Fernando Chague
Names
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Fernando |
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Chague |
Identifer
Contact
Affiliations
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Fundação Getúlio Vargas (FGV)
/ Escola de Economia de São Paulo (EESP)
Research profile
author of:
- The Contrarian Put (RePEc:cfm:wpaper:2106)
by Fernando Chague & Bruno Giovannetti & Bernardo Guimaraes - Attention and Biases: Evidence from Tax-Inattentive Investors (RePEc:ecl:ohidic:2019-22)
by Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno - US risk premia under emerging markets constraints (RePEc:eee:empfin:v:67:y:2022:i:c:p:217-230)
by Cavalcante-Filho, Elias & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno - Forecasting the Brazilian yield curve using forward-looking variables (RePEc:eee:intfor:v:33:y:2017:i:1:p:121-131)
by Vieira, Fausto & Fernandes, Marcelo & Chague, Fernando - The short-selling skill of institutions and individuals (RePEc:eee:jbfina:v:101:y:2019:i:c:p:77-91)
by Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno - Well-connected short-sellers pay lower loan fees: A market-wide analysis (RePEc:eee:jfinec:v:123:y:2017:i:3:p:646-670)
by Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno - Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark (RePEc:eee:jfinec:v:143:y:2022:i:1:p:569-592)
by Cereda, Fábio & Chague, Fernando & De-Losso, Rodrigo & Genaro, Alan & Giovannetti, Bruno - Short-sellers: Informed but restricted (RePEc:eee:jimfin:v:47:y:2014:i:c:p:56-70)
by Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno - A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US (RePEc:fgv:eesptd:445)
by Vieira, Fausto José Araújo & Chague, Fernando Daniel & Fernandes, Marcelo - Individuals neglect the informational role of prices: evidence from the stock market (RePEc:fgv:eesptd:467)
by Chague, Fernando Daniel & Bueno, Rodrigo de Losso da Silveira & Giovannetti, Bruno Cara - The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis (RePEc:fgv:eesptd:469)
by Chague, Fernando Daniel & Bueno, Rodrigo de Losso da Silveira & Giovannetti, Bruno Cara - Attention and biases: evidence from tax-inattentive investors (RePEc:fgv:eesptd:523)
by Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno Cara - The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark (RePEc:fgv:eesptd:524)
by Cereda, Fábio Saia & Chague, Fernando & De-Losso, Rodrigo & Genaro, Alan & Giovannetti, Bruno Cara - Day trading for a living? (RePEc:fgv:eesptd:525)
by Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno Cara - Central Bank Communication Affects the Term-Structure of Interest Rates (RePEc:fgv:epgrbe:v:69:y:2015:i:2:a:16342)
by Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno & Manoel, Paulo - Variance Premium and Implied Volatility in a Low-Liquidity Option Market (RePEc:fgv:epgrbe:v:71:y:2017:i:1:a:59368)
by Astorino, Eduardo & Chague, Fernando & Giovannetti, Bruno Cara & da Silva, Marcos Eugênio - Attention and Biases: Evidence from Tax-Inattentive Investors (RePEc:inm:ormnsc:v:70:y:2024:i:10:p:7101-7119)
by Justin Birru & Fernando Chague & Rodrigo De-Losso & Bruno Giovannetti - Information Leakage from Short Sellers (RePEc:nbr:nberwo:31927)
by Fernando D. Chague & Bruno Giovannetti & Bernard Herskovic - Forecasting the Brazilian Yield Curve Using Forward-Looking Variables (RePEc:qmw:qmwecw:799)
by Fausto Vieira & Fernando Chague & Marcelo Fernandes - Unknown item RePEc:qmw:qmwecw:wp799 (paper)
- Conditional Betas and Investor Uncertainty (RePEc:spa:wpaper:2013wpecon4)
by Fernando D. Chague - Short-Sellers: Informed but Restricted (RePEc:spa:wpaper:2013wpecon5)
by Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti - Short Selling and Inside Information (RePEc:spa:wpaper:2013wpecon6)
by Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti - Central Bank Communication Affects Long-Term Interest Rates (RePEc:spa:wpaper:2013wpecon7)
by Fernando D. Chague & Rodrigo De-Losso, Bruno C. Giovannetti, Paulo Manoel - Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis (RePEc:spa:wpaper:2015wpecon17)
by Fernando Chague & Rodrigo De-Losso, Alan De Genaro, Bruno Giovannetti - Variance Premium and Implied Volatility in a Low-Liquidity Option Market (RePEc:spa:wpaper:2015wpecon8)
by Eduardo Astorino & Fernando Chague, Bruno Cara Giovannetti, Marcos Eugênio da Silva - A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US (RePEc:spa:wpaper:2016wpecon31)
by Fausto Vieira & Fernando Chague, Marcelo Fernandes - Risk premia estimation in Brazil: wait until 2041 (RePEc:spa:wpaper:2016wpecon38)
by Bruno Cara Giovannetti & Elias Cavalcante Filho, Fernando Daniel Chague, Rodrigo de Losso da Silveira Bueno - Uncovering Skilled Short-sellers (RePEc:spa:wpaper:2017wpecon01)
by Fernando Chague & Rodrigo De Losso, Bruno Giovannetti - The Price Tag Illusion (RePEc:spa:wpaper:2017wpecon31)
by Fernando Chague & Rodrigo De Losso, Bruno Giovannetti - Individual Investors Look at Price Tags (RePEc:spa:wpaper:2018wpecon17)
by Fernando Chague & Rodrigo De Losso, Bruno Giovannetti - US Risk Premia under Emerging Markets Constraints (RePEc:spa:wpaper:2019wpecon28)
by Elias Cavalcante-Filho, Fernando Chague, Rodrigo De Losso, Bruno Giovannetti - Day trading for a living? Fernando (RePEc:spa:wpaper:2019wpecon47)
by Fernando Chague & Rodrigo De-Losso, Bruno Giovannetti - Attention and Biases: Evidence from Tax-Inattentive Investors (RePEc:spa:wpaper:2019wpecon48)
by Justin Birru & Fernando Chague, Rodrigo De-Losso, Bruno Giovannetti - Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark (RePEc:spa:wpaper:2020wpecon22)
by Fabio Cereda & Fernando Chague & Rodrigo De Losso & Alan De Genaro & Bruno Giovannetti