4
H index
0
i10 index
33
Citations
Fernando Chague : Citation Profile
Fundação Getúlio Vargas (FGV) | RESEARCH PRODUCTION: 8 Articles 25 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2013 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Fernando Chague. | Is cited by:
| Cites to:
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Main data
Where Fernando Chague has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Economics | 2 |
| Revista Brasileira de Economia - RBE | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers, Department of Economics / University of São Paulo (FEA-USP) | 15 |
| Textos para discussão / FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) | 6 |
Recent works citing Fernando Chague (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio. In: Working Papers. RePEc:aoz:wpaper:108. Full description at Econpapers || Download paper |
| 2021 | Tail risk and investors’ concerns: Evidence from Brazil. (2021). Freire, Gustavo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001364. Full description at Econpapers || Download paper |
| 2023 | On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic. (2023). Smajlbegovic, Esad ; Jank, Stephan ; Greppmair, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002321. Full description at Econpapers || Download paper |
| 2021 | Lottery preferences and retail short selling. (2021). Tsai, Feng-Tse ; Chang, Jung-Hsien. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001189. Full description at Econpapers || Download paper |
| 2021 | Implied volatility indices – A review. (2021). Siriopoulos, Costas ; Fassas, Athanasios P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:303-329. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2021 | The Relationship between Yield Curve and Economic Activity: An Analysis of G7 Countries. (2021). Stauvermann, Peter ; Kumar, Ronald ; Thu, Hang Thi. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:62-:d:491763. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | Short Selling: A Review of the Literature and Implications for Future Research. (2022). Hasan, Mostafa Monzur ; Habib, Ahsan ; Jiang, Haiyan. In: European Accounting Review. RePEc:taf:euract:v:31:y:2022:i:1:p:1-31. Full description at Econpapers || Download paper |
| 2021 | Short?selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting. (2021). Campos, Pablo Jose ; Haas, Jose Renato. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1745-1772. Full description at Econpapers || Download paper |
| 2021 | On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic. (2021). Smajlbegovic, Esad ; Jank, Stephan ; Greppmair, Stefan. In: Discussion Papers. RePEc:zbw:bubdps:292021. Full description at Econpapers || Download paper |
Works by Fernando Chague:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | The Contrarian Put In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Attention and Biases: Evidence from Tax-Inattentive Investors In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Attention and biases: evidence from tax-inattentive investors.(2020) In: Textos para discussão. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Attention 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 | |
| 2022 | US risk premia under emerging markets constraints In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | US Risk Premia under Emerging Markets Constraints.(2019) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Forecasting the Brazilian yield curve using forward-looking variables In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2016 | Forecasting the Brazilian Yield Curve Using Forward-Looking Variables.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2019 | The short-selling skill of institutions and individuals In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2017 | Well-connected short-sellers pay lower loan fees: A market-wide analysis In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2022 | Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark.(2020) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Short-sellers: Informed but restricted In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
| 2013 | Short-Sellers: Informed but Restricted.(2013) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2017 | A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A 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 | |
| 2018 | Individuals neglect the informational role of prices: evidence from the stock market In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Day trading for a living? In: Textos para discussão. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Central Bank Communication Affects the Term-Structure of Interest Rates In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 1 |
| 2017 | Variance Premium and Implied Volatility in a Low-Liquidity Option Market In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 3 |
| 2015 | Variance 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: 3 | paper | |
| 2016 | Forecasting the Brazilian Yield Curve Using Forward-Looking Variables In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Conditional Betas and Investor Uncertainty In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Short Selling and Inside Information In: Working Papers, Department of Economics. [Citation analysis] | paper | 2 |
| 2013 | Central Bank Communication Affects Long-Term Interest Rates In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Risk premia estimation in Brazil: wait until 2041 In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Uncovering Skilled Short-sellers In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Price Tag Illusion In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Individual Investors Look at Price Tags* In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Day trading for a living? Fernando In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team