1. Article › Research › Peer-reviewed
2. 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

3. 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

4. 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

5. 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

6. 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

7. 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

8. 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

9. 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

10. Chapter › Research › Not peer-reviewed
11. 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

12. Published

    Futures market liquidity under floor and electronic trading.

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

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