1. 2012
2. Published

   The causes and extent of split sovereign credit ratings in emerging markets.

   Alsakka, R. & ap Gwilym, O., 1 Jan 2012, In: Emerging Markets Finance and Trade. 48, 1, p. 4-24

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

3. 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 journal › Article › peer-review

4. 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 journal › Article › peer-review

5. Published

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

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

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

6. 2013
7. 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 journal › Article › peer-review

8. 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 journal › Article › peer-review

9. 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 journal › Article › peer-review

10. 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

11. 2014
12. Published

    The implications of a price anchoring effect at the upstairs market of the London Stock Exchange

    Verousis, T. & ap Gwilym, O., Mar 2014, In: International Review of Financial Analysis. 32, p. 37-46

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

13. Published

    Speculate against speculative demand

    ap Gwilym, O. M., Ap Gwilym, O., Kita, A. & Wang, Q., 26 Mar 2014, In: International Review of Financial Analysis. 34, p. 212-221

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

14. 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 journal › Article › peer-review

15. 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

16. 2015
17. 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 journal › Article › peer-review

18. Published

    The intraday determination of liquidity in the NYSE LIFFE equity option markets

    Verousis, T., ap Gwilym, O. & Chen, X., 13 Mar 2015, In: European Journal of Finance.

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

19. Published

    The credit signals that matter most for sovereign bond spreads with split rating

    Vu, H., Alsakka, R. & ap Gwilym, O. M., May 2015, In: Journal of International Money and Finance. 53, p. 174-191

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

20. 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 journal › Article › peer-review

21. 2016
22. Published

    The Impact of a Premium-Based Tick Size on Equity Option Liquidity

    Verousis, T., ap Gwilym, O. & Voukelatos, N., 7 Mar 2016, In: Journal of Futures Markets. 36, 4, p. 397-417

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

23. 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 journal › Article › peer-review

24. 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 journal › Article › peer-review

25. 2017
26. 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 journal › Article › peer-review

27. 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 journal › Article › peer-review

28. Published

    What drives differences of opinion in sovereign ratings? The roles of information disclosure and political risk

    Vu, H., Alsakka, R. & ap Gwilym, O., Jul 2017, In: International Journal of Finance and Economics. 22, 3, p. 216-233

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

29. 2018
30. 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 journal › Article › peer-review

31. Published

    The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions

    Abad, P., Alsakka, R. & ap Gwilym, O., Jul 2018, In: Journal of International Money and Finance. 85, p. 40-57

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

32. 2019
33. 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

34. 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

35. 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

36. 2020
37. Published

    Commonality in Liquidity across Options and Stock Futures Markets

    Benzennou, B., ap Gwilym, O. & Williams, G., Jan 2020, In: Finance Research Letters. 32, 101096.

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

38. 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

39. 2022
40. Published

    Does competition improve sovereign credit rating quality?  

    Vu, H., Alsakka, R. & ap Gwilym, O., Jan 2022, In: Journal of International Financial Markets, Institutions and Money. 76, 101478.

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

41. Published

    Regulating rating agencies: A conservative behavioural change

    Jones, L., Alsakka, R., ap Gwilym, O. & Mantovan, N., Jun 2022, In: Journal of Financial Stability. 60, 100999.

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

42. Published

    The Impact of Regulatory Reforms on European Bank Behaviour: A Dynamic Structural Estimation

    Jones, L., Alsakka, R., ap Gwilym, O. & Mantovan, N., Nov 2022, In: European Economic Review. 150, 104280.

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

43. 2023
44. 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

45. Published

    Technical analysis as a sentiment barometer and the cross-section of stock returns

    Ding, W., Mazouz, K., ap Gwilym, O. & Wang, Q., Nov 2023, In: Quantitative Finance. 23, 11, p. 1617-1636

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

46. 2024
47. 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