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 40 2 3 13 141
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 84 1 3 12 187
Attention and Biases: Evidence from Tax-Inattentive Investors 0 1 1 21 2 4 6 114
Attention and Biases: Evidence from Tax-Inattentive Investors 0 1 2 9 1 3 4 30
Attention and biases: evidence from tax-inattentive investors 0 1 2 9 2 6 10 52
Central Bank Communication Affects Long-Term Interest Rates 0 0 0 117 1 1 3 240
Conditional Betas and Investor Uncertainty 0 0 0 31 0 0 0 100
Day trading for a living? 4 10 12 94 31 47 77 357
Day trading for a living? Fernando 1 3 18 388 69 103 204 1,749
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 2 10 0 0 6 58
Individual Investors Look at Price Tags* 0 0 0 9 1 1 2 64
Individuals neglect the informational role of prices: evidence from the stock market 0 0 1 60 1 2 6 191
Information Leakage from Short Sellers 0 0 0 7 0 0 1 16
Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark 0 0 1 18 1 2 3 41
Risk premia estimation in Brazil: wait until 2041 0 0 0 100 1 1 1 368
Short Selling and Inside Information 0 0 0 51 1 1 2 194
Short-Sellers: Informed but Restricted 0 0 1 49 7 7 8 129
The Contrarian Put 0 0 2 6 1 1 4 12
The Price Tag Illusion 0 0 1 70 2 3 7 268
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 0 13 0 0 3 45
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 1 5 6 25 2 7 15 136
US Risk Premia under Emerging Markets Constraints 0 0 0 20 1 5 6 67
Uncovering Skilled Short-sellers 0 0 1 57 4 4 5 111
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 32 2 3 3 106
Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis 0 0 0 18 2 3 5 57
Total Working Papers 6 21 52 1,338 135 210 406 4,833
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 1 1 1 1 2 6 10 11
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 2 3 4 85
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 0 4 8 163
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 2 33 2 13 43 204
Short-sellers: Informed but restricted 0 1 2 58 2 6 9 215
The short-selling skill of institutions and individuals 0 1 2 63 2 4 8 199
US risk premia under emerging markets constraints 0 0 1 2 3 4 9 13
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 18 2 4 4 68
Well-connected short-sellers pay lower loan fees: A market-wide analysis 0 2 4 206 3 8 18 568
Total Journal Articles 1 5 12 441 18 52 113 1,526

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Statistics updated 2026-01-09