Owain ap Gwilym : Citation Profile


Are you Owain ap Gwilym?

Bangor University

14

H index

19

i10 index

619

Citations

RESEARCH PRODUCTION:

60

Articles

10

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1996 - 2024). See details.
   Cites by year: 22
   Journals where Owain ap Gwilym has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 27 (4.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pap39
   Updated: 2024-11-04    RAS profile: 2024-08-12    
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Relations with other researchers


Works with:

Alsakka, Rasha (5)

Williams, Jonathan (3)

Mantovan, Noemi (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)

faff, robert (13)

Brooks, Robert (13)

Binici, Mahir (11)

Kim, Suk-Joong (11)

HASAN, IFTEKHAR (9)

Ratha, Dilip (9)

Ozturk, Huseyin (7)

Broto, Carmen (6)

Molina Sánchez, Luis (6)

Montes, Gabriel (6)

Cites to:

Alsakka, Rasha (39)

Sy, Amadou (31)

Valenzuela, Patricio (30)

faff, robert (24)

Ferreira, Miguel (20)

Kim, Suk-Joong (20)

Wu, Eliza (19)

Packer, Frank (19)

Afonso, Antonio (18)

Brooks, Robert (18)

Gomes, Pedro (18)

Main data


Where Owain ap Gwilym has published?


Journals with more than one article published# docs
The European Journal of Finance9
International Review of Financial Analysis6
Journal of International Financial Markets, Institutions and Money6
Journal of Futures Markets5
Journal of International Money and Finance4
Journal of Business Finance & Accounting3
Journal of Financial Stability3
Applied Economics Letters2
Journal of Banking & Finance2
Finance Research Letters2
Emerging Markets Review2
Applied Financial Economics2

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 (2024 and 2023)


YearTitle of citing document
2024Price clustering on cryptocurrency order books at a US-based exchange. (2024). Han, Seungoh. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s221463502400008x.

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2024Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; Tatoutchoup, Didier ; ben Hmiden, Oussama ; Avele, Donatien. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121.

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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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2023Bond issuance and the funding choices of European banks: The consequences of public debt. (2023). Keasey, Kevin ; Cariboni, Jessica ; Rancan, Michela ; Vallascas, Francesco. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000750.

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2023Behavioral implications of sovereign ceiling doctrine for the access to credit by firms. (2023). faff, robert ; Riaz, Yasir ; Shahab, Yasir ; Shehzad, Choudhry Tanveer. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003812.

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2023Political preferences and stock markets. (2023). Mantovan, Noemi ; Alsakka, Rasha ; Thy, Phuc Lam. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300426x.

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2023Does 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.

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2024An study of liquidity shock, financial market participation on hollowing behavior of controlling shareholder. (2024). Gui, Zhou ; Lu, Xiaoyu. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013314.

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2023How 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.

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2023Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse. (2023). Esparcia, Carlos ; Escribano, Ana ; Jareo, Francisco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001191.

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2023Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. (2023). Nistor, Simona ; Niedzioka, Pawe ; Korzeb, Zbigniew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001257.

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2024Credit rating downgrades and systemic risk. (2024). Skouralis, Alexandros ; Kladakis, George. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001701.

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2024The myth of tightening credit rating standards in the market for corporate debt. (2024). Staneva, Viktoriya ; Krystyniak, Karolina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000426.

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2023ECB monetary policy and bank default risk?. (2022). Vander Vennet, Rudi ; Soenen, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002229.

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2023Bail-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.

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2024Analyst distance and credit rating consistency. (2024). Loffler, Gunter ; Guettler, Andre ; Altdorfer, Marc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000421.

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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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2024Transmission process and determinants of sovereign credit contagions: Global evidence. (2024). Lien, Donald ; Chen, Chun-Da. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:552-567.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2024Basel liquidity regulation and credit risk market perception: Evidence from large European banks. (2024). Veller, Andrea ; Cavezzali, Elisa ; Rigoni, Ugo ; Simion, Giorgia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000205.

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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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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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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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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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2024How do EU banks funding costs respond to the CRD IV? An assessment based on the Banking Union directives database. (2024). Tonzer, Lena ; Zgherea, Cristina ; Sfrappini, Eleonora ; Krause, Thomas. In: IWH Discussion Papers. RePEc:zbw:iwhdps:289797.

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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
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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article9
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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article16
2013Trade size clustering and the cost of trading at the London Stock Exchange In: International Review of Financial Analysis.
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article8
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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article4
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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article19
2022Regulating rating agencies: A conservative behavioural change In: Journal of Financial Stability.
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article2
2023Deal! Market reactions to the agreement on the EU Covid-19 recovery fund 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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article4
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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article16
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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article10
2022Does competition improve sovereign credit rating quality? In: Journal of International Financial Markets, Institutions and Money.
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article4
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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article63
2013The impact of sovereign rating actions on bank ratings in emerging markets In: Journal of Banking & Finance.
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article54
2013Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers In: Journal of Economic Behavior & Organization.
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article53
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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article10
2024The evolution and determinants of the non-performing loan burden in Italian banking In: Pacific-Basin Finance Journal.
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article0
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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paper5
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 nother 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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article4
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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1996An analysis of bid-ask spreads on American-and European-style index options In: Applied Economics Letters.
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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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article19
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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article6
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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article7
1999Volatility forecasting in the framework of the option expiry cycle In: The European Journal of Finance.
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article13
2023Technical analysis as a sentiment barometer and the cross-section of stock returns In: Quantitative Finance.
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In: .
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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
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team