Owain ap Gwilym : Citation Profile


Are you Owain ap Gwilym?

Bangor University

14

H index

17

i10 index

589

Citations

RESEARCH PRODUCTION:

62

Articles

10

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 22
   Journals where Owain ap Gwilym has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 26 (4.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pap39
   Updated: 2023-11-04    RAS profile: 2022-12-30    
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Relations with other researchers


Works with:

Alsakka, Rasha (5)

Williams, Gwion (2)

Tran, Vu (2)

Williams, Jonathan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Owain ap Gwilym.

Is cited by:

Wu, Eliza (17)

Brooks, Robert (13)

Kim, Suk-Joong (11)

Binici, Mahir (11)

Ratha, Dilip (9)

HASAN, IFTEKHAR (9)

Verousis, Thanos (7)

Ozturk, Huseyin (7)

faff, robert (7)

Broto, Carmen (6)

BALIMA, HIPPOLYTE (6)

Cites to:

Alsakka, Rasha (39)

Sy, Amadou (31)

Valenzuela, Patricio (30)

faff, robert (25)

Ferreira, Miguel (20)

Kim, Suk-Joong (20)

Wu, Eliza (19)

Packer, Frank (19)

Gomes, Pedro (18)

Brooks, Robert (18)

Afonso, Antonio (18)

Main data


Where Owain ap Gwilym has published?


Journals with more than one article published# docs
Journal of Futures Markets9
The European Journal of Finance9
International Review of Financial Analysis6
Journal of International Financial Markets, Institutions and Money6
Journal of Business Finance & Accounting4
Journal of International Money and Finance4
Journal of Financial Stability2
Journal of Banking & Finance2
Finance Research Letters2
Emerging Markets Review2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Post-Print / HAL4
Working Papers / Bangor Business School, Prifysgol Bangor University (Cymru / Wales)3

Recent works citing Owain ap Gwilym (2023 and 2022)


YearTitle of citing document
2022The potential built?in supply effect from margin trading in the Chinese stock market. (2022). Choy, Siu Kai ; Li, Yanxi ; Wang, Mingzhu. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:835-861.

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2022Are retail investors really passive? Shareholder activism in the digital age. (2022). Wongchoti, Udomsak ; Kabir, Humayun M ; Hafeez, Bilal. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:3-4:p:423-460.

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2022Credit rating agencies, information asymmetry and US bond liquidity. (2022). Salvade, Federica ; Raimbourg, Philippe ; Lovo, Stefano. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:9-10:p:1863-1896.

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2022Why they keep missing: An empirical investigation of sovereign bond ratings and their timing. (2022). von Schweinitz, Gregor ; El-Shagi, Makram ; el Shagi, Makram ; Elshagi, Makram. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:186-224.

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2022Nonlinear dynamics in real economy and financial markets: The role of dividend policies in fluctuations. (2022). Michetti, Elisabetta ; Mammana, Cristiana ; Grassetti, Francesca. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004015.

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2022Bank funding strategy after the bail-in announcement. (2022). Fiordelisi, Franco ; Scardozzi, Giulia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:74:y:2022:i:c:s092911992200058x.

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2023Who 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.

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2022Completing the European Banking Union: Capital cost consequences for credit providers and corporate borrowers. (2022). Sfrappini, Eleonora ; Krause, Thomas ; Koetter, Michael ; Tonzer, Lena. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001337.

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2022Fiscal uncertainty and sovereign credit risk. (2022). Hantzsche, Arno. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001453.

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2022Evidence of oil market price clustering during the COVID-19 pandemic. (2022). Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003227.

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2022Who buys Bitcoin? The cultural determinants of Bitcoin activity. (2022). Roh, Tai-Yong ; Garel, Alexandre ; Frijns, Bart ; Foley, Sean. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003350.

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2022Determinants of European banks’ default risk. (2022). Vennet, Rudi Vander ; Soenen, Nicolas. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100516x.

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2022Back to the futures: When short selling is banned. (2022). Strong, Cuyler ; Shimizu, Yoshiki ; Jiang, George J. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000283.

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2022Informativeness of trades around macroeconomic announcements in the foreign exchange market. (2022). Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000245.

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2022Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Cumming, Douglas J ; Oxley, Les. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200052x.

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2022Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation. (2022). Qureshi, Anum ; Rizwan, Muhammad Suhail ; Sahibzada, Irfan Ullah. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002345.

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2022Foreign exchange markets: Price response and spread impact. (2022). Guhr, Thomas ; Henao-Londono, Juan C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008591.

