O. Ap Gwilym: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

Dividend Yield Investment Strategies, the Payout Ratio and Zero-Dividend Stocks

Gwilym, Owain AP, Seaton, James, Thomas, Stephen H

Journal:

The Journal of Investing

Year:

2005

Language:

english

File:

PDF, 737 KB

english, 2005

2

Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities

Clare, Andrew, Gwilym, Owain ap, Seaton, James, Thomas, Stephen

Journal:

Journal of Asset Management

Year:

2011

Language:

english

File:

PDF, 192 KB

english, 2011

3

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

Ian McManus, Owain Ap Gwilym, Stephen Thomas

Journal:

Journal of Business Finance & Accounting

Year:

2004

Language:

english

File:

PDF, 184 KB

english, 2004

4

The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements

Gwilym, Owain ap, Buckle, Mike, Clare, Andrew D, Thomas, Stephen H

Journal:

The Journal of Derivatives

Year:

1998

Language:

english

File:

PDF, 1.48 MB

english, 1998

5

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

Gwilym, Owain ap, Buckle, Mike, Thomas, Stephen H

Journal:

The Journal of Derivatives

Year:

1997

Language:

english

File:

PDF, 1.71 MB

english, 1997

6

Gold stocks, the gold price and market timing

Gwilym, Owain ap, Clare, Andrew, Seaton, James, Thomas, Stephen

Journal:

Journal of Derivatives & Hedge Funds

Year:

2011

Language:

english

File:

PDF, 429 KB

english, 2011

7

The bid-ask spread on stock index options: An ordered probit analysis

Gwilym, Owain ap, Clare, Andrew, Thomas, Stephen

Journal:

Journal of Futures Markets

Year:

1998

Language:

english

File:

PDF, 292 KB

english, 1998

8

Extreme price clustering in the London equity index futures and options markets

Owain ap Gwilym, Andrew Clare, Stephen Thomas

Journal:

Journal of Banking & Finance

Year:

1998

Language:

english

File:

PDF, 144 KB

english, 1998

9

The impact of sovereign rating actions on bank ratings in emerging markets

Gwion Williams, Rasha Alsakka, Owain ap Gwilym

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 261 KB

english, 2013

10

Integrating corporate ownership and pension fund structures: A general equilibrium approach

Ebrahim, M. Shahid, Mathur, Ike, ap Gwilym, Rhys

Journal:

Journal of Banking & Finance

Year:

2014

Language:

english

File:

PDF, 964 KB

english, 2014

11

The Determinants of CDS Bid-Ask Spreads

Meng, Lei, Gwilym, Owain ap

Journal:

The Journal of Derivatives

Year:

2008

Language:

english

File:

PDF, 578 KB

english, 2008

12

Price and Momentum as Robust Tactical Approaches to Global Equity Investing

ap Gwilym, Owain, Clare, Andrew, Seaton, James, Thomas, Stephen

Journal:

The Journal of Investing

Year:

2010

Language:

english

File:

PDF, 2.31 MB

english, 2010

13

Very Long Term Equity Investment Strategies

Gwilym, Owain AP, Seaton, James, Thomas, Stephen H

Journal:

The Journal of Investing

Year:

2008

Language:

english

File:

PDF, 553 KB

english, 2008

14

Consistent Dividend Growth Investment Strategies

Gwilym, Owain ap, Clare, Andrew D, Seaton, James, Thomas, Stephen H

Journal:

The Journal of Wealth Management

Year:

2009

Language:

english

File:

PDF, 1.90 MB

english, 2009

15

Size clustering in the FTSE100 index futures market

Owain ap Gwilym, Lei Meng

Journal:

Journal of Futures Markets

Year:

2010

Language:

english

File:

PDF, 89 KB

english, 2010

16

Leads and lags in sovereign credit ratings

Rasha Alsakka, Owain ap Gwilym

Journal:

Journal of Banking & Finance

Year:

2010

Language:

english

File:

PDF, 326 KB

english, 2010

17

Can position limits restrain ‘rogue’ trading?

ap Gwilym, Rhys, Ebrahim, M. Shahid

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 297 KB

english, 2013

18

U.S. prompt corrective action and bank risk

ap Gwilym, Rhys, Kanas, Angelos, Molyneux, Philip

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2013

Language:

english

File:

PDF, 931 KB

english, 2013

19

Does sovereign creditworthiness affect bank valuations in emerging markets?

