Access Statistics for Owain ap Gwilym

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
In search of concepts: The effects of speculative demand on returns and volume 0 2 7 43 0 1 4 96
Size clustering in the FTSE-100 index futures market 0 0 0 0 0 0 1 8
Sovereign Ratings and Migrations: Emerging Markets 0 1 5 24 0 2 9 77
The Extent and Causes of Sovereign Split Ratings 0 1 5 21 0 4 8 77
The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis 1 2 7 135 2 5 23 280
The characteristics and evolution of credit default swap trading 0 0 0 0 1 2 6 17
The determinants of CDS Bid-Ask Spreads 0 0 0 0 0 0 1 8
Volatility transmission among the CDS, equity, and bond markets 0 0 0 0 0 3 11 15
Total Working Papers 1 6 24 223 3 17 63 578


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A random effects ordered probit model for rating migrations 0 1 7 86 0 4 12 199
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 4 0 2 4 34
An analysis of bid-ask spreads on American-and European-style index options 0 0 1 32 0 0 3 159
An empirical comparison of quoted and implied bid-ask spreads on futures contracts 0 0 0 55 0 0 2 222
Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading 0 0 1 1 0 0 2 17
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 0 1 4 0 1 6 173
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 0 0 102 1 3 5 310
Does sovereign creditworthiness affect bank valuations in emerging markets? 1 2 7 12 1 2 13 50
Foreign exchange market reactions to sovereign credit news 1 2 8 88 2 6 30 292
Forward/forward volatilities and the term structure of implied volatility 0 1 2 186 0 6 8 374
Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market 0 0 1 1 0 0 2 8
Heterogeneity of sovereign rating migrations in emerging countries 1 1 5 56 2 3 15 202
Impact of demographic and economic variables on financial policy purchase timing decisions 0 0 0 0 1 1 1 1
Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements 0 0 0 3 0 0 0 76
Intra‐day volatility components in FTSE‐100 stock index futures 0 0 0 0 0 0 4 12
Leads and lags in sovereign credit ratings 0 4 18 217 1 10 41 474
Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe 0 0 0 3 1 3 5 15
Market structure and microstructure, in international interest rate futures markets 1 1 2 47 1 3 10 149
Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU 0 0 1 44 0 0 1 127
Open interest, cross listing, and information shocks 0 0 0 0 0 1 1 11
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 1 3 67
Price clustering and bid-ask spreads in international bond futures 0 0 1 43 2 3 6 146
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 0 1 2 162
Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 0 0 0 33 0 0 0 108
Rating agencies' credit signals: An analysis of sovereign watch and outlook 0 1 4 53 0 4 16 176
Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers 1 2 11 207 3 7 42 563
Return reversals and the compass rose: insights from high frequency options data 0 0 0 12 0 3 6 77
Size clustering in the FTSE100 index futures market 0 0 0 0 0 0 0 5
Sovereign rating actions and the implied volatility of stock index options 0 0 2 12 4 8 16 51
Speculate against speculative demand 0 0 0 7 1 1 3 42
Split sovereign ratings and rating migrations in emerging economies 0 0 0 44 0 2 5 170
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading 0 1 1 15 0 2 4 92
Tests of Non-linearity Using LIFFE Futures Transactions Price Data 0 0 0 20 0 0 0 55
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 1 4 5 0 1 5 10
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 0 3 32 1 3 8 90
The Components of Electronic Inter-Dealer Spot FX Bid-Ask Spreads 0 0 3 32 1 1 5 110
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 1 1 1 1 1 2 4 8
The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield 0 0 0 104 0 0 1 257
The bid‐ask spread on stock index options: An ordered probit analysis 0 0 0 0 0 0 0 7
The credit signals that matter most for sovereign bond spreads with split rating 0 2 6 25 0 9 24 73
The determinants of trading volume for cross-listed Euribor futures contracts 0 0 0 79 0 1 2 299
The impact of sovereign rating actions on bank ratings in emerging markets 1 2 13 124 1 5 27 440
The intraday relationship between volume and volatility in LIFFE futures markets 0 0 0 95 0 2 5 290
The lead-lag relationship between the FTSE100 stock index and its derivative contracts 0 0 8 225 0 5 27 1,073
The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market 0 2 4 62 0 4 9 166
The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis 0 4 10 57 1 7 29 188
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 1 7 0 1 3 47
Volatility forecasting in the framework of the option expiry cycle 0 0 6 138 0 0 9 426
Total Journal Articles 7 28 132 2,402 25 118 426 8,103


Statistics updated 2018-01-04