Mungo Ivor Wilson

University of Oxford - Said Business School

Park End Street

Oxford, OX1 1HP

Great Britain

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 3,005

SSRN RANKINGS

Top 3,005

in Total Papers Downloads

12,482

SSRN CITATIONS
Rank 4,908

SSRN RANKINGS

Top 4,908

in Total Papers Citations

155

CROSSREF CITATIONS

67

Scholarly Papers (12)

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 3,587 (2,811)
Citation 20

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 Business and University of Oxford - Said Business School
Downloads 2,148 (6,709)
Citation 19

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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 Business and University of Oxford - Said Business School
Downloads 1,699 (9,961)
Citation 30

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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 1,277 (15,644)
Citation 25

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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 Business and University of Oxford - Said Business School
Downloads 677 (38,336)
Citation 44

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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 Business and University of Oxford - Said Business School
Downloads 309 (100,822)
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 911 (25,815)
Citation 9

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Average correlation, average variance, Roll critique

7.

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 613 (44,455)
Citation 21

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CDS, market segmentation, inattention

8.
Downloads 478 ( 61,007)
Citation 10

The Lost Capital Asset Pricing Model

Number of pages: 46 Posted: 25 Feb 2017 Last Revised: 14 Aug 2018
Daniel Andrei, Julien Cujean and Mungo Ivor Wilson
McGill University, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Oxford - Said Business School
Downloads 476 (60,669)
Citation 10

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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, University of Maryland - Robert H. Smith School of Business and University of Oxford - Said Business School
Downloads 2 (693,533)
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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 Business and University of Oxford - Said Business School
Downloads 456 (64,668)
Citation 15

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

10.
Downloads 213 (148,493)
Citation 3

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, Norges Bank Investment Management (NBIM), University of Oxford - Said Business School and Board of Governors of the Federal Reserve System
Downloads 91 (294,308)
Citation 1

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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, Norges Bank Investment Management (NBIM), University of Oxford - Said Business School and Board of Governors of the Federal Reserve System
Downloads 71 (342,395)

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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, Norges Bank Investment Management (NBIM), University of Oxford - Said Business School and Board of Governors of the Federal Reserve System
Downloads 51 (405,479)
Citation 3

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Contagion, Counterparty Risk, Credit Default Swaps, Networks

11.

Uncertainty Premia for Small and Large Risks

Number of pages: 50 Posted: 24 Apr 2015 Last Revised: 26 Jan 2020
Martin Puhl, Pavel G. Savor and Mungo Ivor Wilson
Oesterreichische Nationalbank (OeNB), DePaul University - Kellstadt Graduate School of Business and University of Oxford - Said Business School
Downloads 104 (267,549)

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

12.

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 Business and University of Oxford - Said Business School
Downloads 10 (603,970)

Abstract:

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