1. Published

   The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions

   Abad, P., Alsakka, R. & ap Gwilym, O., Jul 2018, In: Journal of International Money and Finance. 85, p. 40-57

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

2. Published

   Open interest, cross listing, and information shocks.

   Aguenaou, S., ap Gwilym, O. M. & Rhodes, M., 5 Nov 2010, In: Journal of Futures Markets. 31, 8, p. 755-778

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

3. 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

4. Published

   Foreign exchange market reactions to sovereign credit news

   Alsakka, R. & ap Gwilym, O., 1 Jun 2012, In: Journal of International Money and Finance. 31, 4, p. 845-864

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

5. 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

6. Published

   Rating agencies' credit signals: An analysis of sovereign watch and outlook

   Alsakka, R. & ap Gwilym, O., 1 Jan 2012, In: International Review of Financial Analysis. 21, p. 45-55

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

7. 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. 248-253

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

8. Published

   Differences of opinion in sovereign credit signals during the European crisis

   Alsakka, R., ap Gwilym, O. M. & Vu, H., 2017, In: European Journal of Finance. 23, p. 859-884

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

9. 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. 140-147

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

10. 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. 144-162

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

11. 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. 4-24

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

12. 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

13. 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

14. Published

    Commonality in Liquidity across Options and Stock Futures Markets

    Benzennou, B., ap Gwilym, O. & Williams, G., Jan 2020, In: Finance Research Letters. 32, 101096.

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

15. Published

    Are single stock futures used as an alternative during a short-selling ban?

    Benzennou, B., ap Gwilym, O. & Williams, G., Jan 2018, In: Journal of Futures Markets. 38, 1, p. 66-82

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

16. Published

    Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities

    Clare, A., ap Gwilym, O., Seaton, J. & Thomas, S., 2011, In: Journal of Asset Management. 12, p. 11-29

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

17. 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

18. 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

19. 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

20. 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

21. Published

    Does the disclosure of unsolicited sovereign rating status affect bank ratings?

    Klusak, P., Alsakka, R. & ap Gwilym, O., Mar 2017, In: British Accounting Review. 49, 2, p. 194-210

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

22. 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

23. 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. 285-306

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

24. Published

    A substitution effect between price clustering and size clustering in credit default swaps

    Meng, L., Verousis, T. & ap Gwilym, O., 1 Apr 2013, In: Journal of International Financial Markets, Institutions and Money. 24, April, p. 139-152

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

25. 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. 44

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