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Details about Fernando Chague

E-mail:
Homepage:https://sites.google.com/site/fchague/
Workplace:Escola de Economia de São Paulo (EESP) (Sao Paulo School of Economics), Fundação Getúlio Vargas (FGV) (Getulio Vargas Foundation), (more information at EDIRC)

Access statistics for papers by Fernando Chague.

Last updated 2021-08-06. Update your information in the RePEc Author Service.

Short-id: pch1517


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Working Papers

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. Day trading for a living?
    Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) Downloads
  3. 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

2019

  1. Day trading for a living? Fernando
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  2. US Risk Premia under Emerging Markets Constraints
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads View citations (2)

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. 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. A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US
    Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) Downloads
    Also in Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2016) Downloads
  2. The Price Tag Illusion
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  3. Uncovering Skilled Short-sellers
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads

2016

  1. Forecasting the Brazilian Yield Curve Using Forward-Looking Variables
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2016) Downloads

    See also Journal Article in International Journal of Forecasting (2017)
  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)

2015

  1. Variance Premium and Implied Volatility in a Low-Liquidity Option Market
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads View citations (1)
    See also Journal Article in Revista Brasileira de Economia - RBE (2017)
  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

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. Conditional Betas and Investor Uncertainty
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  3. 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)

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. Forecasting the Brazilian yield curve using forward-looking variables
    International Journal of Forecasting, 2017, 33, (1), 121-131 Downloads View citations (4)
    See also Working Paper (2016)
  2. Variance Premium and Implied Volatility in a Low-Liquidity Option Market
    Revista Brasileira de Economia - RBE, 2017, 71, (1) Downloads View citations (2)
    See also Working Paper (2015)
  3. 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. 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)
 
Page updated 2021-12-03