14
H index
17
i10 index
596
Citations
Owain ap Gwilym : Citation Profile
Bangor University | RESEARCH PRODUCTION: 64 Articles 10 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1996 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Owain ap Gwilym. | Is cited by:
| Cites to:
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Main data
Where Owain ap Gwilym has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 4 |
| Working Papers / Bangor Business School, Prifysgol Bangor University (Cymru / Wales) | 3 |
Recent works citing Owain ap Gwilym (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566. Full description at Econpapers || Download paper |
| 2023 | Does individual SREP results reveal real news?. (2023). Venturelli, Valeria ; Ferretti, Riccardo ; Azzaretto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005561. Full description at Econpapers || Download paper |
| 2023 | How effective are bad bank resolutions? New evidence from Europe. (2023). Gambacorta, Leonardo ; Brei, Michael ; Parigi, Bruno Maria ; Lucchetta, Marcella. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000530. Full description at Econpapers || Download paper |
| 2023 | Bail-in and bank funding costs. (2023). Galfrascoli, Paola ; Cerasi, Vittoria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000797. Full description at Econpapers || Download paper |
| 2023 | To what extent do sovereign rating actions affect global equity market sectors?. (2023). Sahibzada, Irfan Ullah. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:240-261. Full description at Econpapers || Download paper |
| 2023 | How does national culture affect the spillover effects of sovereign ratings on corporate ratings?. (2023). Jian, Jhih-Shan ; Liang, Hsin-Yu ; Ho, Amy Yueh-Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:671-691. Full description at Econpapers || Download paper |
| 2023 | Non-Linear Determinants of Developing Countries’ Sovereign Ratings: Evidence from a Panel Threshold Regression (PTR) Model. (2023). Mabrouk, Fatma ; Nouira, Ridha ; ben Mim, Sami. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3390-:d:1066528. Full description at Econpapers || Download paper |
| 2023 | Different Market Segmentations of Dividend Policies: A Dynamic Panel Data Analysis. (2023). Shafai, Nor Anis. In: GATR Journals. RePEc:gtr:gatrjs:afr222. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The informational content of sovereign credit rating: another look. (2023). Chebbi, Tarek ; Nakai, Fathi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00311-6. Full description at Econpapers || Download paper |
| 2023 | Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067. Full description at Econpapers || Download paper |
| 2023 | Does BRRD mitigate the bank-to-sovereign risk channel?. (2023). Vennet, Rudi Vander ; Soenen, Nicolas ; Present, Thomas ; Lamers, Martien. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:23/1060. Full description at Econpapers || Download paper |
| 2023 | Impact of Competition in Credit Rating Industry: Evidence From India. (2023). Yadav, Rajan ; Singh, Archana ; Sharma, Chandan. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440221135107. Full description at Econpapers || Download paper |
| 2023 | Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga. In: Region et Developpement. RePEc:tou:journl:v:57:y:2023:p:101-145. Full description at Econpapers || Download paper |
| 2023 | IFRS 8 and the cost of capital in Europe. (2023). Eliwa, Yasser ; Aboud, Ahmed ; Saleh, Ahmed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3198-3231. Full description at Econpapers || Download paper |
| 2023 | Do sovereign credit rating events affect the foreign exchange market? Evidence from a treatment effect analysis. (2023). Minea, Alexandru ; BALIMA, HIPPOLYTE ; Vinturis, Cezara. In: Southern Economic Journal. RePEc:wly:soecon:v:90:y:2023:i:1:p:156-181. Full description at Econpapers || Download paper |
Works by Owain ap Gwilym:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe In: Economic Notes. [Full Text][Citation analysis] | article | 4 |
| 2016 | In Search of Concepts: The Effects of Speculative Demand on Stock Returns In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
| 1998 | Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 5 |
| 2000 | Dividend Stability, Dividend Yield and Stock Returns: UK Evidence In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 15 |
| 2004 | The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 9 |
| 2007 | The Components of Electronic Inter?Dealer Spot FX Bid?Ask Spreads In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 1 |
| 1999 | Tests of non?linearity using LIFFE futures transactions price data In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2010 | The Extent and Causes of Sovereign Split Ratings In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Sovereign Ratings and Migrations: Emerging Markets In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | In search of concepts : The effects of speculative demand on returns and volume In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Does the disclosure of unsolicited sovereign rating status affect bank ratings? In: The British Accounting Review. [Full Text][Citation analysis] | article | 7 |
| 2022 | The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2009 | Heterogeneity of sovereign rating migrations in emerging countries In: Emerging Markets Review. [Full Text][Citation analysis] | article | 21 |
| 2010 | Split sovereign ratings and rating migrations in emerging economies In: Emerging Markets Review. [Full Text][Citation analysis] | article | 11 |
| 2010 | Price clustering and underpricing in the IPO aftermarket In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
| 2012 | Rating agencies credit signals: An analysis of sovereign watch and outlook In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 15 |
| 2013 | Trade size clustering and the cost of trading at the London Stock Exchange In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2014 | Sovereign rating actions and the implied volatility of stock index options In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
| 2014 | Speculate against speculative demand In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
| 2019 | The impact of ESMA regulatory identifiers on the quality of ratings In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
