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Mungo Wilson 

Expertise

Asset pricing. 

Overview

Mungo Wilson is Lecturer in Financial Economics at the Saïd Business School.

 

Journal articles:


For downloadable versions of papers please see http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=93973

Average Correlation and Stock Market Returns (with Joshua Pollet), Forthcoming, Journal of Financial Economics.

How Does Size Affect Mutual Fund Behaviour? (with Joshua Pollet), Journal of Finance, December 2008.

Working papers:


Credit Ratings and Credit Risk (with Jens Hilscher).

How Much do Investors Care About Macroeconomic Risk?  Evidence from Economic Announcements (with Pavel Savor).

Contact Details

Saïd Business School
University of Oxford
Park End Street
Oxford
OX1 1HP
UK

Mungo.Wilson@sbs.ox.ac.uk 

+44 (0)1865 288914