1. Article › Research › Peer-reviewed
2. 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

3. 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. 432-443

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

4. 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. 101-113

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

5. 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

6. 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

7. 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

8. 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

9. 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

10. Published

    Technical analysis as a sentiment barometer and the cross-section of stock returns

    Ding, W., Mazouz, K., ap Gwilym, O. & Wang, Q., Nov 2023, In: Quantitative Finance. 23, 11, p. 1617-1636

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

11. 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

12. 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

13. 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. 397-417

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

14. 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

15. 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

16. 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

17. 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. 1635-1650

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

18. 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. 174-191

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

19. 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

20. 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

21. 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

22. 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

23. 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. 563-577

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

24. 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. 37-46

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

25. 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

26. 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

27. Published

    The lead-lag relationship between the FTSE100 stock index and its derivative contracts.

    ap Gwilym, O. M., Ap Gwilym, O. & Buckle, M., 1 Aug 2001, In: Applied Financial Economics. 11, 4, p. 385-393

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

28. Published

    The role of payout ratio in the relationship between stock returns and dividend yield.

    ap Gwilym, O. M., McManus, I., Ap Gwilym, O. & Thomas, S., 1 Nov 2004, In: Journal of Business Finance and Accounting. 31, 9-10, p. 1355-1387

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

29. 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

30. 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

31. 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

32. 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

33. 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

34. 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. 216-233

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

35. Chapter › Research › Not peer-reviewed
36. Published

    Evidence on trading mechanisms.

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

37. Published

    Futures market liquidity under floor and electronic trading.

    ap Gwilym, O. M., McManus, I., Ap Gwilym, O., Thomas, S., Morrey, J. (Editor) & Guyton, A. (Editor), 1 Jan 2009, Liquidity: Interest Rates and Banking. 2009 ed. Nova Science, p. 111-138

    Research output: Chapter in Book/Report/Conference proceeding › Chapter