Bangor Business School

  1. Published

    An improved algorithm for cleaning Ultra high-frequency data.

    ap Gwilym, O. M., Verousis, T. & Ap Gwilym, O., 1 Feb 2010, In : Journal of Derivatives and Hedge Funds. 15, 4, p. 323-340

    Research output: Contribution to journalArticle

  2. Published

    An empirical comparison of quoted and implied bid-ask spreads on futures contracts.

    ap Gwilym, O. M., Ap Gwilym, O. & Thomas, S., 1 Feb 2002, In : Journal of International Financial Markets, Institutions and Money. 12, 1, p. 81-99

    Research output: Contribution to journalArticle

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

    Research output: Contribution to journalArticle

  4. Published

    The determinants of CDS bid-ask spreads.

    ap Gwilym, O. M., Meng, L. & Ap Gwilym, O., 1 Oct 2008, In : Journal of Derivatives. 16, 1, p. 70-80

    Research output: Contribution to journalArticle

  5. 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 journalArticle

  6. 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 journalArticle

  7. Published

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

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

    Research output: Contribution to journalArticle

  8. Published

    Consistent dividend growth investment strategies.

    ap Gwilym, O. M., Ap Gwilym, O., Clare, A. D., Seaton, J. & Thomas, S. H., 1 Dec 2009, In : Journal of Wealth Management. 12, 3, p. 113-124

    Research output: Contribution to journalArticle

  9. 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 journalArticle

  10. Published

    Evidence on trading mechanisms.

    ap Gwilym, O. M., Ap Gwilym, O., Board, J. (ed.), Sutclifee, C. (ed.) & Wells, S. (ed.), 1 Jan 2002, Transparency and Fragmentation: Financial Market Regulation in a Dynamic Environment. 2002 ed. Palgrave Macmillan, p. 101-140

    Research output: Chapter in Book/Report/Conference proceedingChapter

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