Professor Owain Ap Gwilym
Lead, Deputy Head of School / Profess
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
- 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. 427-449Research output: Contribution to journal › Article › peer-review
- 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. 55-76Research output: Contribution to journal › Article › peer-review
- 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. 70-80Research output: Contribution to journal › Article › peer-review
- 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. 419-442Research output: Contribution to journal › Article › peer-review
- 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. 647-659Research output: Contribution to journal › Article › peer-review
- 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. 55-62Research output: Contribution to journal › Article › peer-review
- 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. 33-46Research output: Contribution to journal › Article › peer-review
- 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. 95-110Research output: Contribution to journal › Article › peer-review
- 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. 186-198Research output: Contribution to journal › Article › peer-review
- 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. 235-257Research output: Contribution to journal › Article › peer-review