Williams, Gwion, Alsakka, Rasha, ap Gwilym, Owain

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2015

Language:

english

File:

PDF, 867 KB

english, 2015

20

Tactical Equity Investing Across Bull and Bear Markets

Gwilym, Owain ap, Clare, Andrew, Seaton, James, Thomas, Stephen

Journal:

The Journal of Wealth Management

Year:

2012

Language:

english

File:

PDF, 1.38 MB

english, 2012

21

Modelling sovereign credit ratings: Neural networks versus ordered probit

Julia A. Bennell, David Crabbe, Stephen Thomas, Owain ap Gwilym

Journal:

Expert Systems with Applications

Year:

2006

Language:

english

File:

PDF, 1.18 MB

english, 2006

22

Market structure and microstructure, in international interest rate futures markets

Frank McGroarty, Owain ap Gwilym, Steve Thomas

Journal:

Research in International Business and Finance

Year:

2010

Language:

english

File:

PDF, 204 KB

english, 2010

23

Trade size clustering and the cost of trading at the London Stock Exchange

Verousis, Thanos, ap Gwilym, Owain

Journal:

International Review of Financial Analysis

Year:

2013

Language:

english

File:

PDF, 528 KB

english, 2013

24

International Evidence on the Payout Ratio, Earnings, Dividends, and Returns

Owain ap Gwilym, James Seaton, Karina Suddason and Stephen Thomas

Journal:

Financial Analysts Journal

Year:

2006

Language:

english

File:

PDF, 2.60 MB

english, 2006

25

The lead-lag relationship between the FTSE100 stock index and its derivative contracts

Gwilym, Owain Ap, Buckle, Mike

Journal:

Applied Financial Economics

Year:

2001

Language:

english

File:

PDF, 184 KB

english, 2001

26

Structural changes, bid–ask spread composition and tick size in inter-bank futures trading

McGroarty, Frank, ap Gwilym, Owain, Thomas, Stephen

Journal:

European Journal of Finance

Year:

2011

Language:

english

File:

PDF, 148 KB

english, 2011

27

The determinants of trading volume for cross-listed Euribor futures contracts

Gwilym, Owain ap, Aguenaou, Samir, Rhodes, Mark

Journal:

European Journal of Finance

Year:

2009

Language:

english

File:

PDF, 146 KB

english, 2009

28

Volatility Transmission Among the CDS, Equity, and Bond Markets

Meng, Lei, Gwilym, Owain ap, Varas, José

Journal:

The Journal of Fixed Income

Year:

2009

Language:

english

File:

PDF, 1.11 MB

english, 2009

29

Does the Fed Model Travel Well?

Gwilym, Owain ap, Seaton, James, Suddason, Karina, Thomas, Stephen H

Journal:

The Journal of Portfolio Management

Year:

2006

Language:

english

File:

PDF, 881 KB

english, 2006

30

Return reversals and the compass rose: insights from high frequency options data

Verousis, Thanos, ap Gwilym, Owain

Journal:

European Journal of Finance

Year:

2011

Language:

english

File:

PDF, 502 KB

english, 2011

31

What drives differences of opinion in sovereign ratings? The roles of information disclosure and political risk

Vu, Huong, Alsakka, Rasha, ap Gwilym, Owain

Journal:

International Journal of Finance & Economics

Year:

2017

Language:

english

File:

PDF, 319 KB

english, 2017

32

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

McManus, Ian D., Ap Gwilym, Owain, Thomas, Stephen

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 477 KB

english, 2002

33

Market reactions to the implementation of the Banking Union in Europe

Pancotto, Livia, ap Gwilym, Owain, Williams, Jonathan

Journal:

European Journal of Finance

Year:

2019

Language:

english

File:

