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

Working Papers

2023

1. Information Leakage from Short Sellers
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2021

2. The Contrarian Put
   Discussion Papers, Centre for Macroeconomics (CFM)

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 Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2019)
   Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2019)
4. Day trading for a living?
   Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) View citations (1)
5. 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)
6. 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

7. Day trading for a living? Fernando
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)
8. 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

9. Individual Investors Look at Price Tags*
   Working Papers, Department of Economics, University of São Paulo (FEA-USP)
10. 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)
11. 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

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

2016

14. Risk premia estimation in Brazil: wait until 2041
    Working Papers, Department of Economics, University of São Paulo (FEA-USP)
15. Short Selling and Inside Information
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (2)

2015

16. 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)
17. 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

18. Investment Grade, Asset Prices and Changes in the Source of Systematic Risk
    Working Papers, Department of Economics, University of São Paulo (FEA-USP)

2013

19. Central Bank Communication Affects Long-Term Interest Rates
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (3)
20. 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

21. 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)
22. Do Margin Requirements Affect Asset Prices?
    Working Papers, Department of Economics, University of São Paulo (FEA-USP)
23. 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

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

2005

25. 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

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)

2019

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

2017

4. 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)
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. 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

8. 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)
9. Nonlinear Forecasting Using Factor‐Augmented Models
   Journal of Forecasting, 2013, 32, (1), 32-40 View citations (4)

2006

10. Medindo a fidelidade das torcidas brasileiras: uma análise econômica no futebol
    Revista Brasileira de Economia - RBE, 2006, 60, (4)
11. Trade Liberalization and the Demand for Skilled Labor in Brazil
    Economía Journal, 2006, Volume 7 Number 1, (Fall 2006), 1-28 View citations (12)