Access Statistics for Owain ap Gwilym

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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 0 0 46 0 0 4 132
Multiple credit ratings and market heterogeneity 0 0 0 33 0 1 2 116
Size clustering in the FTSE-100 index futures market 0 0 0 0 0 0 1 29
Sovereign Ratings and Migrations: Emerging Markets 0 0 0 26 0 0 0 143
The Extent and Causes of Sovereign Split Ratings 0 1 1 30 0 2 2 136
The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis 0 0 0 147 0 0 3 345
The characteristics and evolution of credit default swap trading 0 0 0 0 0 0 0 25
The determinants of CDS Bid-Ask Spreads 0 0 0 0 0 0 4 37
Volatility transmission among the CDS, equity, and bond markets 0 0 0 0 0 0 0 53
Total Working Papers 0 1 1 282 0 3 16 1,016


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 0 1 104 0 1 2 248
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 0 0 3 67
An analysis of bid-ask spreads on American-and European-style index options 0 1 1 33 1 2 5 167
An empirical comparison of quoted and implied bid-ask spreads on futures contracts 0 0 2 59 0 0 4 237
Are single stock futures used as an alternative during a short‐selling ban? 0 0 0 3 0 0 1 32
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 0 1 4 22
Commonality in liquidity across options and stock futures markets 0 0 0 4 1 3 6 20
Deal! Market reactions to the agreement on the EU Covid-19 recovery fund 0 0 2 2 1 2 7 7
Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading 0 0 0 5 0 0 1 39
Differences of opinion in sovereign credit signals during the European crisis 0 0 0 5 0 0 1 29
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 1 1 33 1 2 8 102
Does competition improve sovereign credit rating quality? 0 0 0 5 1 2 9 36
Does sovereign creditworthiness affect bank valuations in emerging markets? 0 0 0 18 0 1 2 102
Does the disclosure of unsolicited sovereign rating status affect bank ratings? 0 0 0 0 0 0 0 5
Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities 0 0 0 2 0 0 1 9
Foreign exchange market reactions to sovereign credit news 2 7 10 138 4 10 18 451
Forward/forward volatilities and the term structure of implied volatility 0 2 8 213 0 4 18 434
Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market 0 0 0 3 0 0 1 22
Heterogeneity of sovereign rating migrations in emerging countries 0 0 0 72 0 0 3 371
Impact of demographic and economic variables on financial policy purchase timing decisions 0 0 0 1 0 0 1 11
In Search of Concepts: The Effects of Speculative Demand on Stock Returns 0 0 0 2 0 1 4 28
International Evidence on the Payout Ratio, Earnings, Dividends, and Returns 0 0 0 0 0 2 4 4
Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements 0 0 0 2 0 0 0 5
Intra‐day volatility components in FTSE‐100 stock index futures 0 0 0 0 0 0 2 20
Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets 0 1 1 3 0 1 1 18
Leads and lags in sovereign credit ratings 0 0 3 274 0 3 15 659
Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe 0 0 0 6 1 1 3 37
Market reactions to the implementation of the Banking Union in Europe 0 0 4 9 0 1 6 34
Market structure and microstructure, in international interest rate futures markets 0 0 0 50 0 0 1 170
Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU 0 0 1 46 1 1 4 141
Open interest, cross listing, and information shocks 0 0 0 3 0 1 3 30
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 0 0 0 89
Price clustering and bid-ask spreads in international bond futures 0 0 0 43 0 0 2 157
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 0 2 5 190
Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 0 0 0 34 0 0 1 119
Rating agencies' credit signals: An analysis of sovereign watch and outlook 3 4 5 72 5 7 11 254
Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers 0 1 3 259 0 1 8 706
Regulating rating agencies: A conservative behavioural change 1 1 2 7 2 2 5 21
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 0 0 1 88
Size clustering in the FTSE100 index futures market 0 0 0 3 0 0 0 17
Sovereign rating actions and the implied volatility of stock index options 0 0 0 14 0 0 2 81
Speculate against speculative demand 0 0 0 12 0 0 2 72
Split sovereign ratings and rating migrations in emerging economies 0 0 0 56 0 1 4 226
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading 0 0 0 17 0 0 2 105
Technical analysis as a sentiment barometer and the cross-section of stock returns 0 0 1 1 0 0 4 5
Tests of non‐linearity using LIFFE futures transactions price data 0 0 0 0 0 0 4 5
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 1 5 49 2 3 10 132
The Components of Electronic Inter‐Dealer Spot FX Bid‐Ask Spreads 0 0 0 0 0 0 3 9
The European Bank Recovery and Resolution Directive: A market assessment 1 2 3 22 2 4 13 80
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 0 0 2 22
The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield 0 0 2 36 2 2 8 101
The bid‐ask spread on stock index options: An ordered probit analysis 0 0 0 2 0 0 2 16
The credit signals that matter most for sovereign bond spreads with split rating 0 0 0 34 0 0 1 128
The determinants of trading volume for cross-listed Euribor futures contracts 0 0 0 81 0 0 2 326
The evolution and determinants of the non-performing loan burden in Italian banking 0 1 3 3 0 4 14 16
The impact of ESMA regulatory identifiers on the quality of ratings 0 0 0 2 0 0 2 31
The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation 0 0 2 6 1 3 12 25
The impact of sovereign rating actions on bank ratings in emerging markets 0 0 3 153 1 2 14 557
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions 0 0 0 23 3 4 22 172
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 0 0 4 0 0 1 19
The intraday relationship between volume and volatility in LIFFE futures markets 0 0 0 102 0 0 1 317
The lead-lag relationship between the FTSE100 stock index and its derivative contracts 0 0 0 231 1 1 3 1,106
The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market 0 0 0 75 0 1 3 214
The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis 0 0 0 87 0 0 5 298
Trade size clustering and the cost of trading at the London Stock Exchange 0 1 1 11 0 1 5 77
Volatility forecasting in the framework of the option expiry cycle 0 0 0 145 0 0 1 456
Total Journal Articles 7 23 64 2,729 30 77 313 9,794


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Evidence on Trading Mechanisms 0 0 0 0 0 0 0 2
Total Chapters 0 0 0 0 0 0 0 2


Statistics updated 2025-07-04