Mungo Wilson
Finance · 2008–2019
A researcher in the Science corpus: 7 papers; trusts 26 researchers and is trusted by 12 researchers here, as inferred from the citation graph.
Subfields
- Finance — 98 citations into it; #3,212 of 10,518 by trust here, #2,779 by citations
- Economics and Econometrics — 81 citations into it; #14,280 of 23,481 by trust here, #9,665 by citations
- Accounting — 30 citations into it; #3,330 of 8,970 by trust here, #6,020 by citations
- Strategy and Management — 10 citations into it
- Management Science and Operations Research — 8 citations into it
Whom Mungo Wilson trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- John Y. Campbell
- Eugene F. Fama
- Ravi Bansal
- James H. Stock
- Michael J. Brennan
- Ken Kuttner
- Kent D. Daniel
- Pavel Savor
- Joseph Chen
- Martin Lettau
Who trusts Mungo Wilson overall
Papers from Mungo Wilson's perspective
Ordered by how strongly the researchers Mungo Wilson trusts endorse each paper. Same corpus, a different order for every researcher.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Stock Prices, Earnings and Expected Dividends
- Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
- The Cross Section of Expected Stock Returns
- Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
- Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
- The Value Spread
- Why Has U.S. Inflation Become Harder to Forecast
- Inflation Illusion and Stock Prices (The American Economic Review)
- Has the Information Content of Quarterly Earnings Announcements Declined in the Past Three Decades
Their papers
- How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013) — 359 citations
- One Central Bank to Rule Them All* (2019) — 112 citations
- Asset Pricing: A Tale of Two Days (2014) — 268 citations
- Are Credit Default Swaps a Sideshow? Evidence That Information Flows from Equity to CDS Markets (2015) — 141 citations
- Average Correlation and Stock Market Returns (2010) — 209 citations
- Earnings Announcements and Systematic Risk (2015) — 211 citations
- How Does Size Affect Mutual Fund Behavior (2008) — 392 citations