Bangor Business School

Published

The time-varying performance of analyst recommendation revisions: Do market conditions matter?

Chen Su & Robert Hudson, 2 May 2020, In: Financial Markets, Institutions and Instruments. p. 65-89

Research output: Contribution to journal › Article › peer-review

Published

Do momentum and reversal strategies work in commodity futures? A comprehensive study

Andrew Urquhart, 15 Oct 2020, In: Review of Behavioural Finance.

Research output: Contribution to journal › Article › peer-review

Published

A Time-series Bootstrapping Simulation Method to Distinguish Sell-side Analysts’ Skill from Luck

Chen Su, 29 Sept 2020, Handbook of Financial Econometrics, Mathematics, Statistics, and Technology. Lee, C. F. & Lee, J. C. (eds.). World Scientific Publishing Company

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Published

The Effects of Exposure to Refugees on Crime: Evidence from the Greek Islands

Rigissa Megalokonomou & Vasilakis, C., Nov 2023, In: European Economic Review.

Research output: Contribution to journal › Article › peer-review

Published

Reap What You Sow: Agricultural Technology, Urbanization and Structural Change

Danny McGowan & Vasilakis, C., Nov 2019, In: Research Policy. 48, 9

Research output: Contribution to journal › Article › peer-review

Published

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 Sept 2006, In: Journal of Portfolio Management. 33, 1, p. 68-75

Research output: Contribution to journal › Article › peer-review

Published

Can position limits restrain ‘rogue’ trading?

ap Gwilym, R. & Ebrahim, M. S., 1 Mar 2013, In: Journal of Banking and Finance. 37, 3, p. 824-836

Research output: Contribution to journal › Article › peer-review

Published

Dividends and Momentum.

ap Gwilym, O. M., Ap Gwilym, O., Clare, A. D., Seaton, J. & Thomas, S. H., 1 Jun 2009, In: Journal of Investing. 18, 2, p. 42-49

Research output: Contribution to journal › Article › peer-review

Published

The Monetary Policy Implications of Behavioral Asset Bubbles

ap Gwilym, R., 1 Jul 2013, In: Southern Economic Journal. 80, 1, p. 252-270

Research output: Contribution to journal › Article › peer-review

Published

Price clustering and underpricing in the IPO aftermarket.

ap Gwilym, O. M., Ap Gwilym, O. & Verousis, T., 1 Mar 2010, In: International Review of Financial Analysis. 19, 2, p. 89-97

Research output: Contribution to journal › Article › peer-review

Published

Intra-day volatility components in FTSE-100 stock index futures.

ap Gwilym, O. M., Speight, A. E., McMillan, D. G. & Ap Gwilym, O., 1 Jan 2000, In: Journal of Futures Markets. 20, 5, p. 425-444

Research output: Contribution to journal › Article › peer-review

Published

Problems encountered when using high frequency financial market data: suggested solutions.

ap Gwilym, O. M., Ap Gwilym, O. & Sutcliffe, C., 1 Jan 2001, In: Journal of Financial Management and Analysis. 14, 1, p. 38-51

Research output: Contribution to journal › Article › peer-review

Published

Credit default swaps: Theory and Empirical Evidence.

ap Gwilym, O. M., Meng, L. & Ap Gwilym, O., 1 Mar 2005, In: Journal of Fixed Income. 14, 4, p. 17-28

Research output: Contribution to journal › Article › peer-review

Published

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 Nov 2022, GSR report number 70/2022 ed. Cardiff: Welsh Government.

Research output: Book/Report › Other report

Published

Futures market liquidity under floor and electronic trading.

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

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Published

U.S. prompt corrective action and bank risk

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

Research output: Contribution to journal › Article › peer-review

Published

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 Sept 2006, In: Global Finance Journal. 17, 1, p. 23-49

Research output: Contribution to journal › Article › peer-review

Published

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

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

Research output: Contribution to journal › Article › peer-review

Published

Prospective utility and the equity risk premium.

ap Gwilym, O. M., Thomas, S., Ap Gwilym, O. & McManus, I., 1 Jan 2007, In: Professional Investor. 17, 7, p. 24-28

Research output: Contribution to journal › Article › peer-review

Published

The lead-lag relationship between the FTSE100 stock index and its derivative contracts.

ap Gwilym, O. M., Ap Gwilym, O. & Buckle, M., 1 Aug 2001, In: Applied Financial Economics. 11, 4, p. 385-393

Research output: Contribution to journal › Article › peer-review

Published

Dividend yield investment strategies, the payout ration and zero-dividend stocks.

ap Gwilym, O. M., Ap Gwilym, O., Seaton, J. & Thomas, S. H., 1 Dec 2005, In: Journal of Investing. 14, 4, p. 69-74

Research output: Contribution to journal › Article › peer-review

Published

Heterogeneity of sovereign rating migrations in emerging countries.

ap Gwilym, O. M., Alsakka, R. & Ap Gwilym, O., 1 Jun 2009, In: Emerging Markets Review. 10, 2, p. 151-165

Research output: Contribution to journal › Article › peer-review

Published

The components of electronic inter-dealer spot FX bid-ask spreads.

ap Gwilym, O. M., McGroarty, F., Ap Gwilym, O. & Thomas, S., 1 Nov 2007, In: Journal of Business Finance and Accounting. 34, 9-10, p. 1635-1650

Research output: Contribution to journal › Article › peer-review

Published

Size clustering in the FTSE100 index futures market.

ap Gwilym, O. M., Ap Gwilym, O. & Meng, L., 1 May 2010, In: Journal of Future Markets. 30, 5, p. 432-443

Research output: Contribution to journal › Article › peer-review

Published

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 Nov 2004, In: Journal of Business Finance and Accounting. 31, 9-10, p. 1355-1387

Research output: Contribution to journal › Article › peer-review

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