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

  1. 2003
  2. 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 journalArticlepeer-review

  3. 2004
  4. 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 journalArticlepeer-review

  5. 2005
  6. 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 journalArticlepeer-review

  7. 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 journalArticlepeer-review

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

    Research output: Contribution to journalArticlepeer-review

  9. 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 journalArticlepeer-review

  10. 2006
  11. 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 journalArticlepeer-review

  12. 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 journalArticlepeer-review

  13. 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 journalArticlepeer-review

  14. 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 Sept 2006, In: Journal of Portfolio Management. 33, 1, p. 68-75

    Research output: Contribution to journalArticlepeer-review