Bangor Business School

  1. Published

    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 Oct 2007, In : Journal of Fixed Income. 17, 2, p. 13-26

    Research output: Contribution to journalArticle

  2. Published

    The characteristics and evolution of credit default swap trading.

    ap Gwilym, O. M., Meng, L. & Ap Gwilym, O., 1 Nov 2007, In : Journal of Derivatives and Hedge Funds. 13, 3, p. 186-198

    Research output: Contribution to journalArticle

  3. 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

  4. 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

  5. Published

    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 Jan 2006, In : Financial Analysts Journal. 62, 1, p. 36-53

    Research output: Contribution to journalArticle

  6. 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 journalArticle

  7. Published

    Dividend stability, dividend yield and stock returns: UK evidence.

    ap Gwilym, O. M., Ap Gwilym, O., Morgan, G. & Thomas, S., 1 Apr 2000, In : Journal of Business Finance and Accounting. 27, 3-4, p. 261-281

    Research output: Contribution to journalArticle

  8. Published

    Forecasting UK stock market volatility.

    ap Gwilym, O. M., McMillan, D., Speight, A. & Ap Gwilym, O., 1 Aug 2000, In : Applied Financial Economics. 10, 4, p. 435-448

    Research output: Contribution to journalArticle

  9. 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 journalArticle

  10. Published

    Volatility Transmission Among the CDS, Equity, and Bond Markets.

    ap Gwilym, O. M., Meng, L., Ap Gwilym, O. & Varas, J., 1 Nov 2009, In : Journal of Fixed Income. 18, 3, p. 33-46

    Research output: Contribution to journalArticle

  11. Published

    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 Jul 2003, In : Journal of Futures Markets. 23, 7, p. 647-659

    Research output: Contribution to journalArticle

  12. 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 proceedingChapter

  13. 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 journalArticle

  14. Published

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

    ap Gwilym, O. M. & Verousis, T., 1 Jan 2013, In : Journal of Futures Markets. 33, 1, p. 55-76

    Research output: Contribution to journalArticle

  15. 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 journalArticle

  16. 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 journalArticle

  17. Published

    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 Jul 2009, In : International Journal of Behavioural Accounting and Finance. 1, 2, p. 95-110

    Research output: Contribution to journalArticle

  18. Published

    Return reversals and the compass rose: insights from high frequency options data

    ap Gwilym, O. M., Verousis, T. & Ap Gwilym, O., 1 Sep 2011, In : European Journal of Finance. 17, 9-10, p. 883-896

    Research output: Contribution to journalArticle

  19. 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 journalArticle

  20. Published

    Market structure and microstructure, in international interest rate futures markets.

    ap Gwilym, O. M., McGroarty, F., Ap Gwilym, O. & Thomas, S., 1 Sep 2010, In : Research in International Business and Finance. 24, 3, p. 253-266

    Research output: Contribution to journalArticle

  21. Published

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

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

    Research output: Contribution to journalArticle

  22. 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

  23. Published

    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 Jan 2006, In : Managerial Finance. 32, 6, p. 518-536

    Research output: Contribution to journalArticle

  24. 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 journalArticle

  25. 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

  26. 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 journalArticle

  27. Published

    Bid-ask spreads and the liquidity of international bonds.

    ap Gwilym, O. M., Ap Gwilym, O., Trevino, L. & Thomas, S. H., 1 Sep 2002, In : Journal of Fixed Income. 12, 2, p. 82-91

    Research output: Contribution to journalArticle

  28. 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 journalArticle

  29. Published

    Fractional versus decimal pricing: evidence from the UK Long Gilt futures market.

    ap Gwilym, O. M., Ap Gwilym, O., McManus, I. & Thomas, S., 1 May 2005, In : Journal of Futures Markets. 25, 5, p. 419-442

    Research output: Contribution to journalArticle

  30. Published

    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 Oct 2010, In : Journal of Investing. 19, 3, p. 80-91

    Research output: Contribution to journalArticle

  31. Published

    Very long term equity investment strategies: real stock prices and mean reversion.

    ap Gwilym, O. M., Ap Gwilym, O., Seaton, J. & Thomas, S., 1 Jun 2008, In : Journal of Investing. 17, 2, p. 15-23

    Research output: Contribution to journalArticle

  32. 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 journalArticle

  33. 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

  34. 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

  35. Published

    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 Sep 2005, In : Journal of the Operational Research Society. 56, 9, p. 1051-1062

    Research output: Contribution to journalArticle

  36. Published

    Forecasting volatility for options pricing for the U.K. stock market.

    ap Gwilym, O. M. & Ap Gwilym, O., 1 Jul 2001, In : Journal of Financial Management and Analysis. 14, 2, p. 55-62

    Research output: Contribution to journalArticle

  37. Published

    The determinants of trading volume for cross-listed Euribor futures contracts.

    ap Gwilym, O. M., Ap Gwilym, O., Aguenaou, S. & Rhodes, M., 1 Jan 2009, In : European Journal of Finance. 15, 1, p. 89-102

    Research output: Contribution to journalArticle

  38. Published

    Split sovereign ratings and rating migrations in emerging economies.

    ap Gwilym, O. M., Alsakka, R. & Ap Gwilym, O., 1 Jun 2010, In : Emerging Markets Review. 11, 2, p. 79-97

    Research output: Contribution to journalArticle

  39. 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

  40. Published

    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 Apr 2014, In : Journal of International Money and Finance. 49, part B, p. 235-257

    Research output: Contribution to journalArticle

  41. 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

  42. Published

    Gold stocks, the gold price and market timing

    ap Gwilym, O., Clare, A., Seaton, J. & Thomas, S., 4 Aug 2011, In : Journal of Derivatives and Hedge Funds. 17, p. 266-278

    Research output: Contribution to journalArticle

  43. Published

    Tactical Equity Investing Across Bull and Bear Markets

    ap Gwilym, O., Clare, A., Seaton, J. & Thomas, S., 1 Mar 2012, In : Journal of Wealth Management. p. 61-69

    Research output: Contribution to journalArticle

  44. 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

  45. 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 journalArticle

  46. 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 journalArticle

  47. Published

    Can behavioral finance models account for historical asset prices?

    ap Gwilym, R., 1 Aug 2010, In : Economics Letters. 108, 2, p. 187-189

    Research output: Contribution to journalArticle

  48. Accepted/In press

    Financial Frictions and the Futures Pricing Puzzle

    ap Gwilym, R., Ebrahim, M. S., el Alaoui, A. O., Rahman, H. & Taamouti, A., 14 Aug 2019, (Accepted/In press) In : Economic Modelling.

    Research output: Contribution to journalArticle

  49. E-pub ahead of print

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

    Danny McGowan & Vasilakis, C., 24 May 2019, In : Research Policy.

    Research output: Contribution to journalArticle

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