Owain Ap Gwilym

Bangor Business School

Bangor Business School

College Road

Gwynedd LL57 2DG, Wales LL57 2DG

United Kingdom

http://www.bangor.ac.uk/business/staff/owain_ap_gwilym.php.en

  • Bangor Business School

SCHOLARLY PAPERS

17

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TOTAL CITATIONS
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23

Scholarly Papers (17)

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1.

A Robust Estimation of the Relation between Stock Returns, Size, Dividend Yield and Payout Ratio

Number of pages: 24 Posted: 20 Jun 2002
Ian D. McManus, Owain Ap Gwilym and Stephen Thomas
University of Southampton - School of Management, Bangor Business School and University of Southampton - School of Management
Downloads 1,998 (17,553)

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2.

The Use of Credit Ratings in Investment Management in the US and Europe

Number of pages: 28 Posted: 27 Jun 2007
Richard Cantor, Owain Ap Gwilym and Stephen Thomas
Moody's Investors Service, Bangor Business School and University of Southampton - School of Management
Downloads 1,068 (44,896)
Citation 12

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credit ratings, investment management, rating agencies

3.

Dividend Resumption, Future Profitability and Stock Returns

University of Southampton Working Paper No. CRR-05-06
Number of pages: 30 Posted: 02 Dec 2005
Owain Ap Gwilym, James Seaton and Stephen Thomas
Bangor Business School, University of Southampton - School of Management and University of Southampton - School of Management
Downloads 324 (199,479)

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4.

Private Information, Excessive Volatility and Intraday Empirical Regularities in the Spot Foreign Exchange Market

Centre for Risk Research Working Papers, School of Management Paper No. CRR-05-01
Number of pages: 39 Posted: 02 Jun 2005
Frank McGroarty, Stephen Thomas and Owain Ap Gwilym
University of Southampton - Southampton Business School, University of Southampton - School of Management and Bangor Business School
Downloads 228 (286,037)
Citation 3

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High frequency data, Foreign exchange, Market microstructure, Asymmetric information, Order-driven

5.

Fractional Versus Decimal Pricing: Evidence from the UK Long Gilt Futures Market

Number of pages: 35 Posted: 19 Apr 2003
Owain Ap Gwilym, Ian D. McManus and Stephen Thomas
Bangor Business School, University of Southampton - School of Management and University of Southampton - School of Management
Downloads 197 (328,421)
Citation 2

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Decimalisation, Tick size, Price clustering, Bid-ask spreads, Trade size

6.

In Search of Concepts: The Effects of Speculative Demand on Returns and Volume

Downloads 190 (339,634)
Citation 2

In Search of Concepts: The Effects of Speculative Demand on Returns and Volume

Bank of Finland Research Discussion Paper No. 10/2013, Gabelli School of Business, Fordham University Research Paper No. 2856938
Number of pages: 38 Posted: 21 Oct 2016 Last Revised: 18 Nov 2021
Owain Ap Gwilym, Iftekhar Hasan, Qingwei Wang and Ru Xie
Bangor Business School, Fordham University, Cardiff University - Cardiff Business School and University of Bath, School of management
Downloads 133 (461,187)

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In Search of Concepts: The Effects of Speculative Demand on Returns and Volume

Bank of Finland Research Discussion Paper No. 10/2013
Number of pages: 38 Posted: 10 Jul 2013
Owain Ap Gwilym, Qingwei Wang, Iftekhar Hasan and Ru Xie
Bangor Business School, Cardiff University - Cardiff Business School, Fordham University and University of Bath, School of management
Downloads 57 (800,383)
Citation 2

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investor attention, speculative demand, concept stock, market returns, trading volume

In Search of Concepts: The Effects of Speculative Demand on Returns and Volume

Posted: 20 May 2012 Last Revised: 28 May 2019
Owain Ap Gwilym, Iftekhar Hasan, Ru Xie and Qingwei Wang
Bangor Business School, Fordham University, University of Bath, School of management and Cardiff University - Cardiff Business School

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Investor Attention, Speculative Demand, Concept Stock, Market Returns, Trading Volume

7.

