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 40 1 12 23 153
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US 0 0 1 84 0 12 22 199
Attention and Biases: Evidence from Tax-Inattentive Investors 0 1 2 22 2 19 25 133
Attention and Biases: Evidence from Tax-Inattentive Investors 0 0 2 9 0 3 7 33
Attention and biases: evidence from tax-inattentive investors 0 0 2 9 2 5 14 57
Central Bank Communication Affects Long-Term Interest Rates 0 0 0 117 1 7 8 247
Conditional Betas and Investor Uncertainty 0 0 0 31 0 2 2 102
Day trading for a living? 1 4 16 98 97 142 209 499
Day trading for a living? Fernando 2 9 25 397 126 245 431 1,994
Forecasting the Brazilian Yield Curve Using Forward-Looking Variables 0 0 1 10 1 7 12 65
Individual Investors Look at Price Tags* 0 0 0 9 0 4 5 68
Individuals neglect the informational role of prices: evidence from the stock market 0 0 1 60 1 6 11 197
Information Leakage from Short Sellers 0 0 0 7 1 3 4 19
Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark 0 0 1 18 1 9 12 50
Risk premia estimation in Brazil: wait until 2041 0 0 0 100 1 3 4 371
Short Selling and Inside Information 0 0 0 51 0 6 7 200
Short-Sellers: Informed but Restricted 0 0 0 49 0 5 12 134
The Contrarian Put 0 0 1 6 1 10 13 22
The Price Tag Illusion 0 0 0 70 0 8 14 276
The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 0 0 0 13 1 8 8 53
The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis 0 1 7 26 0 5 17 141
US Risk Premia under Emerging Markets Constraints 0 0 0 20 0 0 5 67
Uncovering Skilled Short-sellers 0 0 1 57 1 7 12 118
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 32 0 4 7 110
Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis 0 0 0 18 0 4 7 61
Total Working Papers 3 15 61 1,353 237 536 891 5,369
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 1 1 1 3 13 14
Central Bank Communication Affects the Term-Structure of Interest Rates 0 0 0 28 0 4 8 89
Forecasting the Brazilian yield curve using forward-looking variables 0 0 0 32 0 0 7 163
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 1 1 2 34 2 17 47 221
Short-sellers: Informed but restricted 1 1 2 59 1 6 13 221
The short-selling skill of institutions and individuals 0 0 1 63 1 5 11 204
US risk premia under emerging markets constraints 0 0 1 2 0 5 13 18
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 0 0 0 18 0 2 6 70
Well-connected short-sellers pay lower loan fees: A market-wide analysis 0 0 4 206 2 9 24 577
Total Journal Articles 2 2 11 443 7 51 142 1,577

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 2026-04-09