1. Article › Research › Peer-reviewed
2. Published

   In Search of Concepts: The Effects of Speculative Demand on Stock Returns

   ap Gwilym, O. M., Hasan, I., Wang, Q. & Xie, R., 2 Jun 2016, In: European Financial Management. 22, 3, p. 427-449

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

3. 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

4. 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

5. Published

   Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets

   Tran, V., Alsakka, R. & ap Gwilym, O., 2 Sept 2019, In: European Journal of Finance. 25, 13, p. 1211-1233

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

6. Published

   Leads and lags in sovereign credit ratings.

   Alsakka, R. & ap Gwilym, O. M., 1 Nov 2010, In: Journal of Banking and Finance. 34, 11, p. 2614-2626

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

7. Published

   Market impact under a new regulatory regime: Credit rating agencies in Europe

   Alsakka, R., ap Gwilym, O., Klusak, P. & Tran, V., 28 Jun 2015, In: Economic Notes. 44, 2, p. 275-308

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

8. Published

   Market reactions to the implementation of the Banking Union in Europe

   Pancotto, L., ap Gwilym, O. & Williams, J., 23 May 2020, In: European Journal of Finance. 26, 7-8, p. 640-665

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

9. Published

   Market structure and microstructure, in international interest rate futures markets.

   ap Gwilym, O. M., McGroarty, F., Ap Gwilym, O. & Thomas, S., 1 Sept 2010, In: Research in International Business and Finance. 24, 3, p. 253-266

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

10. 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

11. 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