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 0 40 0 0 16 154
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 0 84 2 4 26 209
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 1 9 2 2 10 37
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 3 23 1 1 30 140
Attention and biases: evidence from tax-inattentive investors 0 0 1 9 1 2 17 61
Central Bank Communication Affects Long-Term Interest Rates 0 0 0 117 1 1 10 249
Conditional Betas and Investor Uncertainty 0 0 0 31 0 1 4 104
Day trading for a living? 6 10 25 109 93 195 467 770
Day trading for a living? Fernando 4 9 29 412 153 352 830 2,461
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 1 1 11 0 1 11 68
Individual Investors Look at Price Tags* 1 1 1 10 1 1 8 71
Individuals neglect the informational role of prices: evidence from the stock market 0 0 0 60 3 5 16 205
Information Leakage from Short Sellers 0 0 0 7 1 1 7 22
Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark 1 1 2 19 3 3 17 55
Risk premia estimation in Brazil: wait until 2041 0 0 0 100 0 0 5 372
Short Selling and Inside Information 0 0 0 51 1 2 10 203
Short-Sellers: Informed but Restricted 0 0 0 49 1 1 15 137
The Contrarian Put 0 0 0 6 1 2 18 29
The Price Tag Illusion 0 0 0 70 0 2 17 280
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 0 13 2 2 14 59
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 0 0 7 27 1 5 22 151
US Risk Premia under Emerging Markets Constraints 0 0 0 20 0 0 6 68
Uncovering Skilled Short-sellers 0 0 0 57 0 1 12 119
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 32 0 1 14 117
Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis 0 1 1 19 1 3 11 65
Total Working Papers 12 23 71 1,385 268 588 1,613 6,206
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 2 2 4 9 22 27
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 2 3 12 94
Familiarity breeds day trade 1 1 1 1 3 5 7 7
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 1 2 9 167
Lucky Investors Trade More: Evidence ffrom a Large and Salient Exogenous Price Shock 0 0 0 0 0 0 0 0
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 1 1 4 36 4 5 46 229
Short-sellers: Informed but restricted 0 0 2 59 0 0 16 224
The short-selling skill of institutions and individuals 0 1 3 65 0 4 16 210
US risk premia under emerging markets constraints 0 0 0 2 0 1 13 22
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 1 19 0 1 15 79
Well-connected short-sellers pay lower loan fees: A market-wide analysis 0 1 5 207 3 5 30 585
Total Journal Articles 2 5 18 451 17 35 186 1,644

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Statistics updated 2026-09-10