Owain ap Gwilym : Citation Profile

Bangor University

14

H index

19

i10 index

671

Citations

RESEARCH PRODUCTION:

66

Articles

10

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1996 - 2024). See details.
   Cites by year: 23
   Journals where Owain ap Gwilym has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 27 (3.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pap39
   Updated: 2025-12-20    RAS profile: 2024-08-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Alsakka, Rasha (3)

Jones, Laurence (2)

Mantovan, Noemi (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 (18)

faff, robert (13)

Brooks, Robert (13)

Binici, Mahir (11)

Kim, Suk-Joong (11)

HASAN, IFTEKHAR (10)

Ratha, Dilip (9)

Verousis, Thanos (7)

Ozturk, Huseyin (7)

Vander Vennet, Rudi (6)

Montes, Gabriel (6)

Cites to:

Alsakka, Rasha (39)

Sy, Amadou (31)

Valenzuela, Patricio (30)

faff, robert (25)

Kim, Suk-Joong (20)

Ferreira, Miguel (20)

Packer, Frank (19)

Wu, Eliza (19)

Afonso, Antonio (18)

Gomes, Pedro (18)

Brooks, Robert (18)

Main data

Where Owain ap Gwilym has published?

Journals with more than one article published# docs
The European Journal of Finance9
Journal of Futures Markets9
Journal of International Financial Markets, Institutions and Money6
International Review of Financial Analysis6
Journal of Business Finance & Accounting4
Journal of International Money and Finance4
Journal of Financial Stability3
Applied Financial Economics2
Applied Economics Letters2
Finance Research Letters2
Emerging Markets Review2
Journal of Banking & Finance2

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 (2025 and 2024)

YearTitle of citing document
2025High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads. (2025). Li, Guanlin ; Chen, Xiyan ; Liu, Yingzheng. In: Papers. RePEc:arx:papers:2501.03171.

Full description at Econpapers || Download paper

2024Asymmetric trading responses to credit rating announcements from issuer‐ versus investor‐paid rating agencies. (2024). Nguyen, Nhut H ; Molchanov, Alexander ; Do, Hung Xuan. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:84-112.

Full description at Econpapers || Download paper

2024Why do banks use credit default swaps (CDS)? A systematic review. (2024). , Tabassum ; Yameen, Mohammad. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:201-231.

Full description at Econpapers || Download paper

2024Excess cash and equity option liquidity. (2024). Deng, Min ; Nguyen, Minh. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:401-433.

Full description at Econpapers || Download paper

2025Navigating Banking Resilience: Bail-ins & Bailouts in the Czech Banking Sector. (2025). Švéda, Josef ; Sveda, Josef. In: Working Papers. RePEc:cnb:wpaper:2025/5.

Full description at Econpapers || Download paper

2024Bail-in in action. (2024). Marques-Ibanez, David ; Scardozzi, Giulia ; Santilli, Gianluca ; Marques-Ibaez, David. In: Working Paper Series. RePEc:ecb:ecbwps:20242959.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Examining psychological barriers in exchange rates across various regimes and FX intervention. (2025). Iregui, Ana ; Holmes, Mark ; Otero, Jess. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000012.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785.

Full description at Econpapers || Download paper

2024Bail-in in action. (2024). Marques-Ibanez, David ; Scardozzi, Giulia ; Santilli, Gianluca. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002489.

Full description at Econpapers || Download paper

2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Esparcia, Carlos ; Escribano, Ana. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199.

Full description at Econpapers || Download paper

2024Environmental performance and credit ratings: A transatlantic study. (2024). Lazar, Emese ; Wang, Shixuan ; Pan, Jingqi ; Hu, Haoshen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005672.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Capital price distortion, financial leverage, and credit risk in commercial banks. (2024). Sun, Guanglin ; Li, Mengding ; An, Jin ; He, Guiqian ; Ma, Baolin. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012297.

Full description at Econpapers || Download paper

2025Coarse pricing in QE auctions. (2025). Tsujimoto, Yusuke. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418124000776.

Full description at Econpapers || Download paper

2024Structural shifts in bank credit ratings. (2024). Sifodaskalakis, Emmanouil ; Ioannidis, Christos ; Ballis, Antonis. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000573.

Full description at Econpapers || Download paper

2024Does being a responsible bank pay off? Evidence from the COVID-19 pandemic. (2024). Ongena, Steven ; Yildiz, Yilmaz ; Kara, Alper. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001025.

Full description at Econpapers || Download paper

2025Institutions and the sovereign-bank nexus in the MENA. (2025). Saad, Khaled ; Faour, Mohamad. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000560.

Full description at Econpapers || Download paper

2025Aggregate earnings and global equity returns. (2025). Atilgan, Yigit ; Zirek, Duygu ; Tosun, Aynur Dilan ; Gunaydin, Doruk A ; Demirtas, Ozgur K. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000150.

