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

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

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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.

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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

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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

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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

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

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

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

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

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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

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

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

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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

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

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

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

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

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

Taking the pulse of Earth's tropical forests using networks of highly distributed plots

[Unknown], F. N., Blundo, C., Carilla, J., Grau, R., Malizia, A., Malizia, L., Osinaga-Acosta, O., Bird, M., Bradford, M., Catchpole, D., Ford, A., Graham, A., Hilbert, D., Kemp, J., Laurance, S., Laurance, W., Ishida, F. Y., Marshall, A., Waite, C., Woell, H., Bastin, J-F., Bauters, M., Beeckman, H., Boeckx, P., Bogaert, J., Canniere, C. D., Haulleville, T. D., Doucet, J-L., Hardy, O., Hubau, W., Kearsley, E., Verbeeck, H., Vleminckx, J., Brewer, S. W., Alarcón, A., Araujo-Murakami, A., Arets, E., Arroyo, L., Chavez, E., Fredericksen, T., Villaroel, R. G., Sibauty, G. G., Killeen, T., Licona, J. C., Lleigue, J., Mendoza, C., Murakami, S., Gutierrez, A. P., Pardo, G., Peña-Claros, M., Poorter, L., Toledo, M., Cayo, J. V., Viscarra, L. J., Vos, V., Ahumada, J., Almeida, E., Almeida, J., Oliveira, E. A. D., Cruz, W. A. D., Oliveira, A. A. D., Carvalho, F. A., Obermuller, F. A., Andrade, A., Carvalho, F. A., Vieira, S. A., Aquino, A. C., Aragão, L., Araújo, A. C., Assis, M. A., Gomes, J. 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M., Grillo, R. M. M., Martinelli, L., Reis, S. M., Medeiros, S., Meira-Junior, M., Metzker, T., Morandi, P., Nascimento, N. M. D., Moura, M., Müller, S. C., Nagy, L., Nascimento, H., Nascimento, M., Lima, A. N., Araújo, R. O. D., Silva, J. O., Pansonato, M., Sabino, G. P., Abreu, K. M. P. D., Rodrigues, P. J. F. P., Piedade, M., Rodrigues, D., Pinto, J. R. R., Quesada, C., Ramos, E., Ramos, R., Rodrigues, P., Sousa, T. R. D., Salomão, R., Santana, F., Scaranello, M., Bergamin, R. S., Schietti, J., Schöngart, J., Schwartz, G., Silva, N., Silveira, M., Seixas, C. S., Simbine, M., Souza, A. C., Souza, P., Souza, R., Sposito, T., Junior, E. S., Vale, J. D. D., Vieira, I. C. G., Villela, D., Vital, M., Xaud, H., Zanini, K., Zartman, C. E., Ideris, N. K. H., Metali, F. B. H., Salim, K. A., Saparudin, M. S., Serudin, R. M., Sukri, R. S., Begne, S., Chuyong, G., Djuikouo, M. N., Gonmadje, C., Simo-Droissart, M., Sonké, B., Taedoumg, H., Zemagho, L., Thomas, S., Baya, F., Saiz, G., Espejo, J. S., Chen, D., Hamilton, A., Li, Y., Luo, T., Niu, S., Xu, H., Zhou, Z., Álvarez-Dávila, E., Escobar, J. C. A., Arellano-Peña, H., Duarte, J. C., Calderón, J., Bravo, L. M. C., Cuadrado, B., Cuadros, H., Duque, A., Duque, L. F., Espinosa, S. M., Franke-Ante, R., García, H., Gómez, A., González-M., R., Idárraga-Piedrahíta, Á., Jimenez, E., Jurado, R., Oviedo, W. L., López-Camacho, R., Cruz, O. A. M., Polo, I. M., Paky, E., Pérez, K., Pijachi, A., Pizano, C., Prieto, A., Ramos, L., Correa, Z. R., Richardson, J., Rodríguez, E., M., G. M. R., Rudas, A., Stevenson, P., Chudomelová, M., Dancak, M., Hédl, R., Lhota, S., Svatek, M., Mukinzi, J., Ewango, C., Hart, T., Yakusu, E. K., Lisingo, J., Makana, J-R., Mbayu, F., Toirambe, B., Mukendi, J. T., Kvist, L., Nebel, G., Báez, S., Céron, C., Griffith, D. M., Andino, J. E. G., Neill