PDF, 2.00 MB

english, 2019

34

Financial frictions and the futures pricing puzzle

ap Gwilym, Rhys, Ebrahim, M. Shahid, El Alaoui, Abdelkader O., Rahman, Hamid, Taamouti, Abderrahim

Journal:

Economic Modelling

Year:

2019

Language:

english

File:

PDF, 1.32 MB

english, 2019

35

Intra-day volatility components in FTSE-100 stock index futures

Speight, Alan E.H., McMillan, David G., ap Gwilym, Owain

Journal:

Journal of Futures Markets

Year:

2000

Language:

english

File:

PDF, 211 KB

english, 2000

36

Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading

Owain ap Gwilym, Evamena Alibo

Journal:

Journal of Futures Markets

Year:

2003

Language:

english

File:

PDF, 90 KB

english, 2003

37

Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market

Owain Ap Gwilym, Ian Mcmanus, Stephen Thomas

Journal:

Journal of Futures Markets

Year:

2005

Language:

english

File:

PDF, 130 KB

english, 2005

38

Open interest, cross listing, and information shocks

Samir Aguenaou, Owain Ap Gwilym, Mark Rhodes

Journal:

Journal of Futures Markets

Year:

2011

Language:

english

File:

PDF, 163 KB

english, 2011

39

Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level

Owain ap Gwilym, Thanos Verousis

Journal:

Journal of Futures Markets

Year:

2012

Language:

english

File:

PDF, 605 KB

english, 2012

40

Tests of non-linearity using LIFFE futures transactions price data

O. Ap Gwilym, C. Brooks, A. Clare, S. Thomas

Journal:

The Manchester School

Year:

1999

Language:

english

File:

PDF, 198 KB

english, 1999

41

Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements

M. Buckle, O. Ap Gwilym, S.H. Thomas, M.S. Woodhams

Journal:

Journal of Business Finance & Accounting

Year:

1998

Language:

english

File:

PDF, 301 KB

english, 1998

42

Dividend Stability, Dividend Yield and Stock Returns: UK Evidence

Owain ap Gwilym, Gareth Morgan, Stephen Thomas

Journal:

Journal of Business Finance & Accounting

Year:

2000

Language:

english

File:

PDF, 114 KB

english, 2000

43

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

Frank McGroarty, Owain ap Gwilym, Stephen Thomas

Journal:

Journal of Business Finance & Accounting

Year:

2007

Language:

english

File:

PDF, 513 KB

english, 2007

44

Can behavioral finance models account for historical asset prices?

Journal:

Economics Letters

Year:

2010

Language:

english

File:

PDF, 382 KB

english, 2010

45

Split sovereign ratings and rating migrations in emerging economies

Rasha Al-Sakka, Owain ap Gwilym

Journal:

Emerging Markets Review

Year:

2010

Language:

english

File:

PDF, 232 KB

english, 2010

46

Heterogeneity of sovereign rating migrations in emerging countries

Rasha Al-Sakka, Owain ap Gwilym

Journal:

Emerging Markets Review

Year:

2009

Language:

english

File:

PDF, 277 KB

english, 2009

47

A random effects ordered probit model for rating migrations

Rasha Alsakka, Owain ap Gwilym

Journal:

Finance Research Letters

Year:

2010

Language:

english

File:

PDF, 183 KB

english, 2010

48

Microstructure effects, bid–ask spreads and volatility in the spot foreign exchange market pre and post-EMU

Frank McGroarty, Owain ap Gwilym, Stephen Thomas

Journal:

Global Finance Journal

Year:

2006

Language:

english

File:

PDF, 294 KB

english, 2006

49

The role of private information in return volatility, bid–ask spreads and price levels in the foreign exchange market

Frank McGroarty, Owain ap Gwilym, Stephen Thomas

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2009

Language:

english

File:

PDF, 215 KB

english, 2009

50

Price clustering and underpricing in the IPO aftermarket

Owain ap Gwilym, Thanos Verousis

Journal:

International Review of Financial Analysis

Year:

2010

Language:

english

File:

PDF, 563 KB

english, 2010