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

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SCHOLARLY PAPERS

21

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3,976

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15

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Scholarly Papers (21)

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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 1,925 (10,453)

Abstract:

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 941 (30,960)

Citation 12

Abstract:

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 282 (136,559)

Abstract:

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 192 (197,820)

Citation 3

Abstract:

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 167 (223,309)

Citation 3

Abstract:

6.

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

Essex Business School and Bangor Business School

Downloads 102 (324,576)

Citation 1

Abstract:

7.

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 Southampton and Cardiff University - Cardiff Business School

Downloads 76 (388,900)

Abstract:

8.

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 75 (391,778)

Abstract:

9.

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

Downloads 68 (413,332)

Citation 2

3

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 35 (560,979)

Citation 2

Abstract:

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

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 33 (572,520)

Abstract:

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

Abstract:

10.

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 - Sir John Cass Business School

Downloads 63 (430,040)

Abstract:

11.

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

Essex Business School, Bangor Business School and University of Kent

Downloads 54 (462,671)

Citation 2

Abstract:

12.

The Role of Payout Ratio in the Relationship between Stock Returns and Dividend Yield

Number of pages: 34 Posted: 29 Nov 2004

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 21 (634,364)

Citation 1

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13.

The Components of Electronic Inter-Dealer Spot FX Bid-Ask Spreads

Journal of Business Finance & Accounting, Vol. 34, Issue 9-10, pp. 1635-1650, November/December 2007

Number of pages: 16 Posted: 11 Dec 2007

Frank McGroarty and Owain Ap Gwilym

University of Southampton - Southampton Business School and Bangor Business School

Downloads 10 (716,547)

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14.

In Search of Concepts: The Eﬀects of Speculative Demand on Stock Returns

European Financial Management, Vol. 22, Issue 3, pp. 427-449, 2016

Number of pages: 23 Posted: 06 Jun 2016

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

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15.

Market Impact Under a New Regulatory Regime: Credit Rating Agencies in Europe

Economic Notes, Vol. 44, Issue 2, pp. 275-308, 2015

Number of pages: 34 Posted: 30 Jun 2015

Rasha Alsakka, Owain Ap Gwilym, Patrycja Klusak, Patrycja Klusak and Vu Tran

Bangor Business School, Bangor Business School, Norwich Business SchoolBennett Institute for Public Policy, University of Cambridge and Swansea University - School of Management

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16.

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 Essex Business School

Abstract:

17.

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

Essex Business School and Bangor Business School

Abstract:

18.

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

Essex Business School and Bangor Business School

Abstract:

19.

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

Abstract:

20.

Sovereign Ratings and Migrations: Emerging Markets

Posted: 22 Oct 2010

Rasha Alsakka and Owain Ap Gwilym

Bangor Business School and Bangor Business School

Abstract:

21.

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

Abstract:

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