Study winner or missing prisoner (7)
I believe the answer is:
convict
'missing prisoner' is the definition.
'convict' can be an answer for 'prisoner' (convict is a kind of prisoner). I'm not certain of the 'missing' bit.
'study winner' is the wordplay.
'study' becomes 'con' (con can mean to study).
'winner' becomes 'vict' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'con'+'vict'='CONVICT'
'or' acts as a link.
(Other definitions for convict that I've seen before include "Declare guilty (of crime)" , "Prisoner" , "Prove guilty" , "One serving time" , "Find guilty - criminal in prison" .)