Chris Downing

BlackRock

Head of Model Portfolio Solutions - APAC

3 Garden Road

Hong Kong

Hong Kong

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 22,558

SSRN RANKINGS

Top 22,558

in Total Papers Downloads

4,422

SSRN CITATIONS
Rank 15,278

SSRN RANKINGS

Top 15,278

in Total Papers Citations

80

CROSSREF CITATIONS

19

Scholarly Papers (10)

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1.

A Real Options Approach to Housing Investment

Number of pages: 38 Posted: 21 Dec 2001
Chris Downing and Nancy Wallace
BlackRock and University of California, Berkeley - Real Estate Group
Downloads 887 (52,898)
Citation 9

Abstract:

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2.

Information Asymmetries in the Mortgage-Backed Securities Market

AFA 2006 Boston Meetings Paper
Number of pages: 34 Posted: 13 May 2005
Chris Downing, Dwight M. Jaffee and Nancy Wallace
BlackRock, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 864 (54,903)
Citation 6

Abstract:

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Asymmetric Information, Mortgage-Backed Securities

3.

An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?

Number of pages: 40 Posted: 17 Oct 2003
Chris Downing, Richard Stanton and Nancy Wallace
BlackRock, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 599 (88,292)
Citation 25

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Prepayment, default, mortgage, valuation, house price, transaction cost, heterogeneity

4.

Trading Activity and Price Volatility in the Municipal Bond Market

FEDS Working Paper No. 2002-39, Journal of Finance, Vol. 59, No. 2, pp. 899-931
Number of pages: 38 Posted: 18 Oct 2002 Last Revised: 31 Jan 2008
Chris Downing and Frank Xiaoling Zhang
BlackRock and Morgan Stanley
Downloads 554 (97,688)
Citation 6

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Municipal, bond, price, volatility, volume

5.

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis

Downloads 533 (102,292)

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis

Number of pages: 37 Posted: 05 Oct 2006
Chris Downing, Shane Underwood and Yuhang Xing
BlackRock, Baylor University and Rice University
Downloads 533 (101,089)
Citation 28

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Stock-bond relationship, Lead-lag relationship, Firm-specific information, Market efficiency

The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 06 Feb 2008
Chris Downing, Shane Underwood and Yuhang Xing
BlackRock, Baylor University and Rice University

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Stock-bond relationship, Lead-lag relationship, Firm-specific information, Market efficiency

6.

Insolvency or Liquidity Squeeze? Explaining Very Short-Term Corporate Yield Spreads

Number of pages: 42 Posted: 09 Jan 2003
Daniel M. Covitz and Chris Downing
Board of Governors of the Federal Reserve System and BlackRock
Downloads 325 (180,456)
Citation 4

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Yields, spreads, default, insolvency, liquidity

7.

Getting Bad News Out Early: Does it Really Help Stock Prices?

FEDS Research Paper
Number of pages: 42 Posted: 13 Jan 2004
Chris Downing and Steven A. Sharpe
BlackRock and Board of Governors of the Federal Reserve System
Downloads 285 (207,155)

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Analyst forecasts, earnings management, expectations management

8.

The Term Structure of Commercial Paper Rates

Number of pages: 54 Posted: 29 Jun 2004
Stephen D. Oliner and Chris Downing
American Enterprise Institute and BlackRock
Downloads 270 (218,899)
Citation 3

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Term structure, expectations hypothesis, commercial paper

9.

Inflation Tracking Portfolios

NBER Working Paper No. w18135
Number of pages: 23 Posted: 08 Jun 2012 Last Revised: 22 Jul 2023
Chris Downing, Francis A. Longstaff and Mike Rierson
BlackRock, University of California, Los Angeles (UCLA) - Finance Area and affiliation not provided to SSRN
Downloads 105 (492,300)

Abstract:

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10.

Portfolio Construction and Tail Risk

Posted: 25 Jan 2015 Last Revised: 20 Aug 2019
Chris Downing, Ananth Madhavan, Ajit Singh and Alex Ulitsky
BlackRock, BlackRock, Inc., United Nations and BlackRock

Abstract:

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tail risk, portfolio construction, mean-variance optimization, conditional value at risk