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Items where Author is "ap Gwilym, Owain"

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Number of items: 11.

Article

Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2016) 'Commonality in equity options liquidity: evidence from European Markets.' The European Journal of Finance, 22 (12). 1204 - 1223. ISSN 1351-847X

Verousis, Thanos and ap Gwilym, Owain and Chen, XiaoHua (2016) 'The intraday determination of liquidity in the NYSE LIFFE equity option markets.' The European Journal of Finance, 22 (12). 1164 - 1188. ISSN 1351-847X

Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2016) 'The Impact of a Premium-Based Tick Size on Equity Option Liquidity.' Journal of Futures Markets, 36 (4). 397 - 417. ISSN 0270-7314

Verousis, Thanos and ap Gwilym, Owain (2014) 'The implications of a price anchoring effect at the upstairs market of the London Stock Exchange.' International Review of Financial Analysis, 32. 37 - 46. ISSN 1057-5219

Verousis, Thanos and ap Gwilym, Owain (2013) 'Trade size clustering and the cost of trading at the London Stock Exchange.' International Review of Financial Analysis, 27. 91 - 102. ISSN 1057-5219

Meng, Lei and Verousis, Thanos and ap Gwilym, Owain (2013) 'A substitution effect between price clustering and size clustering in credit default swaps.' Journal of International Financial Markets, Institutions and Money, 24. 139 - 152. ISSN 1042-4431

ap Gwilym, Owain and Verousis, Thanos (2013) 'Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level.' Journal of Futures Markets, 33 (1). 55 - 76. ISSN 0270-7314

Verousis, Thanos and ap Gwilym, Owain (2011) 'Return reversals and the compass rose: insights from high frequency options data.' The European Journal of Finance, 17 (9-10). 883 - 896. ISSN 1351-847X

ap Gwilym, Owain and Verousis, Thanos (2010) 'Price clustering and underpricing in the IPO aftermarket.' International Review of Financial Analysis, 19 (2). 89 - 97. ISSN 1057-5219

Verousis, Thanos and ap Gwilym, Owain (2010) 'An improved algorithm for cleaning Ultra High-Frequency data.' Journal of Derivatives and Hedge Funds, 15 (4). 323 - 340. ISSN 1357-0927

Book Section

Verousis, Thanos and ap Gwilym, Owain (2013) 'Return reversals and the compass rose: insights from high frequency options data.' In: Wilson, John OS and Casu, Barbara and McMillan, David, (eds.) Contemporary Issues in Financial Institutions and Markets (vol 1). Routledge. ISBN 9780415645133

This list was generated on Mon Aug 19 02:54:12 2019 BST.