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
- 2024
- 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
- 2023
- 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
Deal! Market reactions to the agreement on the EU Covid-19 recovery fund
Pancotto, L., ap Gwilym, O. & Molyneux, P., 31 Jul 2023, In: Journal of Financial Stability.Research output: Contribution to journal › Article › peer-review
- 2022
- 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
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
Does competition improve sovereign credit rating quality?
Vu, H., Alsakka, R. & ap Gwilym, O., Jan 2022, In: Journal of International Financial Markets, Institutions and Money. 76, 101478.Research output: Contribution to journal › Article › peer-review
- 2020
- 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. 640-665Research output: Contribution to journal › Article › peer-review
- 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
- 2019
- 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 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
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. 1211-1233Research output: Contribution to journal › Article › peer-review
- 2018
- 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. 40-57Research output: Contribution to journal › Article › peer-review
- 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. 66-82Research output: Contribution to journal › Article › peer-review
- 2017
- Published
What drives differences of opinion in sovereign ratings? The roles of information disclosure and political risk
Vu, H., Alsakka, R. & ap Gwilym, O., Jul 2017, In: International Journal of Finance and Economics. 22, 3, p. 216-233Research output: Contribution to journal › Article › peer-review
- 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. 194-210Research output: Contribution to journal › Article › peer-review
- 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. 859-884Research output: Contribution to journal › Article › peer-review
- 2016
- 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. 427-449Research output: Contribution to journal › Article › peer-review
- Published
Commonality in equity options liquidity: Evidence from European Markets
Verousis, T., ap Gwilym, O. & Voukelatos, N., 24 May 2016, In: European Journal of Finance. 22, 12, p. 1204-1223Research 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
- 2015
- 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. 275-308Research 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 intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, T., ap Gwilym, O. & Chen, X., 13 Mar 2015, In: European Journal of Finance.Research output: Contribution to journal › Article › peer-review
- Published
Does sovereign creditworthiness affect bank valuations in emerging markets?
Williams, G. L., Alsakka, R. & ap Gwilym, O. M., 10 Feb 2015, In: Journal of International Financial Markets, Institutions and Money. 36, p. 113-129Research output: Contribution to journal › Article › peer-review
- 2014
- 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
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. 235-257Research output: Contribution to journal › Article › peer-review