Fernando Chague : Citation Profile


Are you Fernando Chague?

Fundação Getúlio Vargas (FGV)

2

H index

0

i10 index

17

Citations

RESEARCH PRODUCTION:

6

Articles

20

Papers

RESEARCH ACTIVITY:

   6 years (2013 - 2019). See details.
   Cites by year: 2
   Journals where Fernando Chague has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 7 (29.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1517
   Updated: 2020-09-14    RAS profile: 2020-01-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

De-Losso, Rodrigo (30)

Giovannetti, Bruno (17)

Fernandes, Marcelo (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fernando Chague.

Is cited by:

De-Losso, Rodrigo (10)

Giovannetti, Bruno (3)

de Carvalho, Pablo (2)

ORNELAS, JOSE (2)

Medeiros, Marcelo (1)

Valls Pereira, Pedro (1)

Garcia, Marcio (1)

Porras Prado, Melissa (1)

Perlin, Marcelo (1)

girardin, eric (1)

GUPTA, RANGAN (1)

Cites to:

De-Losso, Rodrigo (20)

Odean, Terrance (18)

Reed, Adam (13)

Ringgenberg, Matthew (13)

Barber, Brad (13)

Giovannetti, Bruno (11)

Grinblatt, Mark (11)

Duffie, Darrell (9)

Boehmer, Ekkehart (9)

Keloharju, Matti (8)

Ang, Andrew (8)

Main data


Where Fernando Chague has published?


Journals with more than one article published# docs
Revista Brasileira de Economia - RBE2

Working Papers Series with more than one paper published# docs
Working Papers, Department of Economics / University of So Paulo (FEA-USP)14
Textos para discusso / FGV EESP - Escola de Economia de So Paulo, Fundao Getulio Vargas (Brazil)3

Recent works citing Fernando Chague (2020 and 2019)


YearTitle of citing document
2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4.

Full description at Econpapers || Download paper

2019An analysis of over-the-counter and centralized stock lending markets. (2019). Prado, Melissa Porras ; Huszar, Zsuzsa R. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:31-53.

Full description at Econpapers || Download paper

2020Attention and biases: evidence from tax-inattentive investors. (2020). Giovannetti, Bruno ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Birru, Justin ; Chague, Fernando. In: Textos para discussão. RePEc:fgv:eesptd:523.

Full description at Econpapers || Download paper

2020The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark. (2020). Giovannetti, Bruno ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Cereda, Fabio Saia ; Genaro, Alan ; Chague, Fernando. In: Textos para discussão. RePEc:fgv:eesptd:524.

Full description at Econpapers || Download paper

2019Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Torrent, Hudson S ; Suleman, Tahir ; Caldeira, Joao F. In: Working Papers. RePEc:pre:wpaper:201911.

Full description at Econpapers || Download paper

2019Short Selling, the supply side: are lenders price makers?. (2019). De-Losso, Rodrigo ; Bueno, Rodrigo ; Casula, Daniel Sales. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2019wpecon53.

Full description at Econpapers || Download paper

Works by Fernando Chague:


YearTitleTypeCited
2019Attention and Biases: Evidence from Tax-Inattentive Investors In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Attention and Biases: Evidence from Tax-Inattentive Investors.(2019) In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Forecasting the Brazilian yield curve using forward-looking variables In: International Journal of Forecasting.
[Full Text][Citation analysis]
article2
2016Forecasting the Brazilian Yield Curve Using Forward-Looking Variables.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Forecasting the Brazilian Yield Curve Using Forward-Looking Variables.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2019The short-selling skill of institutions and individuals In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1
2017Well-connected short-sellers pay lower loan fees: A market-wide analysis In: Journal of Financial Economics.
[Full Text][Citation analysis]
article4
2014Short-sellers: Informed but restricted In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article4
2013Short-Sellers: Informed but Restricted.(2013) In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2017A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US In: Textos para discussão.
[Full Text][Citation analysis]
paper0
2016A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US.(2016) In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Individuals neglect the informational role of prices: evidence from the stock market In: Textos para discussão.
[Full Text][Citation analysis]
paper1
2018The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis In: Textos para discussão.
[Full Text][Citation analysis]
paper0
2015Central Bank Communication Affects the Term-Structure of Interest Rates In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]
article1
2017Variance Premium and Implied Volatility in a Low-Liquidity Option Market In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]
article1
2015Variance Premium and Implied Volatility in a Low-Liquidity Option Market.(2015) In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Conditional Betas and Investor Uncertainty In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
paper0
2016Short Selling and Inside Information In: Working Papers, Department of Economics.
[Citation analysis]
paper1
2013Central Bank Communication Affects Long-Term Interest Rates In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
paper2
2015Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
paper0
2016Risk premia estimation in Brazil: wait until 2041 In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
paper0
2017Uncovering Skilled Short-sellers In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
paper0
2017The Price Tag Illusion In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
paper0
2018Individual Investors Look at Price Tags* In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
paper0
2019US Risk Premia under Emerging Markets Constraints In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
paper0
2019Day trading for a living? Fernando In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team