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 5 10 26 204
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 40 1 9 23 154
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 2 22 3 10 28 136
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 2 9 2 2 9 35
Attention and biases: evidence from tax-inattentive investors 0 0 2 9 2 4 16 59
Central Bank Communication Affects Long-Term Interest Rates 0 0 0 117 1 2 9 248
Conditional Betas and Investor Uncertainty 0 0 0 31 1 2 3 103
Day trading for a living? 1 4 17 99 48 168 256 547
Day trading for a living? Fernando 2 8 25 399 45 241 467 2,039
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 1 10 0 1 11 65
Individual Investors Look at Price Tags* 0 0 0 9 2 2 7 70
Individuals neglect the informational role of prices: evidence from the stock market 0 0 0 60 2 6 12 199
Information Leakage from Short Sellers 0 0 0 7 0 1 4 19
Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark 0 0 1 18 2 5 14 52
Risk premia estimation in Brazil: wait until 2041 0 0 0 100 1 3 5 372
Short Selling and Inside Information 0 0 0 51 1 2 8 201
Short-Sellers: Informed but Restricted 0 0 0 49 2 2 14 136
The Contrarian Put 0 0 0 6 1 5 12 23
The Price Tag Illusion 0 0 0 70 2 5 16 278
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 0 13 3 5 11 56
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 0 1 7 26 3 7 18 144
US Risk Premia under Emerging Markets Constraints 0 0 0 20 1 1 6 68
Uncovering Skilled Short-sellers 0 0 1 57 0 4 12 118
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 32 3 3 10 113
Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis 0 0 0 18 1 1 8 62
Total Working Papers 3 13 60 1,356 132 501 1,005 5,501
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 2 3 15 16
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 0 1 8 89
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 0 0 7 163
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 1 2 34 2 13 47 223
Short-sellers: Informed but restricted 0 1 2 59 3 5 16 224
The short-selling skill of institutions and individuals 0 0 1 63 0 2 11 204
US risk premia under emerging markets constraints 0 0 1 2 2 6 15 20
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 1 1 1 19 8 8 14 78
Well-connected short-sellers pay lower loan fees: A market-wide analysis 0 0 4 206 3 9 26 580
Total Journal Articles 1 3 12 444 20 47 159 1,597

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Statistics updated 2026-05-06