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 1 3 12 186
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 40 0 1 11 139
Attention and Biases: Evidence from Tax-Inattentive Investors 1 1 2 9 1 2 3 29
Attention and Biases: Evidence from Tax-Inattentive Investors 0 1 1 21 1 2 5 112
Attention and biases: evidence from tax-inattentive investors 0 1 2 9 2 6 8 50
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? 1 6 8 90 7 23 47 326
Day trading for a living? Fernando 1 4 17 387 23 49 142 1,680
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 2 10 0 1 6 58
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 5 190
Information Leakage from Short Sellers 0 0 0 7 0 1 1 16
Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark 0 1 1 18 1 2 2 40
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 3 11
The Price Tag Illusion 0 0 1 70 0 3 5 266
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 0 13 0 0 3 45
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 1 4 5 24 1 5 13 134
US Risk Premia under Emerging Markets Constraints 0 0 0 20 2 4 5 66
Uncovering Skilled Short-sellers 0 0 1 57 0 0 1 107
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 32 1 1 1 104
Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis 0 0 0 18 0 1 3 55
Total Working Papers 4 18 46 1,332 40 105 282 4,698
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 2 4 8 9
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 1 1 3 83
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 1 5 8 163
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 1 2 33 6 19 41 202
Short-sellers: Informed but restricted 0 1 3 58 2 5 9 213
The short-selling skill of institutions and individuals 0 1 2 63 1 3 6 197
US risk premia under emerging markets constraints 0 0 1 2 0 1 6 10
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 18 1 2 2 66
Well-connected short-sellers pay lower loan fees: A market-wide analysis 1 4 5 206 4 10 17 565
Total Journal Articles 1 7 13 440 18 50 100 1,508

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Statistics updated 2025-12-06