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2022Transnational spillover effects of European sovereign rating signals on bank stock returns. (2022). Trautwein, Hans-Michael ; Prokop, Jorg ; Hu, Haoshen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:171-182.

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2022Dividend policy, risk and the cross-section of stock returns: Evidence from India. (2022). Hegazy, Aya Yasser ; Ali, Heba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:169-192.

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2023To 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.

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2023How 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.

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2022Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC. (2022). Muoz, Carlos Salvador ; Cuadros-Solas, Pedro Jesus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001562.

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2022.

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2022Sovereign Credit Ratings Analysis Using the Logistic Regression Model. (2022). Muteba Mwamba, John Weirstrass ; Takawira, Oliver. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:70-:d:778137.

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2023Non-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.

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2023Different Market Segmentations of Dividend Policies: A Dynamic Panel Data Analysis. (2023). Shafai, Nor Anis. In: GATR Journals. RePEc:gtr:gatrjs:afr222.

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2023.

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2022Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds. (2022). DeLisle, Jared ; Blau, Benjamin ; Baig, Ahmed S. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01004-0.

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2022European Banking Union and bank risk disclosure: the effects of the Single Supervisory Mechanism. (2022). Altunbas, Yener ; Scannella, Enzo ; Polizzi, Salvatore ; Thornton, John. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01005-z.

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2023The 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.

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2023Modeling 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.

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2023Does 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.

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2022Impact of Sovereign Credit Rating Disclosure on Chinese Financial Market. (2022). Olh, Judit ; Khan, Muhammad Atif ; Pervaiz, Khansa ; Li, Chunling. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440221079906.

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2023Impact 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.

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2022Do financial markets respond to macroeconomic surprises? Evidence from the UK. (2022). Heinlein, Reinhold ; Lepori, Gabriele M. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02108-1.

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2022Intraday patterns of price clustering in Bitcoin. (2022). Tanizaki, Hisashi ; Ma, Donglian. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00307-4.

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2022The link between regional CDS spreads and equity returns: a multivariate GARCH approach. (2022). Manicaro, Christian. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:2:d:10.1007_s43546-021-00197-9.

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2022Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capital. (2022). Giuliana, Raffaele. In: ESRB Working Paper Series. RePEc:srk:srkwps:2022133.

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2023Le 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.

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2023IFRS 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.

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2023Do 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.

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Works by Owain ap Gwilym:


