Chris Downing

Finance · 2004–2009

A researcher in the Science corpus: 4 papers; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 30 citations into it; #5,863 of 10,518 by trust here, #3,592 by citations

Whom Chris Downing trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Francis A. Longstaff

Who trusts Chris Downing overall

1. David H. Erkens
2. Lawrence E. Harris

Papers from Chris Downing's perspective

Ordered by how strongly the researchers Chris Downing trusts endorse each paper. Same corpus, a different order for every researcher.

1. A Theory for the Term Structure of Interest Rates
2. Annals of Statistics
3. Search for Neutral MSSM Higgs Bosons at LEP
4. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
6. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
7. The Pricing of Options and Corporate Liabilities
8. Specification Analysis of Affine Term Structure Models
9. Term premia and interest rate forecasts in affine models
10. Secondary Trading Costs in the Municipal Bond Market

Their papers

• Trading Activity and Price Volatility in the Municipal Bond Market (2004) — 123 citations
• Is the Market for Mortgage-Backed Securities a Market for Lemons? (2009) — 188 citations
• Liquidity or Credit Risk? The Determinants of Very Short-Term Corporate Yield Spreads (2007) — 188 citations
• The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis (2007) — 133 citations