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 1 2 6 36 1 4 18 123
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 1 1 2 82 2 4 6 171
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 0 5 0 0 1 23
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 0 19 0 2 3 106
Attention and biases: evidence from tax-inattentive investors 0 0 0 6 0 2 6 39
Central Bank Communication Affects Long-Term Interest Rates 0 1 1 117 0 2 6 237
Conditional Betas and Investor Uncertainty 0 0 1 31 0 0 2 100
Day trading for a living? 1 3 14 79 2 6 24 266
Day trading for a living? Fernando 0 5 25 363 6 31 160 1,500
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 3 3 8 1 6 7 51
Individual Investors Look at Price Tags* 0 0 0 9 0 0 0 62
Individuals neglect the informational role of prices: evidence from the stock market 0 1 3 58 0 1 4 182
Information Leakage from Short Sellers 0 0 7 7 1 2 13 13
Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark 0 0 2 17 0 0 2 36
Risk premia estimation in Brazil: wait until 2041 0 0 0 100 0 0 3 366
Short Selling and Inside Information 0 0 0 51 1 2 2 191
Short-Sellers: Informed but Restricted 0 0 0 48 0 2 3 121
The Contrarian Put 0 0 4 4 0 0 5 7
The Price Tag Illusion 0 0 2 69 0 1 10 259
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 0 12 0 1 4 34
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 0 0 0 19 2 6 15 111
US Risk Premia under Emerging Markets Constraints 0 0 0 20 0 0 1 61
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 1 103
Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis 0 0 0 18 0 0 1 52
Total Working Papers 3 16 70 1,266 16 72 297 4,320
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
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 0 0 0 79
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 1 4 10 152
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 10 30 0 3 27 150
Short-sellers: Informed but restricted 0 0 3 55 0 0 10 203
The short-selling skill of institutions and individuals 0 2 5 60 0 3 13 186
US risk premia under emerging markets constraints 0 1 1 1 1 2 2 4
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 18 0 0 1 63
Well-connected short-sellers pay lower loan fees: A market-wide analysis 0 0 7 200 1 2 18 543
Total Journal Articles 0 3 26 424 3 14 81 1,380


Statistics updated 2024-06-06