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Details about Rodrigo De-Losso

E-mail:
Homepage:https://sites.google.com/site/rodrigodelosso/
Phone:+5511995219258
Workplace:Departamento de Economia (Department of Economics), Faculdade de Economia, Administração e Contabilidade (School of Economics, Administration and Accounting), Universidade de São Paulo (University of Sao Paulo), (more information at EDIRC)

Access statistics for papers by Rodrigo De-Losso.

Last updated 2021-08-31. Update your information in the RePEc Author Service.

Short-id: pbu167


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Working Papers

2021

  1. Estimating the Employment and Educational Effects of Vocational Training: the Role of School Quality
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  2. Private Means Better? A Water and Sanitation Quasi-experimental Design
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads

2020

  1. Attention and biases: evidence from tax-inattentive investors
    Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) Downloads
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2019) Downloads
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2019) Downloads
  2. Behavior Biases in Macroeconomic Forecasting
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  3. Day trading for a living?
    Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) Downloads
  4. Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  5. Risk Factor Centrality and the Cross-Section of Expected Returns
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  6. Risk Factors’ CPDAG Roots and the Cross-Section of Expected Returns
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  7. Saving Markowitz: A Risk Parity approach based on the Cauchy Interlacing Theorem
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  8. The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark
    Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) Downloads
  9. Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads

2019

  1. Day trading for a living? Fernando
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  2. Deep Haar Scattering Networks in Unidimensional Pattern Recognition Problems
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  3. Law Change in a Regulated Sector Impacts Other Regulated Sectors: Evidence from Brazil
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  4. Short Selling, the supply side: are lenders price makers?
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  5. US Risk Premia under Emerging Markets Constraints
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads View citations (2)
  6. What are the risk factors relevant to investors? Evidence from the Brazilian Funds Market
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads

2018

  1. Individual Investors Look at Price Tags*
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  2. Individuals neglect the informational role of prices: evidence from the stock market
    Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) Downloads View citations (2)
  3. Machine learning applied to accounting variables yields the risk-return metrics of private company portfolios*
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  4. The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis
    Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) Downloads

2017

  1. The Price Tag Illusion
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  2. Uncovering Skilled Short-sellers
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads

2016

  1. COMPOSIÇÃO DINÂMICA DA DÍVIDA PÚBLICA: O MODELO DE SUAVIZAÇÃO DA TRIBUTAÇÃO PARA DÍVIDA FLUTUANTE
    Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
  2. Risk premia estimation in Brazil: wait until 2041
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  3. Short Selling and Inside Information
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (2)
  4. TRUST IN THE JUDICIAL SYSTEM: EVIDENCE FROM BRAZIL
    Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
    Also in Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2015) Downloads

2015

  1. Does the Concern About Local Crime Affect Trust in the Police?
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  2. Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads

2014

  1. Confidence in the Judicial System and Court Experience: Evidence from Brazil
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  2. EQUILÍBRIO DINÂMICO DA DÍVIDA PÚBLICA –UMA ABORDAGEM
    Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
  3. The Effect of Land Title on Child Labor Supply: Empirical Evidence from Brazil
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads View citations (2)
    See also Chapter (2014)

2013

  1. Central Bank Communication Affects Long-Term Interest Rates
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads View citations (2)
  2. Short-Sellers: Informed but Restricted
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads View citations (2)
    See also Journal Article in Journal of International Money and Finance (2014)

2012

  1. Did The Taylor Rule Stabilize Inflation in Brazil?
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads View citations (2)
  2. Questioning The Taylor Rule
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads View citations (3)
  3. Testing the Effects of Short-Selling Restrictions on Asset Prices
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads View citations (3)

2011

  1. Does location matter toexplain loan interest rates? Evidence from Brazilian local bankingmarkets
    Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
  2. Dynamic Hedging inMarkov Regimes Switching
    Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
  3. How Land Title AffectsChild Labor?
    Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
    Also in Policy Research Working Paper Series, The World Bank (2009) Downloads View citations (4)
  4. How Land Title AffectsIncome?
    Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads View citations (1)

2006

  1. A SENSIBILIDADE DA POLÍTICA MONETÁRIA NO BRASIL: 1995-2005
    Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads View citations (2)

Journal Articles

2019

  1. The short-selling skill of institutions and individuals
    Journal of Banking & Finance, 2019, 101, (C), 77-91 Downloads View citations (2)

2017

  1. Well-connected short-sellers pay lower loan fees: A market-wide analysis
    Journal of Financial Economics, 2017, 123, (3), 646-670 Downloads View citations (9)

2015

  1. Central Bank Communication Affects the Term-Structure of Interest Rates
    Revista Brasileira de Economia - RBE, 2015, 69, (2) Downloads View citations (1)

2014

  1. Market value analysis of entrepreneurs? microcredit and personal loans
    E3 Journal of Business Management and Economics., 2014, 5, (5), 120-130 Downloads
  2. Short-sellers: Informed but restricted
    Journal of International Money and Finance, 2014, 47, (C), 56-70 Downloads View citations (10)
    See also Working Paper (2013)

2013

  1. Land title program in Brazil: Are there any changes to happiness?
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2013, 45, (C), 196-203 Downloads

2010

  1. Some Notes on How Land Title Affects Child Labor
    Economia, 2010, 11, (2), 357_382 Downloads View citations (1)

2008

  1. SWARCH and the implicit volatility of the Real/USD exchange rate
    Brazilian Review of Finance, 2008, 6, (2), 235-265 Downloads

2007

  1. Fundamentos teóricos e empíricos de apreçamento de ativos
    RAE - Revista de Administração de Empresas, 2007, 47, (2) Downloads

2006

  1. Dynamic Hedging with Stochastic Differential Utility
    Brazilian Review of Econometrics, 2006, 26, (2) Downloads

2003

  1. Short-run, long-run and cross elasticities of gasoline demand in Brazil
    Energy Economics, 2003, 25, (2), 191-199 Downloads View citations (103)

Chapters

2014

  1. The Effect of Land Title on Child Labor Supply: Empirical Evidence from Brazil
    A chapter in Factors Affecting Worker Well-being: The Impact of Change in the Labor Market, 2014, vol. 40, pp 195-222 Downloads View citations (2)
    See also Working Paper (2014)
 
Page updated 2021-09-15