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
- Article › Research › Peer-reviewed
- 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. 144-162Research output: Contribution to journal › Article › peer-review
- 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
- Published
Return reversals and the compass rose: insights from high frequency options data
ap Gwilym, O. M., Verousis, T. & Ap Gwilym, O., 1 Sept 2011, In: European Journal of Finance. 17, 9-10, p. 883-896Research 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
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. 101-113Research output: Contribution to journal › Article › peer-review
- Published
Sovereign rating actions: is the criticism justified?
Alsakka, R. & ap Gwilym, O., 1 Dec 2011, In: Intereconomics : review of European economic policy. 46, 5, p. 248-253Research output: Contribution to journal › Article › peer-review
- 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. 212-221Research 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
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading.
McGroarty, F., ap Gwilym, O. M. & Thomas, S., 1 Apr 2011, In: European Journal of Finance. 17, 4, p. 285-306Research output: Contribution to journal › Article › peer-review
- 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. 61-69Research output: Contribution to journal › Article › peer-review
- E-pub ahead of print
Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, W., Mazouz, K., ap Gwilym, O. & Wang, Q., 1 Sept 2023, (E-pub ahead of print) In: Quantitative Finance.Research output: Contribution to journal › Article › peer-review
- 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. 44Research output: Contribution to journal › Article › peer-review
- 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
- 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. 397-417Research output: Contribution to journal › Article › peer-review
- 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. 13-26Research output: Contribution to journal › Article › peer-review
- 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. 4-24Research output: Contribution to journal › Article › peer-review
- 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. 186-198Research output: Contribution to journal › Article › peer-review
- 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. 1635-1650Research output: Contribution to journal › Article › peer-review
- 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. 174-191Research output: Contribution to journal › Article › peer-review
- 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. 70-80Research output: Contribution to journal › Article › peer-review
- 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. 89-102Research output: Contribution to journal › Article › peer-review
- 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
- 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
- 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. 563-577Research output: Contribution to journal › Article › peer-review
- 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. 37-46Research output: Contribution to journal › Article › peer-review