1. Article › Research › Peer-reviewed
2. 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

3. 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

4. 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

5. 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

6. 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

7. 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

8. 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

9. 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

10. 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

11. 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