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 1 84 1 5 11 184
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 2 40 0 0 11 138
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 1 8 0 0 1 27
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 0 20 0 2 3 110
Attention and biases: evidence from tax-inattentive investors 0 0 1 8 2 2 4 46
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 2 4 84 7 18 37 310
Day trading for a living? Fernando 2 8 18 385 15 49 121 1,646
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 2 10 1 3 6 58
Individual Investors Look at Price Tags* 0 0 0 9 0 0 1 63
Individuals neglect the informational role of prices: evidence from the stock market 0 0 1 60 0 1 5 189
Information Leakage from Short Sellers 0 0 0 7 1 1 2 16
Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark 1 1 1 18 1 1 1 39
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 0 1 193
Short-Sellers: Informed but Restricted 0 0 1 49 0 0 1 122
The Contrarian Put 0 0 2 6 0 0 3 11
The Price Tag Illusion 0 0 1 70 2 3 4 265
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 1 13 0 0 7 45
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 0 1 1 20 0 2 11 129
US Risk Premia under Emerging Markets Constraints 0 0 0 20 0 0 1 62
Uncovering Skilled Short-sellers 0 1 1 57 0 1 1 107
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 0 2 54
Total Working Papers 3 13 38 1,317 30 88 237 4,623
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 3 5 5
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 0 1 2 82
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 1 2 5 159
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 1 1 2 33 8 14 37 191
Short-sellers: Informed but restricted 0 0 2 57 1 1 6 209
The short-selling skill of institutions and individuals 0 0 1 62 1 2 7 195
US risk premia under emerging markets constraints 0 1 1 2 0 4 5 9
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 18 0 0 0 64
Well-connected short-sellers pay lower loan fees: A market-wide analysis 2 2 4 204 5 6 13 560
Total Journal Articles 3 4 10 436 16 33 80 1,474

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Statistics updated 2025-10-06