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 5 39 1 2 9 130
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 2 83 1 2 9 177
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 2 7 0 0 3 26
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 1 20 0 0 4 108
Attention and biases: evidence from tax-inattentive investors 0 0 1 7 0 1 6 43
Central Bank Communication Affects Long-Term Interest Rates 0 0 1 117 0 2 3 239
Conditional Betas and Investor Uncertainty 0 0 0 31 0 0 0 100
Day trading for a living? 0 0 5 82 3 10 28 290
Day trading for a living? Fernando 2 2 12 372 8 18 82 1,563
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 1 1 2 9 1 1 5 53
Individual Investors Look at Price Tags* 0 0 0 9 1 1 1 63
Individuals neglect the informational role of prices: evidence from the stock market 0 0 1 59 0 1 4 186
Information Leakage from Short Sellers 0 0 0 7 0 0 3 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 1 4 193
Short-Sellers: Informed but Restricted 1 1 1 49 1 1 1 122
The Contrarian Put 0 1 1 5 0 1 2 9
The Price Tag Illusion 0 1 1 70 0 1 4 262
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 1 13 0 3 11 45
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 0 0 0 19 0 3 17 124
US Risk Premia under Emerging Markets Constraints 0 0 0 20 0 1 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 2 2 54
Total Working Papers 4 6 36 1,292 16 51 202 4,478
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 0 0 1 1
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 1 1 5 156
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 1 1 2 32 5 13 25 174
Short-sellers: Informed but restricted 1 1 2 57 1 2 5 208
The short-selling skill of institutions and individuals 0 1 4 62 0 2 9 193
US risk premia under emerging markets constraints 0 0 0 1 0 1 2 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 3 11 553
Total Journal Articles 2 3 10 432 7 22 61 1,435

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Statistics updated 2025-04-04