Owain ap Gwilym

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Affiliations

• Bangor University / Bangor Business School
  • EDIRC entry
  • location:

Research profile

author of:

• Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe (RePEc:bla:ecnote:v:44:y:2015:i:2:p:275-308)
  by Rasha Alsakka & Owain ap Gwilym & Patrycja Klusak & Vu Tran
• In Search of Concepts: The Effects of Speculative Demand on Stock Returns (RePEc:bla:eufman:v:22:y:2016:i:3:p:427-449)
  by Owain Ap Gwilym & Iftekhar Hasan & Qingwei Wang & Ru Xie
• Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements (RePEc:bla:jbfnac:v:25:y:1998:i:7-8:p:921-944)
  by M. Buckle & O. Ap Gwilym & S.H. Thomas & M.S. Woodhams
• Dividend Stability, Dividend Yield and Stock Returns: UK Evidence (RePEc:bla:jbfnac:v:27:y:2000:i:3-4:p:261-281)
  by Owain ap Gwilym & Gareth Morgan & Stephen Thomas
• The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield (RePEc:bla:jbfnac:v:31:y:2004:i:9-10:p:1355-1387)
  by Ian McManus & Owain Ap Gwilym & Stephen Thomas
• The Components of Electronic Inter‐Dealer Spot FX Bid‐Ask Spreads (RePEc:bla:jbfnac:v:34:y:2007:i:9-10:p:1635-1650)
  by Frank McGroarty & Owain ap Gwilym & Stephen Thomas
• Tests of non‐linearity using LIFFE futures transactions price data (RePEc:bla:manchs:v:67:y:1999:i:2:p:167-186)
  by O. Ap Gwilym & C. Brooks & A. Clare & S. Thomas
• The Extent and Causes of Sovereign Split Ratings (RePEc:bng:wpaper:10008)
  by Rasha Alsakka & Owain ap Gwilym
• Sovereign Ratings and Migrations: Emerging Markets (RePEc:bng:wpaper:10009)
  by Rasha Alsakka & Owain ap Gwilym
• The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis (RePEc:bng:wpaper:13007)
  by Gwion Williams & Rasha Alsakka & Owain ap Gwilym
• Unknown item RePEc:bof:bofrdp:2013_010 (paper)
• Does the disclosure of unsolicited sovereign rating status affect bank ratings? (RePEc:eee:bracre:v:49:y:2017:i:2:p:194-210)
  by Klusak, Patrycja & Alsakka, Rasha & Gwilym, Owain ap
• The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation (RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001684)
  by Jones, Laurence & Alsakka, Rasha & ap Gwilym, Owain & Mantovan, Noemi
• Heterogeneity of sovereign rating migrations in emerging countries (RePEc:eee:ememar:v:10:y:2009:i:2:p:151-165)
  by Al-Sakka, Rasha & ap Gwilym, Owain
• Split sovereign ratings and rating migrations in emerging economies (RePEc:eee:ememar:v:11:y:2010:i:2:p:79-97)
  by Al-Sakka, Rasha & ap Gwilym, Owain
• Price clustering and underpricing in the IPO aftermarket (RePEc:eee:finana:v:19:y:2010:i:2:p:89-97)
  by ap Gwilym, Owain & Verousis, Thanos
• Rating agencies' credit signals: An analysis of sovereign watch and outlook (RePEc:eee:finana:v:21:y:2012:i:c:p:45-55)
  by Alsakka, Rasha & ap Gwilym, Owain
• Trade size clustering and the cost of trading at the London Stock Exchange (RePEc:eee:finana:v:27:y:2013:i:c:p:91-102)
  by Verousis, Thanos & ap Gwilym, Owain
• Sovereign rating actions and the implied volatility of stock index options (RePEc:eee:finana:v:34:y:2014:i:c:p:101-113)
  by Tran, Vu & Alsakka, Rasha & ap Gwilym, Owain
• Speculate against speculative demand (RePEc:eee:finana:v:34:y:2014:i:c:p:212-221)
  by ap Gwilym, O. & Kita, A. & Wang, Q.
• The impact of ESMA regulatory identifiers on the quality of ratings (RePEc:eee:finana:v:66:y:2019:i:c:s1057521918307798)
  by Klusak, Patrycja & Alsakka, Rasha & ap Gwilym, Owain
• Commonality in liquidity across options and stock futures markets (RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305762)
  by Benzennou, Bouchra & ap Gwilym, Owain & Williams, Gwion
• A random effects ordered probit model for rating migrations (RePEc:eee:finlet:v:7:y:2010:i:3:p:140-147)
  by Alsakka, Rasha & ap Gwilym, Owain
• The European Bank Recovery and Resolution Directive: A market assessment (RePEc:eee:finsta:v:44:y:2019:i:c:s1572308917308720)
  by Pancotto, Livia & ap Gwilym, Owain & Williams, Jonathan
• Regulating rating agencies: A conservative behavioural change (RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000274)
  by Jones, Laurence & Alsakka, Rasha & ap Gwilym, Owain & Mantovan, Noemi
