Access Statistics for Fernando Chague

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 4 39 1 3 9 131
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 2 83 1 3 9 178
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 2 7 0 0 3 26
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 1 20 0 0 2 108
Attention and biases: evidence from tax-inattentive investors 0 0 1 7 0 0 4 43
Central Bank Communication Affects Long-Term Interest Rates 0 0 0 117 0 0 2 239
Conditional Betas and Investor Uncertainty 0 0 0 31 0 0 0 100
Day trading for a living? 0 0 4 82 1 8 27 291
Day trading for a living? Fernando 2 4 11 374 9 22 78 1,572
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 1 1 9 1 2 4 54
Individual Investors Look at Price Tags* 0 0 0 9 0 1 1 63
Individuals neglect the informational role of prices: evidence from the stock market 1 1 2 60 1 2 5 187
Information Leakage from Short Sellers 0 0 0 7 0 0 3 15
Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark 0 0 0 17 0 0 2 38
Risk premia estimation in Brazil: wait until 2041 0 0 0 100 0 0 1 367
Short Selling and Inside Information 0 0 0 51 0 1 3 193
Short-Sellers: Informed but Restricted 0 1 1 49 0 1 1 122
The Contrarian Put 1 2 2 6 2 3 4 11
The Price Tag Illusion 0 1 1 70 0 1 3 262
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 1 13 0 0 11 45
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 0 0 0 19 2 4 17 126
US Risk Premia under Emerging Markets Constraints 0 0 0 20 0 1 1 62
Uncovering Skilled Short-sellers 0 0 0 56 0 0 0 106
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 32 0 0 0 103
Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis 0 0 0 18 0 1 2 54
Total Working Papers 4 10 33 1,296 18 53 192 4,496
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 0 0 0 0 1 1
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 0 0 2 81
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 0 1 5 156
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 1 2 32 2 9 26 176
Short-sellers: Informed but restricted 0 1 2 57 0 1 5 208
The short-selling skill of institutions and individuals 0 0 2 62 0 1 7 193
US risk premia under emerging markets constraints 0 0 0 1 0 1 2 5
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 18 0 0 1 64
Well-connected short-sellers pay lower loan fees: A market-wide analysis 0 0 2 202 1 2 12 554
Total Journal Articles 0 2 8 432 3 15 61 1,438

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12