Prof Owain ap Gwilym

External, Professor in Finance

Contact info

Professor Owain ap Gwilym

Division: Financial Studies

Location: Room 1.17, Hen Goleg

Telephone: 01248 38 2176

Email: owain.apgwilym@bangor.ac.uk

  1. Article › Research › Peer-reviewed
  2. Published

    A random effects ordered probit model for rating migrations

    Alsakka, R. & ap Gwilym, O., 1 Sep 2010, In : Finance Research Letters. 7, 3, p. 140-147

    Research output: Contribution to journalArticle

  3. Published

    A substitution effect between price clustering and size clustering in credit default swaps

    Meng, L., Verousis, T. & ap Gwilym, O., 1 Apr 2013, In : Journal of International Financial Markets, Institutions and Money. 24, April, p. 139-152

    Research output: Contribution to journalArticle

  4. 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

  5. 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

  6. Published

    Are single stock futures used as an alternative during a short-selling ban?

    Benzennou, B., ap Gwilym, O. & Williams, G., Jan 2018, In : Journal of Futures Markets. 38, 1, p. 66-82

    Research output: Contribution to journalArticle

  7. 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

  8. Published

    Commonality in equity options liquidity: Evidence from European Markets

    Verousis, T., ap Gwilym, O. & Voukelatos, N., 24 May 2016, In : European Journal of Finance. 22, 12, p. 1204-1223

    Research output: Contribution to journalArticle

  9. 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

  10. 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

  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

    Differences of opinion in sovereign credit signals during the European crisis

    Alsakka, R., ap Gwilym, O. M. & Vu, H., 2017, In : European Journal of Finance. 23, p. 859-884

    Research output: Contribution to journalArticle

  13. 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

  14. 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 journalArticle

  15. 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

  16. Published

    Does sovereign creditworthiness affect bank valuations in emerging markets?

    Williams, G. L., Alsakka, R. & ap Gwilym, O. M., 10 Feb 2015, In : Journal of International Financial Markets, Institutions and Money. 36, p. 113-129

    Research output: Contribution to journalArticle

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

    Research output: Contribution to journalArticle

  18. Published

    Does the disclosure of unsolicited sovereign rating status affect bank ratings?

    Klusak, P., Alsakka, R. & ap Gwilym, O., Mar 2017, In : British Accounting Review. 49, 2, p. 194-210

    Research output: Contribution to journalArticle

  19. Published

    Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities

    Clare, A., ap Gwilym, O., Seaton, J. & Thomas, S., 2011, In : Journal of Asset Management. 12, p. 11-29

    Research output: Contribution to journalArticle

  20. 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

  21. 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

  22. Published

    Foreign exchange market reactions to sovereign credit news

    Alsakka, R. & ap Gwilym, O., 1 Jun 2012, In : Journal of International Money and Finance. 31, 4, p. 845-864

    Research output: Contribution to journalArticle

  23. 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

  24. 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

  25. 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

  26. 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

  27. 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

  28. 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

  29. 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

  30. Published

    Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets

    Tran, V., Alsakka, R. & ap Gwilym, O., 2 Sep 2019, In : European Journal of Finance. 25, 13, p. 1211-1233

    Research output: Contribution to journalArticle

  31. Published

    Leads and lags in sovereign credit ratings.

    Alsakka, R. & ap Gwilym, O. M., 1 Nov 2010, In : Journal of Banking and Finance. 34, 11, p. 2614-2626

    Research output: Contribution to journalArticle

  32. Published

    Market impact under a new regulatory regime: Credit rating agencies in Europe

    Alsakka, R., ap Gwilym, O., Klusak, P. & Tran, V., 28 Jun 2015, In : Economic Notes. 44, 2, p. 275-308

    Research output: Contribution to journalArticle

  33. E-pub ahead of print

    Market reactions to the implementation of the Banking Union in Europe

    Pancotto, L., ap Gwilym, O. & Williams, J., 18 Sep 2019, In : European Journal of Finance.

    Research output: Contribution to journalArticle

  34. 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

  35. 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

  36. Published

    Modelling sovereign credit ratings: Neural networks versus ordered probit.

    Bennell, J. A., Crabbe, D., Thomas, S., ap Gwilym, O. & Ap Gwilym, O., 1 Apr 2006, In : Expert Systems with Applications. 30, 3, p. 415-425

    Research output: Contribution to journalArticle

  37. Published

    Open interest, cross listing, and information shocks.

    Aguenaou, S., ap Gwilym, O. M. & Rhodes, M., 5 Nov 2010, In : Journal of Futures Markets. 31, 8, p. 755-778

    Research output: Contribution to journalArticle

  38. 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

  39. 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

  40. 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

  41. 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

  42. Published

    Price clustering under floor and electronic trading.

    Bennell, J. & ap Gwilym, O., 1 Jan 2000, In : Derivatives Use, Trading and Regulation. 5, 4, p. 354-362

    Research output: Contribution to journalArticle

  43. 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

  44. 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

  45. 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

  46. Published

    Rating agencies' credit signals: An analysis of sovereign watch and outlook

    Alsakka, R. & ap Gwilym, O., 1 Jan 2012, In : International Review of Financial Analysis. 21, p. 45-55

    Research output: Contribution to journalArticle

  47. Published

    Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers

    Alsakka, R. & ap Gwilym, O. M., 1 Jan 2013, In : Journal of Economic Behavior and Organization. 85, p. 144-162

    Research output: Contribution to journalArticle

  48. 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

  49. 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

  50. Published

    Sovereign rating actions and the implied volatility of stock index options

    Tran, V., Alsakka, R. & ap Gwilym, O. M., 5 Jun 2014, In : International Review of Financial Analysis. 34, p. 101-113

    Research output: Contribution to journalArticle

  51. Published

    Sovereign rating actions: is the criticism justified?

    Alsakka, R. & ap Gwilym, O., 1 Dec 2011, In : Intereconomics : review of European economic policy. 46, 5, p. 248-253

    Research output: Contribution to journalArticle

Previous 1 2 Next