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
Discussion Papers, Centre for Macroeconomics (CFM) (2021)
by Fernando Chague & Bruno Giovannetti & Bernardo Guimaraes
(ReDIF-paper, cfm:wpaper:2106) - Attention and Biases: Evidence from Tax-Inattentive Investors
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2019)
by Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno
(ReDIF-paper, ecl:ohidic:2019-22) - US risk premia under emerging markets constraints
Journal of Empirical Finance, Elsevier (2022)
by Cavalcante-Filho, Elias & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno
(ReDIF-article, eee:empfin:v:67:y:2022:i:c:p:217-230) - Forecasting the Brazilian yield curve using forward-looking variables
International Journal of Forecasting, Elsevier (2017)
by Vieira, Fausto & Fernandes, Marcelo & Chague, Fernando
(ReDIF-article, eee:intfor:v:33:y:2017:i:1:p:121-131) - The short-selling skill of institutions and individuals
Journal of Banking & Finance, Elsevier (2019)
by Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno
(ReDIF-article, eee:jbfina:v:101:y:2019:i:c:p:77-91) - Well-connected short-sellers pay lower loan fees: A market-wide analysis
Journal of Financial Economics, Elsevier (2017)
by Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno
(ReDIF-article, eee:jfinec:v:123:y:2017:i:3:p:646-670) - Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark
Journal of Financial Economics, Elsevier (2022)
by Cereda, Fábio & Chague, Fernando & De-Losso, Rodrigo & Genaro, Alan & Giovannetti, Bruno
(ReDIF-article, eee:jfinec:v:143:y:2022:i:1:p:569-592) - Short-sellers: Informed but restricted
Journal of International Money and Finance, Elsevier (2014)
by Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno
(ReDIF-article, eee:jimfin:v:47:y:2014:i:c:p:56-70) - 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) (2017)
by Vieira, Fausto José Araújo & Chague, Fernando Daniel & Fernandes, Marcelo
(ReDIF-paper, fgv:eesptd:445) - 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) (2018)
by Chague, Fernando Daniel & Bueno, Rodrigo de Losso da Silveira & Giovannetti, Bruno Cara
(ReDIF-paper, fgv:eesptd:467) - 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) (2018)
by Chague, Fernando Daniel & Bueno, Rodrigo de Losso da Silveira & Giovannetti, Bruno Cara
(ReDIF-paper, fgv:eesptd:469) - Attention and biases: evidence from tax-inattentive investors
Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) (2020)
by Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno Cara
(ReDIF-paper, fgv:eesptd:523) - 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) (2020)
by Cereda, Fábio Saia & Chague, Fernando & De-Losso, Rodrigo & Genaro, Alan & Giovannetti, Bruno Cara
(ReDIF-paper, fgv:eesptd:524) - Day trading for a living?
Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) (2020)
by Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno Cara
(ReDIF-paper, fgv:eesptd:525) - Central Bank Communication Affects the Term-Structure of Interest Rates
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2015)
by Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno & Manoel, Paulo
(ReDIF-article, fgv:epgrbe:v:69:y:2015:i:2:a:16342) - 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)
by Astorino, Eduardo & Chague, Fernando & Giovannetti, Bruno Cara & da Silva, Marcos Eugênio
(ReDIF-article, fgv:epgrbe:v:71:y:2017:i:1:a:59368) - Information Leakage from Short Sellers
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Fernando D. Chague & Bruno Giovannetti & Bernard Herskovic
(ReDIF-paper, nbr:nberwo:31927) - Forecasting the Brazilian Yield Curve Using Forward-Looking Variables
Working Papers, Queen Mary University of London, School of Economics and Finance (2016)
by Fausto Vieira & Fernando Chague & Marcelo Fernandes
(ReDIF-paper, qmw:qmwecw:799) - Unknown item RePEc:qmw:qmwecw:wp799 (paper)
- Conditional Betas and Investor Uncertainty
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2013)
by Fernando D. Chague
(ReDIF-paper, spa:wpaper:2013wpecon4) - Short-Sellers: Informed but Restricted
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2013)
by Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti
(ReDIF-paper, spa:wpaper:2013wpecon5) - Short Selling and Inside Information
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2013)
by Fernando D. Chague & Rodrigo De-Losso, Alan De Genaro, Bruno C. Giovannetti
(ReDIF-paper, spa:wpaper:2013wpecon6) - Central Bank Communication Affects Long-Term Interest Rates
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2013)
by Fernando D. Chague & Rodrigo De-Losso, Bruno C. Giovannetti, Paulo Manoel
(ReDIF-paper, spa:wpaper:2013wpecon7) - Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2015)
by Fernando Chague & Rodrigo De-Losso, Alan De Genaro, Bruno Giovannetti
(ReDIF-paper, spa:wpaper:2015wpecon17) - Variance Premium and Implied Volatility in a Low-Liquidity Option Market
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2015)
by Eduardo Astorino & Fernando Chague, Bruno Cara Giovannetti, Marcos Eugênio da Silva
(ReDIF-paper, spa:wpaper:2015wpecon8) - A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2016)
by Fausto Vieira & Fernando Chague, Marcelo Fernandes
(ReDIF-paper, spa:wpaper:2016wpecon31) - Risk premia estimation in Brazil: wait until 2041
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2016)
by Bruno Cara Giovannetti & Elias Cavalcante Filho, Fernando Daniel Chague, Rodrigo de Losso da Silveira Bueno
(ReDIF-paper, spa:wpaper:2016wpecon38) - Uncovering Skilled Short-sellers
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2017)
by Fernando Chague & Rodrigo De Losso, Bruno Giovannetti
(ReDIF-paper, spa:wpaper:2017wpecon01) - The Price Tag Illusion
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2017)
by Fernando Chague & Rodrigo De Losso, Bruno Giovannetti
(ReDIF-paper, spa:wpaper:2017wpecon31) - Individual Investors Look at Price Tags
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2018)
by Fernando Chague & Rodrigo De Losso, Bruno Giovannetti
(ReDIF-paper, spa:wpaper:2018wpecon17) - US Risk Premia under Emerging Markets Constraints
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2019)
by Elias Cavalcante-Filho, Fernando Chague, Rodrigo De Losso, Bruno Giovannetti
(ReDIF-paper, spa:wpaper:2019wpecon28) - Day trading for a living? Fernando
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2019)
by Fernando Chague & Rodrigo De-Losso, Bruno Giovannetti
(ReDIF-paper, spa:wpaper:2019wpecon47) - Attention and Biases: Evidence from Tax-Inattentive Investors
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2019)
by Justin Birru & Fernando Chague, Rodrigo De-Losso, Bruno Giovannetti
(ReDIF-paper, spa:wpaper:2019wpecon48) - Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark
Working Papers, Department of Economics, University of São Paulo (FEA-USP) (2020)
by Fabio Cereda & Fernando Chague & Rodrigo De Losso & Alan De Genaro & Bruno Giovannetti
(ReDIF-paper, spa:wpaper:2020wpecon22)