| 2020 | Commonality in liquidity across options and stock futures markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2010 | A random effects ordered probit model for rating migrations In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
| 2019 | The European Bank Recovery and Resolution Directive: A market assessment In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 15 |
| 2022 | Regulating rating agencies: A conservative behavioural change In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
| 2023 | Deal! Market reactions to the agreement on the EU Covid-19 recovery fund In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
| 2006 | Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU In: Global Finance Journal. [Full Text][Citation analysis] | article | 9 |
| 2002 | An empirical comparison of quoted and implied bid-ask spreads on futures contracts In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
| 2009 | The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 14 |
| 2013 | A substitution effect between price clustering and size clustering in credit default swaps In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 8 |
| 2015 | Does sovereign creditworthiness affect bank valuations in emerging markets? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 9 |
| 2022 | Does competition improve sovereign credit rating quality? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
| 1998 | Price clustering and bid-ask spreads in international bond futures In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 21 |
| 2010 | Leads and lags in sovereign credit ratings In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 58 |
| 2013 | The impact of sovereign rating actions on bank ratings in emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 50 |
| 2013 | Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 51 |
| 2012 | Foreign exchange market reactions to sovereign credit news In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 35 |
| 2014 | The sovereign-bank rating channel and rating agencies downgrades during the European debt crisis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 32 |
| 2015 | The credit signals that matter most for sovereign bond spreads with split rating In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
| 2018 | The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 7 |
| 2010 | Market structure and microstructure, in international interest rate futures markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 2007 | The characteristics and evolution of credit default swap trading. In: Post-Print. [Citation analysis] | paper | 4 |
| 2008 | The determinants of CDS Bid-Ask Spreads. In: Post-Print. [Citation analysis] | paper | 9 |
| 2010 | Size clustering in the FTSE-100 index futures market. In: Post-Print. [Citation analysis] | paper | 7 |
| 2010 | Size clustering in the FTSE100 index futures market.(2010) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2009 | Volatility transmission among the CDS, equity, and bond markets. In: Post-Print. [Citation analysis] | paper | 14 |
| 2009 | Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 In: International Journal of Behavioural Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
| 2011 | Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
| 2005 | Impact of demographic and economic variables on financial policy purchase timing decisions In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 0 |
| 2002 | Evidence on Trading Mechanisms In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2018 | Multiple credit ratings and market heterogeneity In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | An analysis of bid-ask spreads on American-and European-style index options In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1997 | Forward/forward volatilities and the term structure of implied volatility In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2001 | The lead-lag relationship between the FTSE100 stock index and its derivative contracts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 14 |
| 1999 | The intraday relationship between volume and volatility in LIFFE futures markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 19 |
| 2009 | The determinants of trading volume for cross-listed Euribor futures contracts In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2011 | Structural changes, bid-ask spread composition and tick size in inter-bank futures trading In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2011 | Return reversals and the compass rose: insights from high frequency options data In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | The intraday determination of liquidity in the NYSE LIFFE equity option markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2016 | Commonality in equity options liquidity: evidence from European Markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Differences of opinion in sovereign credit signals during the European crisis In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2019 | Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2020 | Market reactions to the implementation of the Banking Union in Europe In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 1999 | Volatility forecasting in the framework of the option expiry cycle In: The European Journal of Finance. [Full Text][Citation analysis] | article | 13 |
| 2023 | Technical analysis as a sentiment barometer and the cross-section of stock returns In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 1998 | The bid?ask spread on stock index options: An ordered probit analysis In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2000 | Intra?day volatility components in FTSE?100 stock index futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2003 | Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 15 |
| 2005 | Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
| 2011 | Open interest, cross listing, and information shocks In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 2013 | Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level In: Journal of Futures Markets. [Citation analysis] | article | 3 |
| 2016 | The Impact of a Premium?Based Tick Size on Equity Option Liquidity In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 2018 | Are single stock futures used as an alternative during a short?selling ban? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
| In: . [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team