YearTitleTypeCited
2015Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe In: Economic Notes.
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article4
2016In Search of Concepts: The Effects of Speculative Demand on Stock Returns In: European Financial Management.
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article4
1998Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements In: Journal of Business Finance & Accounting.
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article5
2000Dividend Stability, Dividend Yield and Stock Returns: UK Evidence In: Journal of Business Finance & Accounting.
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article15
2004The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield In: Journal of Business Finance & Accounting.
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article9
2007The Components of Electronic Inter?Dealer Spot FX Bid?Ask Spreads In: Journal of Business Finance & Accounting.
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article1
1999Tests of non?linearity using LIFFE futures transactions price data In: Manchester School.
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article0
2010The Extent and Causes of Sovereign Split Ratings In: Working Papers.
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paper1
2010Sovereign Ratings and Migrations: Emerging Markets In: Working Papers.
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paper2
2013The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis In: Working Papers.
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paper2
2013In search of concepts : The effects of speculative demand on returns and volume In: Research Discussion Papers.
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paper0
2017Does the disclosure of unsolicited sovereign rating status affect bank ratings? In: The British Accounting Review.
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article7
2022The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation In: European Economic Review.
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article0
2009Heterogeneity of sovereign rating migrations in emerging countries In: Emerging Markets Review.
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article21
2010Split sovereign ratings and rating migrations in emerging economies In: Emerging Markets Review.
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article11
2010Price clustering and underpricing in the IPO aftermarket In: International Review of Financial Analysis.
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article6
2012Rating agencies credit signals: An analysis of sovereign watch and outlook In: International Review of Financial Analysis.
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article15
2013Trade size clustering and the cost of trading at the London Stock Exchange In: International Review of Financial Analysis.
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article7
2014Sovereign rating actions and the implied volatility of stock index options In: International Review of Financial Analysis.
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article4
2014Speculate against speculative demand In: International Review of Financial Analysis.
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article5
2019The impact of ESMA regulatory identifiers on the quality of ratings In: International Review of Financial Analysis.
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article4
2020Commonality in liquidity across options and stock futures markets In: Finance Research Letters.
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article2
2010A random effects ordered probit model for rating migrations In: Finance Research Letters.
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article7
2019The European Bank Recovery and Resolution Directive: A market assessment In: Journal of Financial Stability.
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article14
2022Regulating rating agencies: A conservative behavioural change In: Journal of Financial Stability.
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article0
2006Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU In: Global Finance Journal.
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article9
2002An empirical comparison of quoted and implied bid-ask spreads on futures contracts In: Journal of International Financial Markets, Institutions and Money.
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article3
2009The 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.
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article14
2013A substitution effect between price clustering and size clustering in credit default swaps In: Journal of International Financial Markets, Institutions and Money.
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article8
2015Does sovereign creditworthiness affect bank valuations in emerging markets? In: Journal of International Financial Markets, Institutions and Money.
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article9
2022Does competition improve sovereign credit rating quality? In: Journal of International Financial Markets, Institutions and Money.
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article3
1998Price clustering and bid-ask spreads in international bond futures In: Journal of International Financial Markets, Institutions and Money.
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article21
2010Leads and lags in sovereign credit ratings In: Journal of Banking & Finance.
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article58
2013The impact of sovereign rating actions on bank ratings in emerging markets In: Journal of Banking & Finance.
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article50
2013Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers In: Journal of Economic Behavior & Organization.
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article51
2012Foreign exchange market reactions to sovereign credit news In: Journal of International Money and Finance.
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article35
2014The sovereign-bank rating channel and rating agencies downgrades during the European debt crisis In: Journal of International Money and Finance.
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article32
2015The credit signals that matter most for sovereign bond spreads with split rating In: Journal of International Money and Finance.
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article6
2018The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions In: Journal of International Money and Finance.
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article7
2010Market structure and microstructure, in international interest rate futures markets In: Research in International Business and Finance.
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article1
2007The characteristics and evolution of credit default swap trading. In: Post-Print.
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paper4
2008The determinants of CDS Bid-Ask Spreads. In: Post-Print.
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paper9
2010Size clustering in the FTSE-100 index futures market. In: Post-Print.
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paper7
2010Size clustering in the FTSE100 index futures market.(2010) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 7
article
2009Volatility transmission among the CDS, equity, and bond markets. In: Post-Print.
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paper14
2009Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 In: International Journal of Behavioural Accounting and Finance.
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article0
2012The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets In: Emerging Markets Finance and Trade.
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article3
2011Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities In: Journal of Asset Management.
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article0
2005Impact of demographic and economic variables on financial policy purchase timing decisions In: Journal of the Operational Research Society.
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article0
2002Evidence on Trading Mechanisms In: Palgrave Macmillan Books.
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chapter0
2018Multiple credit ratings and market heterogeneity In: Working Papers.
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paper0
1996An analysis of bid-ask spreads on American-and European-style index options In: Applied Economics Letters.
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article0
1997Forward/forward volatilities and the term structure of implied volatility In: Applied Economics Letters.
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article1
2001The lead-lag relationship between the FTSE100 stock index and its derivative contracts In: Applied Financial Economics.
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article14
1999The intraday relationship between volume and volatility in LIFFE futures markets In: Applied Financial Economics.
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article18
2009The determinants of trading volume for cross-listed Euribor futures contracts In: The European Journal of Finance.
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article1
2011Structural changes, bid-ask spread composition and tick size in inter-bank futures trading In: The European Journal of Finance.
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article1
2011Return reversals and the compass rose: insights from high frequency options data In: The European Journal of Finance.
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article0
2016The intraday determination of liquidity in the NYSE LIFFE equity option markets In: The European Journal of Finance.
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article1
2016Commonality in equity options liquidity: evidence from European Markets In: The European Journal of Finance.
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article1
2017Differences of opinion in sovereign credit signals during the European crisis In: The European Journal of Finance.
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article5
2019Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets In: The European Journal of Finance.
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article5
2020Market reactions to the implementation of the Banking Union in Europe In: The European Journal of Finance.
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article3
1999Volatility forecasting in the framework of the option expiry cycle In: The European Journal of Finance.
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article13
1998The bid?ask spread on stock index options: An ordered probit analysis In: Journal of Futures Markets.
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article0
2000Intra?day volatility components in FTSE?100 stock index futures In: Journal of Futures Markets.
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article1
2003Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading In: Journal of Futures Markets.
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article15
2005Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market In: Journal of Futures Markets.
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article6
2011Open interest, cross listing, and information shocks In: Journal of Futures Markets.
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article3
2013Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level In: Journal of Futures Markets.
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article3
2016The Impact of a Premium?Based Tick Size on Equity Option Liquidity In: Journal of Futures Markets.
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article3
2018Are single stock futures used as an alternative during a short?selling ban? In: Journal of Futures Markets.
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article5
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