Mungo Ivor Wilson

University of Oxford - Said Business School

Park End Street

Oxford, OX1 1HP

Great Britain

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 3,992

SSRN RANKINGS

Top 3,992

in Total Papers Downloads

13,838

SSRN CITATIONS
Rank 3,893

SSRN RANKINGS

Top 3,893

in Total Papers Citations

285

CROSSREF CITATIONS

60

Scholarly Papers (13)

1.

Credit Ratings and Credit Risk: Is One Measure Enough?

AFA 2013 San Diego Meetings Paper
Number of pages: 58 Posted: 18 Sep 2009 Last Revised: 05 Aug 2015
Jens Hilscher and Mungo Ivor Wilson
University of California, Davis and University of Oxford - Said Business School
Downloads 3,717 (4,012)
Citation 29

Abstract:

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credit rating, credit risk, default probability, forecast accuracy, systematic default risk

2.

Asset Pricing: A Tale of Two Days

AFA 2013 San Diego Meetings Paper
Number of pages: 72 Posted: 19 Mar 2012 Last Revised: 21 Apr 2014
Pavel G. Savor and Mungo Ivor Wilson
DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 2,374 (8,432)
Citation 35

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3.

Earnings Announcements and Systematic Risk

Journal of Finance, vol. 71, 2016, 83–138. 2016 Amundi Smith Breeden Prize, AFA 2012 Chicago Meetings Paper
Number of pages: 83 Posted: 17 Mar 2011 Last Revised: 12 Jan 2017
Pavel G. Savor and Mungo Ivor Wilson
DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 1,854 (12,597)
Citation 35

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Asset Pricing, Risk Premia, Earnings, Announcements

4.

How Does Size Affect Mutual Fund Behavior?

HKUST Business School Research Paper No. 07-06
Number of pages: 49 Posted: 24 Jul 2006
Mungo Ivor Wilson and Joshua Matthew Pollet
University of Oxford - Said Business School and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,351 (20,481)
Citation 39

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fund families, mutual funds, price impact, returns to scale

How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements

Number of pages: 62 Posted: 08 Dec 2008 Last Revised: 21 Apr 2014
Pavel G. Savor and Mungo Ivor Wilson
DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 728 (48,543)
Citation 69

Abstract:

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Asset Pricing, Macroeconomic Risk, Macroeconomic News

Asset Returns and Scheduled Macroeconomic News Announcements

Number of pages: 46 Posted: 14 Feb 2009
Pavel G. Savor and Mungo Ivor Wilson
DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 332 (126,200)
Citation 1

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Asset Pricing, Macroeconomic Risk, Macroeconomic News

6.

Average Correlation and Stock Market Returns

Number of pages: 43 Posted: 05 Mar 2008 Last Revised: 02 Dec 2008
Joshua Matthew Pollet and Mungo Ivor Wilson
University of Illinois at Urbana-Champaign - Department of Finance and University of Oxford - Said Business School
Downloads 985 (32,491)
Citation 12

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Average correlation, average variance, Roll critique

7.
Downloads 803 ( 43,183)
Citation 11

The Lost Capital Asset Pricing Model

Number of pages: 88 Posted: 25 Feb 2017 Last Revised: 03 Dec 2021
Daniel Andrei, Julien Cujean and Mungo Ivor Wilson
McGill University, Ecole Polytechnique Fédérale de Lausanne and University of Oxford - Said Business School
Downloads 801 (42,721)
Citation 13

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The Lost Capital Asset Pricing Model

CEPR Discussion Paper No. DP12607
Number of pages: 61 Posted: 22 Jan 2018
Daniel Andrei, Julien Cujean and Mungo Ivor Wilson
McGill University, Institute for Financial Management and University of Oxford - Said Business School
Downloads 2 (898,697)
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8.

Are Credit Default Swaps a Sideshow? Evidence that Information Flows from Equity to CDS Markets

Number of pages: 37 Posted: 03 Dec 2010 Last Revised: 01 Jun 2013
Jens Hilscher, Joshua Matthew Pollet and Mungo Ivor Wilson
University of California, Davis, University of Illinois at Urbana-Champaign - Department of Finance and University of Oxford - Said Business School
Downloads 649 (57,118)
Citation 24

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CDS, market segmentation, inattention

9.

One Central Bank to Rule Them All

Saïd Business School WP 2015-13, Fox School of Business Research Paper
Number of pages: 76 Posted: 12 Sep 2015 Last Revised: 07 Aug 2019
Francesca Brusa, Pavel G. Savor and Mungo Ivor Wilson
Temple University - Fox School of Business, DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 543 (71,650)
Citation 22

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Risk Premia, Announcements, Monetary Policy, Central Bank, Federal Reserve

10.
Downloads 236 (179,379)
Citation 4

Identifying Contagion in a Banking Network

Bank of England Working Paper No. 642
Number of pages: 33 Posted: 24 Jan 2017
Alan D. Morrison, Michalis Vasios, Mungo Ivor Wilson and Filip Zikes
University of Oxford - Said Business School, European Securities and Markets Authority, University of Oxford - Said Business School and Board of Governors of the Federal Reserve System
Downloads 96 (371,409)
Citation 2

Abstract:

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contagion, counterparty risk, credit default swaps, networks

Identifying Contagion in a Banking Network

FEDS Working Paper No. 2017-082
Number of pages: 37 Posted: 07 Sep 2017
Alan D. Morrison, Michalis Vasios, Mungo Ivor Wilson and Filip Zikes
University of Oxford - Said Business School, European Securities and Markets Authority, University of Oxford - Said Business School and Board of Governors of the Federal Reserve System
Downloads 78 (421,997)

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Contagion, Counterparty risk, Credit default swaps, Networks

Identifying Contagion in a Banking Network

Saïd Business School WP 2016-37
Number of pages: 37 Posted: 16 Jun 2017
Alan D. Morrison, Michalis Vasios, Mungo Ivor Wilson and Filip Zikes
University of Oxford - Said Business School, European Securities and Markets Authority, University of Oxford - Said Business School and Board of Governors of the Federal Reserve System
Downloads 62 (478,030)
Citation 3

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Contagion, Counterparty Risk, Credit Default Swaps, Networks

11.

Uncertainty Premia for Small and Large Risks

Number of pages: 74 Posted: 24 Apr 2015 Last Revised: 04 May 2021
Martin Puhl, Pavel G. Savor and Mungo Ivor Wilson
Oesterreichische Nationalbank (OeNB), DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 137 (287,260)
Citation 1

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Uncertainty, price of risk, risk aversion, ambiguity aversion, options

12.

Sources of Return Predictability

Number of pages: 34 Posted: 11 Oct 2021 Last Revised: 29 Nov 2021
Beata Gafka, Pavel G. Savor and Mungo Ivor Wilson
University of Oxford, Said Business School, Students, DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 89 (386,167)

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Announcements, Returns' predictability, Risk

13.

Engaging with Discreteness: Gambling, Under-Participation, and Lotteries in Economies with Indivisible Goods

Number of pages: 45 Posted: 15 Dec 2019
Bingcun Dai, Pavel G. Savor and Mungo Ivor Wilson
University of Oxford, Said Business School, Students, DePaul University - Kellstadt Graduate School of Businessaffiliation not provided to SSRN and University of Oxford - Said Business School
Downloads 40 (567,252)

Abstract:

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Indivisible goods, Friedman-Savage, lotteries, skewness, non-participation