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 7 9 19 194
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 40 4 6 17 145
Attention and Biases: Evidence from Tax-Inattentive Investors 0 1 2 9 3 5 7 33
Attention and Biases: Evidence from Tax-Inattentive Investors 1 1 2 22 12 15 18 126
Attention and biases: evidence from tax-inattentive investors 0 0 2 9 3 7 12 55
Central Bank Communication Affects Long-Term Interest Rates 0 0 0 117 6 7 7 246
Conditional Betas and Investor Uncertainty 0 0 0 31 1 1 1 101
Day trading for a living? 1 6 13 95 22 60 96 379
Day trading for a living? Fernando 3 5 21 391 49 141 248 1,798
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 2 10 6 6 12 64
Individual Investors Look at Price Tags* 0 0 0 9 4 5 6 68
Individuals neglect the informational role of prices: evidence from the stock market 0 0 1 60 2 3 8 193
Information Leakage from Short Sellers 0 0 0 7 2 2 3 18
Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark 0 0 1 18 6 8 9 47
Risk premia estimation in Brazil: wait until 2041 0 0 0 100 1 2 2 369
Short Selling and Inside Information 0 0 0 51 5 6 7 199
Short-Sellers: Informed but Restricted 0 0 1 49 5 12 13 134
The Contrarian Put 0 0 2 6 6 7 10 18
The Price Tag Illusion 0 0 1 70 5 7 12 273
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 0 13 6 6 6 51
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 0 2 6 25 1 4 15 137
US Risk Premia under Emerging Markets Constraints 0 0 0 20 0 3 6 67
Uncovering Skilled Short-sellers 0 0 1 57 3 7 8 114
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 32 4 7 7 110
Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis 0 0 0 18 4 6 8 61
Total Working Papers 5 15 57 1,343 167 342 557 5,000
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 1 1 1 2 6 12 13
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 3 6 7 88
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 0 1 8 163
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 2 33 6 14 43 210
Short-sellers: Informed but restricted 0 0 2 58 4 8 12 219
The short-selling skill of institutions and individuals 0 0 1 63 3 6 10 202
US risk premia under emerging markets constraints 0 0 1 2 1 4 10 14
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 18 2 5 6 70
Well-connected short-sellers pay lower loan fees: A market-wide analysis 0 1 4 206 3 10 19 571
Total Journal Articles 0 2 11 441 24 60 127 1,550

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Statistics updated 2026-02-12