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 0 3 27 207
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 1 9 0 0 8 35
Attention and Biases: Evidence from Tax-Inattentive Investors 0 1 3 23 0 3 31 139
Attention and biases: evidence from tax-inattentive investors 0 0 1 9 0 1 16 60
Central Bank Communication Affects Long-Term Interest Rates 0 0 0 117 0 0 9 248
Conditional Betas and Investor Uncertainty 0 0 0 31 1 1 4 104
Day trading for a living? 2 4 19 103 60 130 379 677
Day trading for a living? Fernando 4 9 28 408 92 269 695 2,308
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 1 1 11 0 3 13 68
Individual Investors Look at Price Tags* 0 0 0 9 0 0 7 70
Individuals neglect the informational role of prices: evidence from the stock market 0 0 0 60 1 3 14 202
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 0 14 52
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 0 1 9 202
Short-Sellers: Informed but Restricted 0 0 0 49 0 0 14 136
The Contrarian Put 0 0 0 6 0 5 17 28
The Price Tag Illusion 0 0 0 70 0 2 18 280
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 0 13 0 1 12 57
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 0 1 8 27 2 6 22 150
US Risk Premia under Emerging Markets Constraints 0 0 0 20 0 0 6 68
Uncovering Skilled Short-sellers 0 0 1 57 0 1 13 119
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 32 0 4 14 117
Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis 1 1 1 19 2 2 10 64
Total Working Papers 7 17 64 1,373 158 437 1,379 5,938
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 1 1 2 2 4 7 20 23
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 0 3 11 92
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 0 3 9 166
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 1 3 35 0 2 48 225
Short-sellers: Informed but restricted 0 0 2 59 0 0 16 224
The short-selling skill of institutions and individuals 1 2 3 65 4 6 17 210
US risk premia under emerging markets constraints 0 0 1 2 1 2 17 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 0 2 28 582
Total Journal Articles 2 5 17 449 9 26 181 1,623

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07