• Deal! Market reactions to the agreement on the EU Covid-19 recovery fund (RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000578)
  by Pancotto, Livia & ap Gwilym, Owain & Molyneux, Philip
• Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU (RePEc:eee:glofin:v:17:y:2006:i:1:p:23-49)
  by McGroarty, Frank & ap Gwilym, Owain & Thomas, Stephen
• An empirical comparison of quoted and implied bid-ask spreads on futures contracts (RePEc:eee:intfin:v:12:y:2002:i:1:p:81-99)
  by ap Gwilym, Owain & Thomas, Stephen
• The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market (RePEc:eee:intfin:v:19:y:2009:i:2:p:387-401)
  by McGroarty, Frank & ap Gwilym, Owain & Thomas, Stephen
• A substitution effect between price clustering and size clustering in credit default swaps (RePEc:eee:intfin:v:24:y:2013:i:c:p:139-152)
  by Meng, Lei & Verousis, Thanos & ap Gwilym, Owain
• Does sovereign creditworthiness affect bank valuations in emerging markets? (RePEc:eee:intfin:v:36:y:2015:i:c:p:113-129)
  by Williams, Gwion & Alsakka, Rasha & ap Gwilym, Owain
• Does competition improve sovereign credit rating quality? (RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001840)
  by Vu, Huong & Alsakka, Rasha & ap Gwilym, Owain
• Price clustering and bid-ask spreads in international bond futures (RePEc:eee:intfin:v:8:y:1998:i:3-4:p:377-391)
  by ap Gwilym, Owain & Clare, Andrew & Thomas, Stephen
• Leads and lags in sovereign credit ratings (RePEc:eee:jbfina:v:34:y:2010:i:11:p:2614-2626)
  by Alsakka, Rasha & ap Gwilym, Owain
• The impact of sovereign rating actions on bank ratings in emerging markets (RePEc:eee:jbfina:v:37:y:2013:i:2:p:563-577)
  by Williams, Gwion & Alsakka, Rasha & ap Gwilym, Owain
• Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers (RePEc:eee:jeborg:v:85:y:2013:i:c:p:144-162)
  by Alsakka, Rasha & ap Gwilym, Owain
• Foreign exchange market reactions to sovereign credit news (RePEc:eee:jimfin:v:31:y:2012:i:4:p:845-864)
  by Alsakka, Rasha & ap Gwilym, Owain
• The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis (RePEc:eee:jimfin:v:49:y:2014:i:pb:p:235-257)
  by Alsakka, Rasha & ap Gwilym, Owain & Vu, Tuyet Nhung
• The credit signals that matter most for sovereign bond spreads with split rating (RePEc:eee:jimfin:v:53:y:2015:i:c:p:174-191)
  by Vu, Huong & Alsakka, Rasha & Gwilym, Owain ap
• The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions (RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57)
  by Abad, Pilar & Alsakka, Rasha & ap Gwilym, Owain
• The evolution and determinants of the non-performing loan burden in Italian banking (RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x2400057x)
  by Pancotto, Livia & ap Gwilym, Owain & Williams, Jonathan
• Market structure and microstructure, in international interest rate futures markets (RePEc:eee:riibaf:v:24:y:2010:i:3:p:253-266)
  by McGroarty, Frank & ap Gwilym, Owain & Thomas, Steve
• The characteristics and evolution of credit default swap trading (RePEc:hal:journl:hal-00325165)
  by L. Meng & O. Ap Gwilym
• The determinants of CDS Bid-Ask Spreads (RePEc:hal:journl:hal-00487025)
  by L. Meng & O. Gwilym
• Size clustering in the FTSE-100 index futures market (RePEc:hal:journl:hal-00569087)
  by O. Gwilym & L. Meng
• Volatility transmission among the CDS, equity, and bond markets (RePEc:hal:journl:halshs-00487331)
  by L. Meng & O. Gwilym & J. Varas
• Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 (RePEc:ids:ijbeaf:v:1:y:2009:i:2:p:95-110)
  by Ian McManus & Owain Ap Gwilym & Stephen Thomas
• The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets (RePEc:mes:emfitr:v:48:y:2012:i:1:p:4-24)
  by Rasha Alsakka & Owain ap Gwilym
• Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities (RePEc:pal:assmgt:v:12:y:2011:i:1:d:10.1057_jam.2009.36)
  by Andrew Clare & Owain ap Gwilym & James Seaton & Stephen Thomas
• Impact of demographic and economic variables on financial policy purchase timing decisions (RePEc:pal:jorsoc:v:56:y:2005:i:9:d:10.1057_palgrave.jors.2601981)
  by L C Thomas & S Thomas & L Tang & O Ap Gwilym
• Evidence on Trading Mechanisms (RePEc:pal:palchp:978-1-4039-0707-3_5)
