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A random effects ordered probit model for rating migrations

Alsakka, Rasha; Ap Gwilym, Owain - In: Finance research letters 7 (2010) 3, pp. 140-147

Persistent link: https://www.econbiz.de/10009272760

The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions

Abad, Pilar; Alsakka, Rasha; Ap Gwilym, Owain - In: Journal of international money and finance 85 (2018), pp. 40-57

Persistent link: https://www.econbiz.de/10012000377

Regulating rating agencies : a conservative behavioural change

Jones, Laurence; Alsakka, Rasha; Ap Gwilym, Owain; … - In: Journal of financial stability 60 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013455949

Financially engineering a "self-generative" political economy of creditworthiness : expertocratic exemption problems for sustainable debt and democracy

Paudyn, Bartholomew - In: Competition & change : the journal of global business … 27 (2023) 2, pp. 354-379

Persistent link: https://www.econbiz.de/10014233309

Forecasting volatility for options pricing for the UK stock market

Ap Gwilym, Owain - In: Journal of financial management and analysis : … 14 (2001) 2, pp. 55-62

Persistent link: https://www.econbiz.de/10001660995

An empirical comparison of quoted and implied bid-ask spreads on futures contracts

Ap Gwilym, Owain; Thomas, Stephen - In: Journal of international financial markets, … 12 (2002) 1, pp. 81-99

Persistent link: https://www.econbiz.de/10001646048

Technical Analysis as a Sentiment Barometer and the Cross-Section of Stock Returns

Ding, Wenjie; Mazouz, Khelifa; Ap Gwilym, Owain; Wang, … - 2022

This paper explores an unexamined sentiment channel through which technical analysis can add value. We use a spectrum of technical trading strategies to build a daily market sentiment indicator that is highly correlated with other commonly used sentiment measures. This technical-analysis-based...

Persistent link: https://www.econbiz.de/10014235811

Market structure and microstructure, in international interest rate futures markets

McGroarty, Frank; Ap Gwilym, Owain; Thomas, Steve - In: Research in international business and finance 24 (2010) 3, pp. 253-266

Persistent link: https://www.econbiz.de/10003986226

Consistent dividend growth investment strategies

Ap Gwilym, Owain; Clare, Andrew D.; Seaton, James; … - In: The journal of wealth management 12 (2009/10) 3, pp. 113-124

Persistent link: https://www.econbiz.de/10003911509

Trade size clustering and the cost of trading at the London stock exchange

Verousis, Thanos; Ap Gwilym, Owain - In: International review of financial analysis 27 (2013), pp. 91-102

Persistent link: https://www.econbiz.de/10009736935