Professor Owain Ap Gwilym
Lead, Deputy Head of School / Profess
![](https://research.bangor.ac.uk/portal/files/8407235/ap_gwilym_owain.jpg)
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
- 2009
- Published
Dividends and Momentum.
ap Gwilym, O. M., Ap Gwilym, O., Clare, A. D., Seaton, J. & Thomas, S. H., 1 Jun 2009, In: Journal of Investing. 18, 2, p. 42-49Research output: Contribution to journal › Article › peer-review
- Published
Heterogeneity of sovereign rating migrations in emerging countries.
ap Gwilym, O. M., Alsakka, R. & Ap Gwilym, O., 1 Jun 2009, In: Emerging Markets Review. 10, 2, p. 151-165Research 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
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
Consistent dividend growth investment strategies.
ap Gwilym, O. M., Ap Gwilym, O., Clare, A. D., Seaton, J. & Thomas, S. H., 1 Dec 2009, In: Journal of Wealth Management. 12, 3, p. 113-124Research output: Contribution to journal › Article › peer-review
- 2010
- Published
An improved algorithm for cleaning Ultra high-frequency data.
ap Gwilym, O. M., Verousis, T. & Ap Gwilym, O., 1 Feb 2010, In: Journal of Derivatives and Hedge Funds. 15, 4, p. 323-340Research output: Contribution to journal › Article › peer-review
- Published
Price clustering and underpricing in the IPO aftermarket.
ap Gwilym, O. M., Ap Gwilym, O. & Verousis, T., 1 Mar 2010, In: International Review of Financial Analysis. 19, 2, p. 89-97Research output: Contribution to journal › Article › peer-review
- Published
Size clustering in the FTSE100 index futures market.
ap Gwilym, O. M., Ap Gwilym, O. & Meng, L., 1 May 2010, In: Journal of Future Markets. 30, 5, p. 432-443Research output: Contribution to journal › Article › peer-review
- Published
Split sovereign ratings and rating migrations in emerging economies.
ap Gwilym, O. M., Alsakka, R. & Ap Gwilym, O., 1 Jun 2010, In: Emerging Markets Review. 11, 2, p. 79-97Research output: Contribution to journal › Article › peer-review
- Published
A random effects ordered probit model for rating migrations
Alsakka, R. & ap Gwilym, O., 1 Sept 2010, In: Finance Research Letters. 7, 3, p. 140-147Research output: Contribution to journal › Article › peer-review