  by Owain ap Gwilym
• Multiple credit ratings and market heterogeneity (RePEc:swn:wpaper:2018-26)
  by Vu Tran & Rasha Alsakka & Owain ap Gwilym
• An analysis of bid-ask spreads on American-and European-style index options (RePEc:taf:apeclt:v:3:y:1996:i:7:p:445-449)
  by Owain Ap Gwilym & Mike Buckle
• Forward/forward volatilities and the term structure of implied volatility (RePEc:taf:apeclt:v:4:y:1997:i:5:p:325-328)
  by Owain Ap Gwilym & Mike Buckle
• Unknown item RePEc:taf:apfiec:v:11:y:2001:i:4:p:385-393 (article)
• Unknown item RePEc:taf:apfiec:v:9:y:1999:i:6:p:593-604 (article)
• The determinants of trading volume for cross-listed Euribor futures contracts (RePEc:taf:eurjfi:v:15:y:2009:i:1:p:89-102)
  by Owain ap Gwilym & Samir Aguenaou & Mark Rhodes
• Structural changes, bid-ask spread composition and tick size in inter-bank futures trading (RePEc:taf:eurjfi:v:17:y:2011:i:4:p:285-306)
  by Frank McGroarty & Owain ap Gwilym & Stephen Thomas
• Return reversals and the compass rose: insights from high frequency options data (RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:883-896)
  by Thanos Verousis & Owain ap Gwilym
• The intraday determination of liquidity in the NYSE LIFFE equity option markets (RePEc:taf:eurjfi:v:22:y:2016:i:12:p:1164-1188)
  by Thanos Verousis & Owain ap Gwilym & XiaoHua Chen
• Commonality in equity options liquidity: evidence from European Markets (RePEc:taf:eurjfi:v:22:y:2016:i:12:p:1204-1223)
  by Thanos Verousis & Owain ap Gwilym & Nikolaos Voukelatos
• Differences of opinion in sovereign credit signals during the European crisis (RePEc:taf:eurjfi:v:23:y:2017:i:10:p:859-884)
  by Rasha Alsakka & Owain ap Gwilym & Huong Vu
• Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets (RePEc:taf:eurjfi:v:25:y:2019:i:13:p:1211-1233)
  by Vu Tran & Rasha Alsakka & Owain ap Gwilym
• Market reactions to the implementation of the Banking Union in Europe (RePEc:taf:eurjfi:v:26:y:2020:i:7-8:p:640-665)
  by Livia Pancotto & Owain ap Gwilym & Jonathan Williams
• Volatility forecasting in the framework of the option expiry cycle (RePEc:taf:eurjfi:v:5:y:1999:i:1:p:73-94)
  by Owain Ap Gwilym & Mike Buckle
• Technical analysis as a sentiment barometer and the cross-section of stock returns (RePEc:taf:quantf:v:23:y:2023:i:11:p:1617-1636)
  by Wenjie Ding & Khelifa Mazouz & Owain ap Gwilym & Qingwei Wang
• International Evidence on the Payout Ratio, Earnings, Dividends, and Returns (RePEc:taf:ufajxx:v:62:y:2006:i:1:p:36-53)
  by Owain ap Gwilym & James Seaton & Karina Suddason & Stephen Thomas
• The bid‐ask spread on stock index options: An ordered probit analysis (RePEc:wly:jfutmk:v:18:y:1998:i:4:p:467-485)
  by Owain Ap. Gwilym & Andrew Clare & Stephen Thomas
• Intra‐day volatility components in FTSE‐100 stock index futures (RePEc:wly:jfutmk:v:20:y:2000:i:5:p:425-444)
  by Alan E.H. Speight & David G. McMillan & Owain ap Gwilym
• Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading (RePEc:wly:jfutmk:v:23:y:2003:i:7:p:647-659)
  by Owain ap Gwilym & Evamena Alibo
• Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market (RePEc:wly:jfutmk:v:25:y:2005:i:5:p:419-442)
  by Owain Ap Gwilym & Ian Mcmanus & Stephen Thomas
• Size clustering in the FTSE100 index futures market (RePEc:wly:jfutmk:v:30:y:2010:i:5:p:432-443)
  by Owain ap Gwilym & Lei Meng
• Open interest, cross listing, and information shocks (RePEc:wly:jfutmk:v:31:y:2011:i:8:p:755-778)
  by Samir Aguenaou & Owain Ap Gwilym & Mark Rhodes
• Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level (RePEc:wly:jfutmk:v:33:y:2013:i:1:p:55-76)
  by Owain ap Gwilym & Thanos Verousis
• The Impact of a Premium‐Based Tick Size on Equity Option Liquidity (RePEc:wly:jfutmk:v:36:y:2016:i:4:p:397-417)
  by Thanos Verousis & Owain ap Gwilym & Nikolaos Voukelatos
• Are single stock futures used as an alternative during a short‐selling ban? (RePEc:wly:jfutmk:v:38:y:2018:i:1:p:66-82)
  by Bouchra Benzennou & Owain ap Gwilym & Gwion Williams
• In search of concepts: The effects of speculative demand on returns and volume (RePEc:zbw:bofrdp:rdp2013_010)
  by Gwilym, Owain Ap & Wang, Qvigwei & Hasan, Iftekhar & Xie, Ru