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 7 11 138
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 1 1 84 1 2 8 180
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 1 20 0 0 2 108
Attention and Biases: Evidence from Tax-Inattentive Investors 0 1 3 8 0 1 3 27
Attention and biases: evidence from tax-inattentive investors 0 1 2 8 0 1 4 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? 2 2 5 84 6 7 30 298
Day trading for a living? Fernando 3 6 15 380 16 41 99 1,613
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 1 2 10 0 1 4 55
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 0 1 5 188
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 2 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 0 0 1 262
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 1 13 0 0 10 45
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 0 0 0 19 1 2 14 128
US Risk Premia under Emerging Markets Constraints 0 0 0 20 0 0 1 62
Uncovering Skilled Short-sellers 0 0 0 56 0 0 0 106
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 13 37 1,309 24 63 208 4,559
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 1 2 3 3
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 0 0 2 81
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 0 1 5 157
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 2 32 0 1 27 177
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 0 0 5 193
US risk premia under emerging markets constraints 0 0 0 1 0 0 1 5
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 18 0 0 1 64
Well-connected short-sellers pay lower loan fees: A market-wide analysis 0 0 2 202 0 0 8 554
Total Journal Articles 0 0 7 432 1 4 57 1,442


Statistics updated 2025-08-05