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 0 0 46 0 0 4 132
Multiple credit ratings and market heterogeneity 0 0 0 33 1 1 3 117
Size clustering in the FTSE-100 index futures market 0 0 0 0 1 2 3 31
Sovereign Ratings and Migrations: Emerging Markets 1 1 1 27 1 1 1 144
The Extent and Causes of Sovereign Split Ratings 0 0 1 30 1 1 3 137
The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis 0 0 0 147 0 1 4 346
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 1 1 5 38
Volatility transmission among the CDS, equity, and bond markets 0 0 0 0 0 0 0 53
Total Working Papers 1 1 2 283 5 7 23 1,023


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 0 2 248
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 5 1 1 4 68
An analysis of bid-ask spreads on American-and European-style index options 0 0 1 33 0 1 4 167
An empirical comparison of quoted and implied bid-ask spreads on futures contracts 0 1 3 60 0 1 5 238
Are single stock futures used as an alternative during a short‐selling ban? 0 0 0 3 1 1 2 33
Commonality in equity options liquidity: evidence from European Markets 0 0 0 2 0 0 3 22
Commonality in liquidity across options and stock futures markets 0 0 0 4 0 1 6 20
Deal! Market reactions to the agreement on the EU Covid-19 recovery fund 0 0 0 2 0 1 5 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 1 1 2 30
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 0 1 33 0 1 7 102
Does competition improve sovereign credit rating quality? 1 1 1 6 4 7 12 42
Does sovereign creditworthiness affect bank valuations in emerging markets? 0 0 0 18 1 2 3 104
Does the disclosure of unsolicited sovereign rating status affect bank ratings? 0 0 0 0 1 1 1 6
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 0 2 8 138 1 6 17 453
Forward/forward volatilities and the term structure of implied volatility 0 0 8 213 2 2 20 436
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 1 1 4 372
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 1 1 5 29
International Evidence on the Payout Ratio, Earnings, Dividends, and Returns 0 0 0 0 3 3 5 7
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 1 20
Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets 0 0 1 3 0 0 1 18
Leads and lags in sovereign credit ratings 1 1 3 275 1 1 13 660
Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe 0 0 0 6 0 1 3 37
Market reactions to the implementation of the Banking Union in Europe 0 0 4 9 0 0 6 34
Market structure and microstructure, in international interest rate futures markets 0 0 0 50 0 0 0 170
Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU 0 0 1 46 2 3 6 143
Open interest, cross listing, and information shocks 1 1 1 4 1 1 4 31
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 1 1 1 90
Price clustering and bid-ask spreads in international bond futures 0 0 0 43 1 1 3 158
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 0 0 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 0 3 5 72 0 5 10 254
Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers 0 0 2 259 1 1 8 707
Regulating rating agencies: A conservative behavioural change 0 1 2 7 1 3 6 22
Return reversals and the compass rose: insights from high frequency options data 0 0 0 13 1 2 3 90
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 1 1 3 82
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 0 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 3 5
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 0 4 49 0 2 8 132
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 0 1 2 22 0 2 12 80
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 1 0 0 1 22
The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield 0 0 1 36 0 2 7 101
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 0 3 3 1 2 15 18
The impact of ESMA regulatory identifiers on the quality of ratings 0 0 0 2 0 0 1 31
The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation 0 0 1 6 0 1 10 25
The impact of sovereign rating actions on bank ratings in emerging markets 0 0 1 153 0 4 15 560
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions 0 0 0 23 0 10 24 179
The intraday determination of liquidity in the NYSE LIFFE equity option markets 0 0 0 4 0 2 3 21
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 0 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 3 3 6 217
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 0 1 11 0 0 5 77
Volatility forecasting in the framework of the option expiry cycle 0 0 0 145 0 0 1 456
Total Journal Articles 3 11 56 2,733 31 80 325 9,844


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 2025-09-05