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 1 16 154
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 0 84 2 8 28 207
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 1 9 0 2 8 35
Attention and Biases: Evidence from Tax-Inattentive Investors 0 1 3 23 0 6 31 139
Attention and biases: evidence from tax-inattentive investors 0 0 1 9 1 3 16 60
Central Bank Communication Affects Long-Term Interest Rates 0 0 0 117 0 1 9 248
Conditional Betas and Investor Uncertainty 0 0 0 31 0 1 3 103
Day trading for a living? 2 3 19 101 42 118 325 617
Day trading for a living? Fernando 1 7 27 404 107 222 619 2,216
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 1 1 1 11 1 3 13 68
Individual Investors Look at Price Tags* 0 0 0 9 0 2 7 70
Individuals neglect the informational role of prices: evidence from the stock market 0 0 0 60 1 4 13 201
Information Leakage from Short Sellers 0 0 0 7 0 2 6 21
Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark 0 0 1 18 0 2 14 52
Risk premia estimation in Brazil: wait until 2041 0 0 0 100 0 1 5 372
Short Selling and Inside Information 0 0 0 51 1 2 9 202
Short-Sellers: Informed but Restricted 0 0 0 49 0 2 14 136
The Contrarian Put 0 0 0 6 1 6 17 28
The Price Tag Illusion 0 0 0 70 2 4 18 280
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 0 13 0 4 12 57
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 0 1 8 27 2 7 21 148
US Risk Premia under Emerging Markets Constraints 0 0 0 20 0 1 6 68
Uncovering Skilled Short-sellers 0 0 1 57 1 1 13 119
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 32 1 7 14 117
Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis 0 0 0 18 0 1 8 62
Total Working Papers 4 13 62 1,366 162 411 1,245 5,780
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 1 1 1 5 17 19
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 1 3 11 92
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 1 3 9 166
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 1 3 35 1 4 48 225
Short-sellers: Informed but restricted 0 0 2 59 0 3 16 224
The short-selling skill of institutions and individuals 0 1 2 64 0 2 13 206
US risk premia under emerging markets constraints 0 0 1 2 0 3 16 21
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 1 1 19 1 9 15 79
Well-connected short-sellers pay lower loan fees: A market-wide analysis 1 1 5 207 2 5 28 582
Total Journal Articles 1 4 15 447 7 37 173 1,614


Statistics updated 2026-07-10