Items where Saïd Business School Author is "Wilson, Mungo"

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Number of items: 7.

Article

Hilscher, Jens and Wilson, Mungo (2017) Credit Ratings and Credit Risk: Is One Measure Enough? Management Science, 63 (10). pp. 3414-3437. Link to full text available through this repository.
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Wilson, Mungo and Savor, Pavel (2016) Earnings Announcements and Systematic Risk. Journal of Finance, 71 (1). pp. 83-138. Link to full text available through this repository.
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Wilson, Mungo, Hilscher, Jens and Pollet, Joshua (2015) Are Credit Default Swaps a Sideshow? Evidence that Information Flows from Equity to CDS Markets. Journal of Financial and Quantitative Analysis, 50 (03). pp. 543-567. Link to full text available through this repository.
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Savor, Pavel and Wilson, Mungo (2014) Asset pricing: A tale of two days. Journal of Financial Economics, 113 (2). pp. 171-201. Link to full text available through this repository.
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Savor, Pavel and Wilson, Mungo (2013) How Much Do Investors Care About Macroeconomic Risk? Evidence From Scheduled Economic Announcements. Journal of Financial and Quantitative Analysis, 48 (2). pp. 343-375. Link to full text available through this repository.
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Pollet, Joshua and Wilson, Mungo (2010) Average correlation and stock market returns. Journal of Financial Economics, 96 (3). pp. 364-380. Link to full text available through this repository.
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Other Working Paper

Andrei, Daniel, Cujean, Julien, UNSPECIFIED, Wilson, Mungo, UNSPECIFIED, UNSPECIFIED, UNSPECIFIED, UNSPECIFIED and UNSPECIFIED (2018) The Lost Capital Asset Pricing Model. UNSPECIFIED. Link to full text available through this repository.
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This list was generated on Tue Sep 18 00:17:42 2018 WEST.