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Details about Bruno Cara Giovannetti

E-mail:
Homepage:https://sites.google.com/site/bcaragiovannetti/home
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 Bruno Cara Giovannetti.

Last updated 2020-12-21. Update your information in the RePEc Author Service.

Short-id: pgi356


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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 Papers, Department of Economics, University of São Paulo (FEA-USP) (2019) Downloads
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (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. 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
  4. 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. 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. Risk premia estimation in Brazil: wait until 2041
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  2. Short Selling and Inside Information
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (1)

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

2014

  1. Investment Grade, Asset Prices and Changes in the Source of Systematic Risk
    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. Short-Sellers: Informed but Restricted
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads View citations (1)
    See also Journal Article in Journal of International Money and Finance (2014)

2012

  1. Asset Pricing under Quantile Utility Maximization
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
    See also Journal Article in Review of Financial Economics (2013)
  2. Do Margin Requirements Affect Asset Prices?
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) Downloads
  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)

2006

  1. Trade Liberalization and Demand for Skill in Brazil
    Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa Downloads View citations (9)

2005

  1. 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] Downloads

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. 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)
  2. 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)

2013

  1. Asset pricing under quantile utility maximization
    Review of Financial Economics, 2013, 22, (4), 169-179 Downloads View citations (11)
    Also in Review of Financial Economics, 2013, 22, (4), 169-179 (2013) Downloads

    See also Working Paper (2012)
  2. Nonlinear Forecasting Using Factor‐Augmented Models
    Journal of Forecasting, 2013, 32, (1), 32-40 View citations (3)

2006

  1. Medindo a fidelidade das torcidas brasileiras: uma análise econômica no futebol
    Revista Brasileira de Economia - RBE, 2006, 60, (4) Downloads
  2. Trade Liberalization and the Demand for Skilled Labor in Brazil
    Economía Journal, 2006, Volume 7 Number 1, (Fall 2006), 1-28 Downloads View citations (9)
 
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