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  1. 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

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. Cyhoeddwyd

    Futures market liquidity under floor and electronic trading.

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

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

  11. 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

  12. Cyhoeddwyd

    Evidence on trading mechanisms.

    ap Gwilym, O. M., Ap Gwilym, O., Board, J. (Golygydd), Sutclifee, C. (Golygydd) & Wells, S. (Golygydd), 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. 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

  23. 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

  24. 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

  25. 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

  26. 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

  27. 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

  28. 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

  29. 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

  30. 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

  31. 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

  32. 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

  33. 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

  34. 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

  35. 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

  36. 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

  37. 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

  38. 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

  39. 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

  40. 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

  41. 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

  42. 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

  43. Cyhoeddwyd

    U.S. prompt corrective action and bank risk

    ap Gwilym, R., Kanas, A. & Molyneux, P., 1 Hyd 2013, Yn: Journal of International Financial Markets, Institutions and Money. 26, t. 239-257

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

  44. Cyhoeddwyd

    The Monetary Policy Implications of Behavioral Asset Bubbles

    ap Gwilym, R., 1 Gorff 2013, Yn: Southern Economic Journal. 80, 1, t. 252-270

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

  45. Cyhoeddwyd

    Can position limits restrain ‘rogue’ trading?

    ap Gwilym, R. & Ebrahim, M. S., 1 Maw 2013, Yn: Journal of Banking and Finance. 37, 3, t. 824-836

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

  46. Cyhoeddwyd

    Can behavioral finance models account for historical asset prices?

    ap Gwilym, R., 1 Awst 2010, Yn: Economics Letters. 108, 2, t. 187-189

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

  47. Cyhoeddwyd

    Financial Frictions and the Futures Pricing Puzzle

    ap Gwilym, R., Ebrahim, M. S., el Alaoui, A. O., Rahman, H. & Taamouti, A., Mai 2020, Yn: Economic Modelling. 87, t. 358-371

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

  48. Cyhoeddwyd

    A technical assessment of the potential for a local land value tax in Wales

    ap Gwilym, R., Jones, E. & Rogers, H., 18 Maw 2020, 17/2020 gol. Caerdydd: Welsh Government.

    Allbwn ymchwil: Llyfr/Adroddiad › Adoddiad Arall

  49. Cyhoeddwyd

    Comparative analysis of the tax systems faced by the visitor economies in selected countries

    ap Gwilym, R., Closs-Davies, S., Jones, E. & Rogers, H., 8 Tach 2022, GSR report number 70/2022 gol. Cardiff: Welsh Government.

    Allbwn ymchwil: Llyfr/Adroddiad › Adoddiad Arall

  50. Cyhoeddwyd

    Old Avant-Garde, New Musical Concerns: Nyman contra Stockhausen.

    ap Sion, P. E. & Ap-Sion, P. E., 20 Ion 2002.

    Allbwn ymchwil: Cyfraniad at gynhadledd › Papur

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