Full description at Econpapers || Download paper

2025Sovereign credit rating provision and financial development. (2025). Kowalewski, Oskar ; Vanpe, Rosanne ; Luitel, Prabesh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000435.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Politicians’ connections and sovereign credit ratings. (2024). Alsakka, Rasha ; Uymaz, Yurtsev ; Klusak, Patrycja. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s104244312400088x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Misreaction, hedging pressure, and its effect on the futures market. (2024). Yuan, Shu-Fang ; Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001902.

Full description at Econpapers || Download paper

2025Market reactions to the Basel reforms: Implications for shareholders, creditors, and taxpayers. (2025). Krettek, Jonas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976925000316.

Full description at Econpapers || Download paper

2024The determinants of Turkish CDS volatility: An ARDL approach covering COVID period. (2024). Sunal, Onur ; Yaci, Filiz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000930.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Blessing or curse? Fintech adoption and greenhouse gas emission intensity. (2025). Li, Wanfu ; Alharbi, Samar S ; Cao, June. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008025.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Volatility transmission in the property market during two inflationary periods: The 2008–2009 global financial crisis and the COVID-19 crisis. (2024). Asiri, Maram S ; Hasan, Fakhrul ; Aljohani, Bader M ; Fadul, Abubaker ; Alkhathami, Abdulrahman D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400206x.

Full description at Econpapers || Download paper

2024Volatility spillover across spot and futures markets: Evidence from dual financial system. (2024). Elsayed, Ahmed ; Asutay, Mehmet ; Jusoh, Hashim Bin ; Elalaoui, Abdelkader O. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002666.

Full description at Econpapers || Download paper

2024An Alternative Approach to Parliamentary Oversight of Sovereign Guarantees in South Africa: ESKOM as a Polar Case Study. (2024). Julies, Anthony Frank. In: International Journal of Sustainable Economies Management (IJSEM). RePEc:igg:jsem00:v:12:y:2024:i:1:p:1-27.

Full description at Econpapers || Download paper

2024The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis. (2024). Alqaralleh, Huthaifa. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09433-8.

Full description at Econpapers || Download paper

2025Governance, business model and size as drivers of loan’s portfolio management and provisioning in European banks. (2025). Niedzika, Pawe ; Matysek, Anna ; Korzeb, Zbigniew ; Karkowska, Renata. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-025-00277-y.

Full description at Econpapers || Download paper

2024Assessing the impact of regulatory reforms on the market value of retail banks in the UK, employing an event study methodology.. (2024). Amuah, Donald ; Amadi, Chibuzo ; Telford, Brian. In: MPRA Paper. RePEc:pra:mprapa:121191.

Full description at Econpapers || Download paper

2025Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis. (2025). Xiong, Xiong ; Ma, Junjun ; Zhang, Yuzhao ; Zhao, Ruwei. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00753-4.

Full description at Econpapers || Download paper

2025Loan Dynamics and Financial Decision-Making in Public Administration. (2025). Paschina, Silvia. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:15:y:2025:i:5:f:15_5_5.

Full description at Econpapers || Download paper

2025Investor Sentiment, Mispricing, and Limited Arbitrage in the Futures Market. (2025). Yang, Heejin ; Ryu, Doowon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:879-895.

Full description at Econpapers || Download paper

2025Why Do HFTs Use the Futures Market. (2025). Banerjee, Ashok. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1134-1153.

Full description at Econpapers || Download paper

2024Doom loop, trilemma, and moral hazard: Which narrative of the banking union did stock market investors buy?. (2024). Körner, Tobias ; Korner, Tobias ; Papageorgiou, Michael. In: Discussion Papers. RePEc:zbw:bubdps:302175.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by Owain ap Gwilym:

