1. 2009
2. 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. 113-124

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

3. 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. 33-46

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

4. 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. 95-110

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

5. 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. 42-49

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

6. 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. 151-165

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

7. 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

8. Published

   Futures market liquidity under floor and electronic trading.

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

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

9. 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

10. 2008
11. 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

12. 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

13. 2007
14. 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

15. 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

16. 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

17. 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

18. 2006
19. 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 journal › Article › peer-review

20. 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

21. 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 journal › Article › peer-review

22. 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 journal › Article › peer-review

23. 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 journal › Article › peer-review

24. 2005
25. 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 journal › Article › peer-review

26. 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 journal › Article › peer-review

27. 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 journal › Article › peer-review

28. 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 journal › Article › peer-review

29. 2004
30. 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 journal › Article › peer-review

31. 2003
32. 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 journal › Article › peer-review

33. 2002
34. Published

    Bid-ask spreads and the liquidity of international bonds.

    ap Gwilym, O. M., Ap Gwilym, O., Trevino, L. & Thomas, S. H., 1 Sept 2002, In: Journal of Fixed Income. 12, 2, p. 82-91

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

35. Published

    An empirical comparison of quoted and implied bid-ask spreads on futures contracts.

    ap Gwilym, O. M., Ap Gwilym, O. & Thomas, S., 1 Feb 2002, In: Journal of International Financial Markets, Institutions and Money. 12, 1, p. 81-99

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

36. Published

    Evidence on trading mechanisms.

    ap Gwilym, O. M., Ap Gwilym, O., Board, J. (Editor), Sutclifee, C. (Editor) & Wells, S. (Editor), 1 Jan 2002, Transparency and Fragmentation: Financial Market Regulation in a Dynamic Environment. 2002 ed. Palgrave Macmillan, p. 101-140

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

37. 2001
38. Published

    The lead-lag relationship between the FTSE100 stock index and its derivative contracts.

    ap Gwilym, O. M., Ap Gwilym, O. & Buckle, M., 1 Aug 2001, In: Applied Financial Economics. 11, 4, p. 385-393

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

39. Published

    Forecasting volatility for options pricing for the U.K. stock market.

    ap Gwilym, O. M. & Ap Gwilym, O., 1 Jul 2001, In: Journal of Financial Management and Analysis. 14, 2, p. 55-62

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

40. Published

    Problems encountered when using high frequency financial market data: suggested solutions.

    ap Gwilym, O. M., Ap Gwilym, O. & Sutcliffe, C., 1 Jan 2001, In: Journal of Financial Management and Analysis. 14, 1, p. 38-51

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

41. 2000
42. Published

    Forecasting UK stock market volatility.

    ap Gwilym, O. M., McMillan, D., Speight, A. & Ap Gwilym, O., 1 Aug 2000, In: Applied Financial Economics. 10, 4, p. 435-448

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

43. Published

    Dividend stability, dividend yield and stock returns: UK evidence.

    ap Gwilym, O. M., Ap Gwilym, O., Morgan, G. & Thomas, S., 1 Apr 2000, In: Journal of Business Finance and Accounting. 27, 3-4, p. 261-281

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

44. Published

    Intra-day volatility components in FTSE-100 stock index futures.

    ap Gwilym, O. M., Speight, A. E., McMillan, D. G. & Ap Gwilym, O., 1 Jan 2000, In: Journal of Futures Markets. 20, 5, p. 425-444

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

45. Published

    Price clustering under floor and electronic trading.

    Bennell, J. & ap Gwilym, O., 1 Jan 2000, In: Derivatives Use, Trading and Regulation. 5, 4, p. 354-362

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