Details about Bruno Cara Giovannetti
Access statistics for papers by Bruno Cara Giovannetti.
Last updated 2023-02-24. Update your information in the RePEc Author Service.
Short-id: pgi356
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Working Papers
2023
- Information Leakage from Short Sellers
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2021
- The Contrarian Put
Discussion Papers, Centre for Macroeconomics (CFM)
2020
- 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)
- Day trading for a living?
Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) View citations (1)
- 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)
- 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)
2019
- Day trading for a living? Fernando
Working Papers, Department of Economics, University of São Paulo (FEA-USP)
- 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)
2018
- Individual Investors Look at Price Tags*
Working Papers, Department of Economics, University of São Paulo (FEA-USP)
- 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)
- 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
- The Price Tag Illusion
Working Papers, Department of Economics, University of São Paulo (FEA-USP)
- Uncovering Skilled Short-sellers
Working Papers, Department of Economics, University of São Paulo (FEA-USP)
2016
- Risk premia estimation in Brazil: wait until 2041
Working Papers, Department of Economics, University of São Paulo (FEA-USP)
- Short Selling and Inside Information
Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (2)
2015
- Variance Premium and Implied Volatility in a Low-Liquidity Option Market
Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (1)
See also Journal Article Variance Premium and Implied Volatility in a Low-Liquidity Option Market, Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2017) View citations (3) (2017)
- 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
- Investment Grade, Asset Prices and Changes in the Source of Systematic Risk
Working Papers, Department of Economics, University of São Paulo (FEA-USP)
2013
- Central Bank Communication Affects Long-Term Interest Rates
Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (3)
- 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
- Asset Pricing under Quantile Utility Maximization
Working Papers, Department of Economics, University of São Paulo (FEA-USP) 
See also Journal Article Asset pricing under quantile utility maximization, Review of Financial Economics, Elsevier (2013) View citations (20) (2013)
- Do Margin Requirements Affect Asset Prices?
Working Papers, Department of Economics, University of São Paulo (FEA-USP)
- Testing the Effects of Short-Selling Restrictions on Asset Prices
Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (3)
2006
- Trade Liberalization and Demand for Skill in Brazil
Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa View citations (9)
2005
- LIBERALIZAÇÃO COMERCIAL E DEMANDA POR TRABALHO QUALIFICADO NO BRASIL
Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
Journal Articles
2022
- 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)
- 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)
2019
- The short-selling skill of institutions and individuals
Journal of Banking & Finance, 2019, 101, (C), 77-91 View citations (11)
2017
- Variance Premium and Implied Volatility in a Low-Liquidity Option Market
Revista Brasileira de Economia - RBE, 2017, 71, (1) View citations (3)
See also Working Paper Variance Premium and Implied Volatility in a Low-Liquidity Option Market, Working Papers, Department of Economics (2015) View citations (1) (2015)
- 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
- Central Bank Communication Affects the Term-Structure of Interest Rates
Revista Brasileira de Economia - RBE, 2015, 69, (2) View citations (5)
2014
- 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
- Asset pricing under quantile utility maximization
Review of Financial Economics, 2013, 22, (4), 169-179 View citations (20)
Also in Review of Financial Economics, 2013, 22, (4), 169-179 (2013) View citations (7)
See also Working Paper Asset Pricing under Quantile Utility Maximization, Working Papers, Department of Economics (2012) (2012)
- Nonlinear Forecasting Using Factor‐Augmented Models
Journal of Forecasting, 2013, 32, (1), 32-40 View citations (4)
2006
- Medindo a fidelidade das torcidas brasileiras: uma análise econômica no futebol
Revista Brasileira de Economia - RBE, 2006, 60, (4)
- Trade Liberalization and the Demand for Skilled Labor in Brazil
Economía Journal, 2006, Volume 7 Number 1, (Fall 2006), 1-28 View citations (12)
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