Details about Rodrigo De-Losso

Access statistics for papers by Rodrigo De-Losso.

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Short-id: pbu167

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)
2. Private Means Better? A Water and Sanitation Quasi-experimental Design
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)

2020

3. Attention and biases: evidence from tax-inattentive investors
   Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil)
   Also in Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2019)
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2019)
4. Behavior Biases in Macroeconomic Forecasting
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)
5. Day trading for a living?
   Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) View citations (1)
6. Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)
   See also Journal Article Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark, Journal of Financial Economics, Elsevier (2022) (2022)
7. Risk Factor Centrality and the Cross-Section of Expected Returns
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)
8. Risk Factors’ CPDAG Roots and the Cross-Section of Expected Returns
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)
9. Saving Markowitz: A Risk Parity approach based on the Cauchy Interlacing Theorem
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)
10. 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)
11. Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs
    Working Papers, Department of Economics, University of São Paulo (FEA-USP)
    See also Journal Article Unskilled fund managers: Replicating active fund performance with few ETFs, International Review of Financial Analysis, Elsevier (2021) View citations (2) (2021)

2019

12. Day trading for a living? Fernando
    Working Papers, Department of Economics, University of São Paulo (FEA-USP)
13. Deep Haar Scattering Networks in Unidimensional Pattern Recognition Problems
    Working Papers, Department of Economics, University of São Paulo (FEA-USP)
14. Law Change in a Regulated Sector Impacts Other Regulated Sectors: Evidence from Brazil
    Working Papers, Department of Economics, University of São Paulo (FEA-USP)
15. Short Selling, the supply side: are lenders price makers?
    Working Papers, Department of Economics, University of São Paulo (FEA-USP)
16. US Risk Premia under Emerging Markets Constraints
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (2)
    See also Journal Article US risk premia under emerging markets constraints, Journal of Empirical Finance, Elsevier (2022) (2022)
17. 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)

2018

18. Individual Investors Look at Price Tags*
    Working Papers, Department of Economics, University of São Paulo (FEA-USP)
19. 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) View citations (3)
20. 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)
21. 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)

2017

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

2016

24. 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]
25. Risk premia estimation in Brazil: wait until 2041
    Working Papers, Department of Economics, University of São Paulo (FEA-USP)
26. Short Selling and Inside Information
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (2)
27. 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]
    Also in Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2015)

2015

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

2014

30. Confidence in the Judicial System and Court Experience: Evidence from Brazil
    Working Papers, Department of Economics, University of São Paulo (FEA-USP)
31. 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]
32. The Effect of Land Title on Child Labor Supply: Empirical Evidence from Brazil
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (2)
    See also Chapter The Effect of Land Title on Child Labor Supply: Empirical Evidence from Brazil, Research in Labor Economics, Emerald Group Publishing Limited (2014) View citations (2) (2014)

2013

33. Central Bank Communication Affects Long-Term Interest Rates
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (3)
34. Short-Sellers: Informed but Restricted
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (2)
    See also Journal Article Short-sellers: Informed but restricted, Journal of International Money and Finance, Elsevier (2014) View citations (13) (2014)

2012

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

2011

38. 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]
39. 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]
40. 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]
    Also in Policy Research Working Paper Series, The World Bank (2009) View citations (4)
41. 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] View citations (1)

2006

42. 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] View citations (2)

Journal Articles

2022

1. Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark
   Journal of Financial Economics, 2022, 143, (1), 569-592
   See also Working Paper Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark, Working Papers, Department of Economics (2020) (2020)
2. US risk premia under emerging markets constraints
   Journal of Empirical Finance, 2022, 67, (C), 217-230
   See also Working Paper US Risk Premia under Emerging Markets Constraints, Working Papers, Department of Economics (2019) View citations (2) (2019)

2021

3. Unskilled fund managers: Replicating active fund performance with few ETFs
   International Review of Financial Analysis, 2021, 78, (C) View citations (2)
   See also Working Paper Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs, Working Papers, Department of Economics (2020) (2020)

2019

4. The short-selling skill of institutions and individuals
   Journal of Banking & Finance, 2019, 101, (C), 77-91 View citations (11)

2017

5. Well-connected short-sellers pay lower loan fees: A market-wide analysis
   Journal of Financial Economics, 2017, 123, (3), 646-670 View citations (14)

2015

6. Central Bank Communication Affects the Term-Structure of Interest Rates
   Revista Brasileira de Economia - RBE, 2015, 69, (2) View citations (5)

2014

7. Market value analysis of entrepreneurs? microcredit and personal loans
   E3 Journal of Business Management and Economics., 2014, 5, (5), 120-130
8. Short-sellers: Informed but restricted
   Journal of International Money and Finance, 2014, 47, (C), 56-70 View citations (13)
   See also Working Paper Short-Sellers: Informed but Restricted, Working Papers, Department of Economics (2013) View citations (2) (2013)

2013

9. 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 View citations (1)

2011

10. An analysis of factors affecting the ethical conduct of microcredit officers
    Brazilian Business Review, 2011, 8, (1), 1-26

2010

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

2008

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

2007

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

2006

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

2003

15. Short-run, long-run and cross elasticities of gasoline demand in Brazil
    Energy Economics, 2003, 25, (2), 191-199 View citations (110)

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 View citations (2)
   See also Working Paper The Effect of Land Title on Child Labor Supply: Empirical Evidence from Brazil, University of São Paulo (FEA-USP) (2014) View citations (2) (2014)