JOYCE MARY LENNON
I know little about this British author who only appears to have written this one book.

Pony Books:

MISTY THE GREY PONY
(COUNTRY LIFE 1940)
ILLUSTRATED BY HARRY ROUNTREE
Was reprinted in hardback by Country Life a number of times in the 1940s.
SUMMARY: Pony point-of-view story about the adventures of a grey Exmoor mare.

Collectors info:
Not common, though neither is it that hard to find through internet bookshops. A lot harder to track down in the USA however.