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 1 2 40 0 6 11 138
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 84 3 4 11 183
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 3 8 0 0 3 27
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 1 20 2 2 4 110
Attention and biases: evidence from tax-inattentive investors 0 0 2 8 0 0 3 44
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 5 84 5 11 33 303
Day trading for a living? Fernando 3 6 16 383 18 43 112 1,631
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 2 10 2 2 6 57
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 1 1 5 189
Information Leakage from Short Sellers 0 0 0 7 0 0 2 15
Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark 0 0 0 17 0 0 0 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 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 4 11
The Price Tag Illusion 0 0 1 70 1 1 2 263
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 1 13 0 0 8 45
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 1 1 1 20 1 2 13 129
US Risk Premia under Emerging Markets Constraints 0 0 0 20 0 0 1 62
Uncovering Skilled Short-sellers 1 1 1 57 1 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 5 11 40 1,314 34 73 227 4,593
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 2 4 5 5
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 1 1 2 82
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 1 1 4 158
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 2 32 6 6 31 183
Short-sellers: Informed but restricted 0 0 2 57 0 0 5 208
The short-selling skill of institutions and individuals 0 0 1 62 1 1 6 194
US risk premia under emerging markets constraints 1 1 1 2 4 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 0 0 2 202 1 1 8 555
Total Journal Articles 1 1 8 433 16 18 66 1,458

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Statistics updated 2025-09-05