwilym, O. M., 1 Ion 2013, Yn: Journal of Economic Behavior and Organization. 85, t. 144-162

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

43. 2012
44. Cyhoeddwyd

    Trade size clustering and the cost of trading at the London Stock Exchange

    ap Gwilym, O. M., Verousis, T. & Ap Gwilym, O., 18 Medi 2012, Yn: International Review of Financial Analysis.

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

45. 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

46. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

47. 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

48. 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 gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

49. 2011
50. 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

51. 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

52. 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

53. 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

54. 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

55. 2010
56. 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

57. 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

58. 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

59. 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

60. 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

61. 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

62. 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

63. 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

64. 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

65. 2009
66. 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

67. 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

68. 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

69. 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

70. 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

71. 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

72. 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

73. 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

74. 2008
75. 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

76. 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

77. 2007
78. 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

79. 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

80. 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

81. 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

82. 2006
83. 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

84. 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

85. 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

86. 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

87. 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

88. 2005
89. 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

90. 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

91. 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

92. 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

93. 2004
94. 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

95. 2003
96. 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

97. 2002
98. 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

99. 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

100. 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

101. 2001
102. 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

103. 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

104. 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

105. 2000
106. 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

107. 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

108. 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

109. 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