1. 2006
2. 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 Sept 2006, In: Global Finance Journal. 17, 1, p. 23-49

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

3. 2007
4. 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 journal › Article › peer-review

5. Published

   The Use of Credit Ratings in Investment Management in the US and Europe

   ap Gwilym, O. M., Cantor, R., Ap Gwilym, O. & Thomas, S., 1 Oct 2007, In: Journal of Fixed Income. 17, 2, p. 13-26

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

6. 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. 186-198

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

7. Published

   The components of electronic inter-dealer spot FX bid-ask spreads.

   ap Gwilym, O. M., McGroarty, F., Ap Gwilym, O. & Thomas, S., 1 Nov 2007, In: Journal of Business Finance and Accounting. 34, 9-10, p. 1635-1650

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

8. 2008
9. Published

   Very long term equity investment strategies: real stock prices and mean reversion.

   ap Gwilym, O. M., Ap Gwilym, O., Seaton, J. & Thomas, S., 1 Jun 2008, In: Journal of Investing. 17, 2, p. 15-23

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

10. 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. 70-80

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

11. 2009
12. Published

    Futures market liquidity under floor and electronic trading.

    ap Gwilym, O. M., McManus, I., Ap Gwilym, O., Thomas, S., Morrey, J. (ed.) & Guyton, A. (ed.), 1 Jan 2009, Liquidity: Interest Rates and Banking. 2009 ed. Nova Science, p. 111-138

    Research output: Chapter in Book/Report/Conference proceeding › Chapter

13. Published

    The determinants of trading volume for cross-listed Euribor futures contracts.

    ap Gwilym, O. M., Ap Gwilym, O., Aguenaou, S. & Rhodes, M., 1 Jan 2009, In: European Journal of Finance. 15, 1, p. 89-102

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

14. 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