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The intraday relationship between volume and volatility in LIFFE futures markets

Ap Gwilym, Owain; McMillan, David G.; Speight, Alan E. H. - In: Applied financial economics 9 (1999) 6, pp. 593-604

Persistent link: https://www.econbiz.de/10001525288

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

Ap Gwilym, Owain - 2017

Using a novel proxy of investors' speculative demand constructed from online search interest in "concept stocks", we examine how speculative demand affects the returns and trading volume of Chinese stock indices. We find that returns and trading volume increase with the contemporaneous...

Persistent link: https://www.econbiz.de/10012967719

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

Ap Gwilym, Owain - 2019

Using a novel proxy of investors' speculative demand constructed from online search interest in “concept stocks”, we examine how speculative demand affects the returns and trading volume of Chinese stock indices. We find that returns and trading volume increase with the contemporaneous...

Persistent link: https://www.econbiz.de/10012905637

In search of concepts : the effects of speculative demand on returns and volume

Ap Gwilym, Owain; Wang, Qingwei; Hasan, Iftekhar; Xie, Ru - 2013

Persistent link: https://www.econbiz.de/10009745640

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

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

Ap Gwilym, Owain; Aguenaou, Samir; Rhodes, Mark J. - In: The European journal of finance 15 (2009) 1/2, pp. 89-102

Persistent link: https://www.econbiz.de/10003827084

The intraday determination of liquidity in the NYSE LIFFE equity option markets

Verousis, Thanos; Ap Gwilym, Owain; Chen, XiaoHua - In: The European journal of finance 22 (2016) 10/12, pp. 1164-1188

Persistent link: https://www.econbiz.de/10011715335

In search of concepts : the eﬀects of speculative demand on stock returns

Ap Gwilym, Owain; Hasan, Iftekhar; Wang, Qingwei; Xie, Ru - In: European financial management : the journal of the … 22 (2016) 3, pp. 427-449

Persistent link: https://www.econbiz.de/10011712935

The impact of a premium-based tick size on equity option liquidity

Verousis, Thanos; Ap Gwilym, Owain; Voukelatos, Nikolaos - In: The journal of futures markets 36 (2016) 4, pp. 397-417

Persistent link: https://www.econbiz.de/10011568431

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

Ap Gwilym, Owain - 2013

Persistent link: https://www.econbiz.de/10013079295