Fernando Chague : Citation Profile


Are you Fernando Chague?

Fundação Getúlio Vargas (FGV)

2

H index

0

i10 index

11

Citations

RESEARCH PRODUCTION:

6

Articles

16

Papers

RESEARCH ACTIVITY:

   5 years (2013 - 2018). See details.
   Cites by year: 2
   Journals where Fernando Chague has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 6 (35.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1517
   Updated: 2019-09-14    RAS profile: 2019-04-01    
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Relations with other researchers


Works with:

De-Losso, Rodrigo (24)

Giovannetti, Bruno (14)

Fernandes, Marcelo (4)

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

Is cited by:

ORNELAS, JOSE (2)

de Carvalho, Pablo (2)

Garcia Herrero, Alicia (1)

Garcia, Marcio (1)

GUPTA, RANGAN (1)

Perlin, Marcelo (1)

Medeiros, Marcelo (1)

girardin, eric (1)

Valls Pereira, Pedro (1)

Cites to:

Odean, Terrance (21)

De-Losso, Rodrigo (20)

Reed, Adam (13)

Ringgenberg, Matthew (13)

Barber, Brad (12)

Grinblatt, Mark (11)

Giovannetti, Bruno (11)

Boehmer, Ekkehart (9)

Duffie, Darrell (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)11
Textos para discusso / FGV EESP - Escola de Economia de So Paulo, Fundao Getulio Vargas (Brazil)3

Recent works citing Fernando Chague (2019 and 2018)


YearTitle of citing document
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

2018Effects of official and unofficial central bank communication on the Brazilian interest rate curve. (2018). Valls Pereira, Pedro. In: Textos para discussão. RePEc:fgv:eesptd:470.

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

2018The pricing implications of the oligopolistic securities lending market: A beneficial owner perspective. (2018). Huszar, Zsuzsa R ; Simon, Zorka. In: SAFE Working Paper Series. RePEc:zbw:safewp:215.

Full description at Econpapers || Download paper

Works by Fernando Chague:


YearTitleTypeCited
2017Forecasting the Brazilian yield curve using forward-looking variables In: International Journal of Forecasting.
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article1
2016Forecasting the Brazilian Yield Curve Using Forward-Looking Variables.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2016Forecasting the Brazilian Yield Curve Using Forward-Looking Variables.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2019The short-selling skill of institutions and individuals In: Journal of Banking & Finance.
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article0
2017Well-connected short-sellers pay lower loan fees: A market-wide analysis In: Journal of Financial Economics.
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article2
2014Short-sellers: Informed but restricted In: Journal of International Money and Finance.
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article3
2013Short-Sellers: Informed but Restricted.(2013) In: Working Papers, Department of Economics.
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This paper has another version. Agregated cites: 3
paper
2017A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US In: Textos para discussão.
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2016A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US.(2016) In: Working Papers, Department of Economics.
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This paper has another version. Agregated cites: 0
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2018Individuals neglect the informational role of prices: evidence from the stock market In: Textos para discussão.
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paper0
2018The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis In: Textos para discussão.
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2015Central Bank Communication Affects the Term-Structure of Interest Rates In: Revista Brasileira de Economia - RBE.
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article1
2017Variance Premium and Implied Volatility in a Low-Liquidity Option Market In: Revista Brasileira de Economia - RBE.
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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.
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paper0
2016Short Selling and Inside Information In: Working Papers, Department of Economics.
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2013Central Bank Communication Affects Long-Term Interest Rates In: Working Papers, Department of Economics.
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2015Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis In: Working Papers, Department of Economics.
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2016Risk premia estimation in Brazil: wait until 2041 In: Working Papers, Department of Economics.
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2017Uncovering Skilled Short-sellers In: Working Papers, Department of Economics.
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2017The Price Tag Illusion In: Working Papers, Department of Economics.
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2018Individual Investors Look at Price Tags* In: Working Papers, Department of Economics.
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