YearTitleTypeCited
2015Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe In: Economic Notes.
[Full Text][Citation analysis]		article4
2016In Search of Concepts: The Effects of Speculative Demand on Stock Returns In: European Financial Management.
[Full Text][Citation analysis]		article4
1998Intraday 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]		article5
2000Dividend Stability, Dividend Yield and Stock Returns: UK Evidence In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article15
2004The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article9
2007The Components of Electronic Inter‐Dealer Spot FX Bid‐Ask Spreads In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article1
1999Tests of non‐linearity using LIFFE futures transactions price data In: Manchester School.
[Full Text][Citation analysis]		article0
2010The Extent and Causes of Sovereign Split Ratings In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Sovereign Ratings and Migrations: Emerging Markets In: Working Papers.
[Full Text][Citation analysis]		paper2
2013The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis In: Working Papers.
[Full Text][Citation analysis]		paper2
2013In search of concepts : The effects of speculative demand on returns and volume In: Research Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Does the disclosure of unsolicited sovereign rating status affect bank ratings? In: The British Accounting Review.
[Full Text][Citation analysis]		article9
2022The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation In: European Economic Review.
[Full Text][Citation analysis]		article1
2009Heterogeneity of sovereign rating migrations in emerging countries In: Emerging Markets Review.
[Full Text][Citation analysis]		article21
2010Split sovereign ratings and rating migrations in emerging economies In: Emerging Markets Review.
[Full Text][Citation analysis]		article11
2010Price clustering and underpricing in the IPO aftermarket In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2012Rating agencies credit signals: An analysis of sovereign watch and outlook In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article16
2013Trade size clustering and the cost of trading at the London Stock Exchange In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2014Sovereign rating actions and the implied volatility of stock index options In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2014Speculate against speculative demand In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2019The impact of ESMA regulatory identifiers on the quality of ratings In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2020Commonality in liquidity across options and stock futures markets In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2010A random effects ordered probit model for rating migrations In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2019The European Bank Recovery and Resolution Directive: A market assessment In: Journal of Financial Stability.
[Full Text][Citation analysis]		article23
2022Regulating rating agencies: A conservative behavioural change In: Journal of Financial Stability.
[Full Text][Citation analysis]		article4
2023Deal! Market reactions to the agreement on the EU Covid-19 recovery fund In: Journal of Financial Stability.
[Full Text][Citation analysis]		article1
2006Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU In: Global Finance Journal.
[Full Text][Citation analysis]		article9
2002An 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]		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.
[Full Text][Citation analysis]		article18
2013A 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]		article8
2015Does sovereign creditworthiness affect bank valuations in emerging markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article11
2022Does competition improve sovereign credit rating quality? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
1998Price clustering and bid-ask spreads in international bond futures In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article22
2010Leads and lags in sovereign credit ratings In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article64
2013The impact of sovereign rating actions on bank ratings in emerging markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article57
2013Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article56
2012Foreign exchange market reactions to sovereign credit news In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article36
2014The sovereign-bank rating channel and rating agencies downgrades during the European debt crisis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article36
2015The credit signals that matter most for sovereign bond spreads with split rating In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
2018The 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]		article10
2024The evolution and determinants of the non-performing loan burden in Italian banking In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article3
2010Market structure and microstructure, in international interest rate futures markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2007The characteristics and evolution of credit default swap trading. In: Post-Print.
[Citation analysis]		paper6
2008The determinants of CDS Bid-Ask Spreads. In: Post-Print.
[Citation analysis]		paper9
2010Size clustering in the FTSE-100 index futures market. In: Post-Print.
[Citation analysis]		paper7
2010Size 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
2009Volatility transmission among the CDS, equity, and bond markets. In: Post-Print.
[Citation analysis]		paper14
2009Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 In: International Journal of Behavioural Accounting and Finance.
[Full Text][Citation analysis]		article0
2012The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article4
2011Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities In: Journal of Asset Management.
[Full Text][Citation analysis]		article0
2005Impact of demographic and economic variables on financial policy purchase timing decisions In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article0
2002Evidence on Trading Mechanisms In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2018Multiple credit ratings and market heterogeneity In: Working Papers.
[Full Text][Citation analysis]		paper0
1996An analysis of bid-ask spreads on American-and European-style index options In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1997Forward/forward volatilities and the term structure of implied volatility In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2001The lead-lag relationship between the FTSE100 stock index and its derivative contracts In: Applied Financial Economics.
[Full Text][Citation analysis]		article15
1999The intraday relationship between volume and volatility in LIFFE futures markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article19
2009The determinants of trading volume for cross-listed Euribor futures contracts In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2011Structural changes, bid-ask spread composition and tick size in inter-bank futures trading In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2011Return reversals and the compass rose: insights from high frequency options data In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2016The intraday determination of liquidity in the NYSE LIFFE equity option markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2016Commonality in equity options liquidity: evidence from European Markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2017Differences of opinion in sovereign credit signals during the European crisis In: The European Journal of Finance.
[Full Text][Citation analysis]		article7
2019Investors’ 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]		article5
2020Market reactions to the implementation of the Banking Union in Europe In: The European Journal of Finance.
[Full Text][Citation analysis]		article8
1999Volatility forecasting in the framework of the option expiry cycle In: The European Journal of Finance.
[Full Text][Citation analysis]		article13
2023Technical analysis as a sentiment barometer and the cross-section of stock returns In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2006International Evidence on the Payout Ratio, Earnings, Dividends, and Returns In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
1998The bid‐ask spread on stock index options: An ordered probit analysis In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2000Intra‐day volatility components in FTSE‐100 stock index futures In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2003Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading In: Journal of Futures Markets.
[Full Text][Citation analysis]		article15
2005Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6
2011Open interest, cross listing, and information shocks In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6
2013Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level In: Journal of Futures Markets.
[Citation analysis]		article3
2016The Impact of a Premium‐Based Tick Size on Equity Option Liquidity In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2018Are single stock futures used as an alternative during a short‐selling ban? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7
2013In search of concepts: The effects of speculative demand on returns and volume In: Bank of Finland Research Discussion Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team