1. Published

   The impact of ESMA regulatory identifiers on the quality of ratings

   Klusak, P., Alsakka, R. & ap Gwilym, O., Nov 2019, In: International Review of Financial Analysis. 66, 101365.

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

2. Published

   Structural changes, bid-ask spread composition and tick size in inter-bank futures trading.

   McGroarty, F., ap Gwilym, O. M. & Thomas, S., 1 Apr 2011, In: European Journal of Finance. 17, 4, p. 285-306

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

3. Published

   The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market.

   McGroarty, F., ap Gwilym, O. M. & Thomas, S., 1 Apr 2009, In: Journal of International Financial Markets, Institutions and Money. 19, 2, p. 387-401

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

4. 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 journal › Article › peer-review

5. Published

   The evolution and determinants of the non-performing loan burden in Italian banking

   Pancotto, L., ap Gwilym, O. & Williams, J., Apr 2024, In: Pacific-Basin Finance Journal. 84, 102306.

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

6. Published

   The European Bank Recovery and Resolution Directive: A market assessment

   Pancotto, L., ap Gwilym, O. & Williams, J., Oct 2019, In: Journal of Financial Stability. 44

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

7. Published

   Market reactions to the implementation of the Banking Union in Europe

   Pancotto, L., ap Gwilym, O. & Williams, J., 23 May 2020, In: European Journal of Finance. 26, 7-8, p. 640-665

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

8. Published

   Deal! Market reactions to the agreement on the EU Covid-19 recovery fund

   Pancotto, L., ap Gwilym, O. & Molyneux, P., 31 Jul 2023, In: Journal of Financial Stability.

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

9. 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 journal › Article › peer-review

10. 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 Sept 2019, In: European Journal of Finance. 25, 13, p. 1211-1233

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