, D., Palacios, W., Peñuela-Mora, M. C., Rivas-Torres, G., Villa, G., Demissie, S., Gole, T., Gonfa, T., Ruokolainen, K., Baisie, M., Bénédet, F., Betian, W., Bezard, V., Bonal, D., Chave, J., Droissart, V., Gourlet-Fleury, S., Hladik, A., Labrière, N., Naisso, P., Réjou-Méchain, M., Sist, P., Blanc, L., Burban, B., Derroire, G., Dourdain, A., Stahl, C., Bengone, N. N., Chezeaux, E., Ondo, F. E., Medjibe, V., Mihindou, V., White, L., Culmsee, H., Rangel, C. D., Horna, V., Wittmann, F., Adu-Bredu, S., Affum-Baffoe, K., Foli, E., Balinga, M., Roopsind, A., Singh, J., Thomas, R., Zagt, R., Murthy, I. K., Kartawinata, K., Mirmanto, E., Priyadi, H., Samsoedin, I., Sunderland, T., Yassir, I., Rovero, F., Vinceti, B., Hérault, B., Aiba, S-I., Kitayama, K., Daniels, A., Tuagben, D., Woods, J. T., Fitriadi, M., Karolus, A., Khoon, K. L., Majalap, N., Maycock, C., Nilus, R., Tan, S., Sitoe, A., G., I. C., Ojo, L., Assis, R. D., Poulsen, A. D., Sheil, D., Pezo, K. A., Verde, H. B., Moscoso, V. C., Oroche, J. C. C., Valverde, F. C., Medina, M. C., Cardozo, N. D., Corzo, J. D. R., Pasquel, J. D. A., Llampazo, G. F., Freitas, L., Cabrera, D. G., Villacorta, R. G., Cabrera, K. G., Soria, D. G., Saboya, L. G., Rios, J. M. G., Pizango, G. H., Coronado, E. H., Huamantupa-Chuquimaco, I., Huasco, W. H., Aedo, Y. T. H., Peña, J. L. M., Mendoza, A. M., Rodriguez, V. M., Vargas, P. N., Ramos, S. C. P., Camacho, N. P., Cruz, A. P., Arevalo, F. R., Huaymacari, J. R., Rodriguez, C. R., Paredes, M. A. R., Bayona, L. R., Gonzales, R. D. P. R., Peña, M. E. R., Revilla, N. S., Shareva, Y. C. S., Trujillo, R. T., Gamarra, L. V., Martinez, R. V., Arenas, J. V., Amani, C., Ifo, S. A., Bocko, Y., Boundja, P., Ekoungoulou, R., Hockemba, M., Nzala, D., Fofanah, A., Taylor, D., Dios, G. B., Cayuela, L., Cerda, Í. G. L., Macía, M., Stropp, J., Playfair, M., Wortel, V., Gardner, T., Muscarella, R., Priyadi, H., Rutishauser, E., Chao, K-J., Munishi, P., Bánki, O., Bongers, F., Boot, R., Fredriksson, G., Reitsma, J., Steege, H. T., Andel, T. V., Meer, P. V. D., Hout, P. V. D., Nieuwstadt, M. V., Ulft, B. V., Veenendaal, E., Vernimmen, R., Zuidema, P., Zwerts, J., Akite, P., Bitariho, R., Chapman, C., Gerald, E., Leal, M., Mucunguzi, P., Abernethy, K., Alexiades, M., Baker, T. R., Banda, K., Banin, L., Barlow, J., Bennett, A., Berenguer, E., Berry, N., Bird, N. M., Blackburn, G. A., Brearley, F., Brienen, R., Burslem, D., Carvalho, L., Cho, P., Coelho, F., Collins, M., Coomes, D., Cuni-Sanchez, A., Dargie, G., Dexter, K., Disney, M., Draper, F., Duan, M., Esquivel-Muelbert, A., Ewers, R., Fadrique, B., Fauset, S., Feldpausch, T. R., França, F., Galbraith, D., Gilpin, M., Gloor, E., Grace, J., Hamer, K., Harris, D., Jeffery, K., Jucker, T., Kalamandeen, M., Klitgaard, B., Levesley, A., Lewis, S. L., Lindsell, J., Lopez-Gonzalez, G., Lovett, J., Malhi, Y., Marthews, T., McIntosh, E., Melgaço, K., Milliken, W., Mitchard, E., Moonlight, P., Moore, S., Morel, A., Peacock, J., Peh, K. S-H., Pendry, C., Pennington, R. T., Pereira, L. D. O., Peres, C., Phillips, O. L., Pickavance, G., Pugh, T., Qie, L., Riutta, T., Roucoux, K., Ryan, C., Sarkinen, T., Valeria, C. S., Spracklen, D., Stas, S., Sullivan, M., Swaine, M., Talbot, J., Taplin, J., Heijden, G. V. D., Vedovato, L., Willcock, S., Williams, M., Alves, L., Loayza, P. A., Arellano, G., Asa, C., Ashton, P., Asner, G., Brncic, T., Brown, F., Burnham, R., Clark, C., Comiskey, J., Damasco, G., Davies, S., Fiore, T. D., Erwin, T., Farfan-Rios, W., Hall, J., Kenfack, D., Lovejoy, T., Martin, R., Montiel, O. M., Pipoly, J., Pitman, N., Poulsen, J., Primack, R., Silman, M., Steininger, M., Swamy, V., Terborgh, J., Thomas, D., Umunay, P., Uriarte, M., Torre, E. V., Wang, O., Young, K., C., G. A. A., Hernández, L., Fernández, R. H., Ramírez-Angulo, H., Salcedo, P., Sanoja, E., Serrano, J., Torres-Lezama, A., Le, T. C., Le, T. T. & Tran, H. D., Awst 2021, Yn: Biological Conservation. 260, t. 108849 51 t., 108849.

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Perception of edges and visual texture in the camouflage of the common cuttlefish, Sepia officinalis

Zylinski, S., Osorio, D. & Shohet, A., 2009, Yn: Philosophical Transactions of The Royal Society B: Biological Sciences. 364, 1516, t. 439-448

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