1. 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

2. 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

3. 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

4. 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. 89-97

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

5. 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

6. 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

7. 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

8. Published

   Evidence on trading mechanisms.

   ap Gwilym, O. M., Ap Gwilym, O., Board, J. (ed.), Sutclifee, C. (ed.) & Wells, S. (ed.), 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

9. Published

   Trade size clustering and the cost of trading at the London Stock Exchange

   ap Gwilym, O. M., Verousis, T. & Ap Gwilym, O., 18 Sept 2012, In: International Review of Financial Analysis.

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

10. 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

11. 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

12. 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

13. 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

14. Published

    Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level

    ap Gwilym, O. M. & Verousis, T., 1 Jan 2013, In: Journal of Futures Markets. 33, 1, p. 55-76

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

15. 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

16. 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

17. 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

18. 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

19. 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

20. 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

21. 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

22. Published

    The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis

    ap Gwilym, O. M., Alsakka, R., Ap Gwilym, O. & Vu, T. N., 13 Apr 2014, In: Journal of International Money and Finance. 49, part B, p. 235-257

    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. 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. 323-340

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

25. 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

26. 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. 79-97

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

27. Published

    Price and momentum as robust tactical approaches to global equity investing.

    ap Gwilym, O. M., Ap Gwilym, O., Clare, A., Seaton, J. & Thomas, S., 1 Oct 2010, In: Journal of Investing. 19, 3, p. 80-91

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

28. 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. 883-896

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

29. Published

    Gold stocks, the gold price and market timing

    ap Gwilym, O., Clare, A., Seaton, J. & Thomas, S., 4 Aug 2011, In: Journal of Derivatives and Hedge Funds. 17, p. 266-278

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

30. 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. 212-221

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

31. 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. 61-69

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

32. 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

33. 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

34. 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

35. 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