The Microstructure of Individual Equity Options: Firm-Level and Common Effects on Liquidity

Number of pages: 42 Posted: 27 May 2013
Thanos Verousis and Owain Ap Gwilym
Vlerick Business School and Bangor Business School
Downloads 152 (412,883)
Citation 1

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market microstructure, LIFFE, options, liquidity, bid-ask spread

8.

Speculate Against Speculative Demand

Number of pages: 39 Posted: 03 Feb 2013 Last Revised: 28 Jul 2013
Owain Ap Gwilym, Arben Kita and Qingwei Wang
Bangor Business School, University of Liverpool Management School and Cardiff University - Cardiff Business School
Downloads 107 (543,283)
Citation 1

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Investor Attention, Speculative Demand, Penny Stocks, Market Returns, Trading Strategy, Limits to Arbitrage

9.

The Impact of a Premium Based Tick Size on Equity Option Liquidity

Number of pages: 38 Posted: 22 Sep 2014
Thanos Verousis, Owain Ap Gwilym and Nikolaos Voukelatos
Vlerick Business School, Bangor Business School and University of Kent
Downloads 106 (547,087)
Citation 2

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Liquidity, Tick Size, PBTS, Equity options, Amsterdam LIFFE

10.

The Relative Importance of Information, Inventory and Price Clustering for Stir Futures Pre- and Post-Emu

University of Southampton Working Paper No. CRR-05-07
Number of pages: 33 Posted: 02 Dec 2005
Frank McGroarty, Stephen Thomas and Owain Ap Gwilym
University of Southampton - Southampton Business School, University of Southampton - School of Management and Bangor Business School
Downloads 105 (550,939)

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High frequency data, Futures, Market infranstructure, Asymmetric information, Order-driven

11.

Time Varying Prospective Utility and Optimal Asset Allocation for Stocks and Bonds: The Case of Australia and Japan, 1926-1995

Number of pages: 38 Posted: 13 Aug 2012
Ian D. McManus, Owain Ap Gwilym and Steve Thomas
University of Southampton - School of Management, Bangor Business School and City University London - The Business School
Downloads 100 (570,675)

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prospective utility, loss aversion, myopia, demographics, equity risk premium

12.

Price Clustering and Under-Pricing in the IPO Aftermarket

International Review of Financial Analysis, Vol. 19, No. 2, pp. 89-97, 2010
Posted: 27 Apr 2011
Owain Ap Gwilym and Thanos Verousis
Bangor Business School and Vlerick Business School

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13.

Return Reversals and the Compass Rose: Insights from High Frequency Options Data

European Journal of Finance, Forthcoming
Posted: 27 Apr 2011
Thanos Verousis and Owain Ap Gwilym
Vlerick Business School and Bangor Business School

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compass rose, high frequency data, return reversals, equity options

14.

An Improved Algorithm for Cleaning Ultrahigh Frequency Data

Journal of Derivatives and Hedge Funds, Vol. 15, No. 4, pp. 323-340, 2010
Posted: 27 Apr 2011
Thanos Verousis and Owain Ap Gwilym
Vlerick Business School and Bangor Business School

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Ultra High Frequency, data mining and cleaning, equity options, LIFFE

15.

The Extent and Causes of Sovereign Split Ratings

Posted: 22 Oct 2010
Rasha Alsakka and Owain Ap Gwilym
Bangor Business School and Bangor Business School

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16.

Sovereign Ratings and Migrations: Emerging Markets

Posted: 22 Oct 2010
Rasha Alsakka and Owain Ap Gwilym
Bangor Business School and Bangor Business School

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17.

The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for Ftse-100 Stock Index Options

J. OF DERIVATIVES, Summer 1997
Posted: 31 Jul 1997
Owain Ap Gwilym, Mike Buckle and Stephen Thomas
Bangor Business School, University of Wales, Swansea - School of Business and Economics and University of Southampton - School of Management

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