Bruno Cara Giovannetti : Citation Profile


Are you Bruno Cara Giovannetti?

Fundação Getúlio Vargas (FGV)

4

H index

1

i10 index

39

Citations

RESEARCH PRODUCTION:

9

Articles

21

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 2
   Journals where Bruno Cara Giovannetti has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 7 (15.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi356
   Updated: 2020-02-08    RAS profile: 2020-01-13    
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Relations with other researchers


Works with:

De-Losso, Rodrigo (32)

Chague, Fernando (18)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bruno Cara Giovannetti.

Is cited by:

De-Losso, Rodrigo (6)

Kaplan, David (3)

Vivarelli, Marco (3)

Hamermesh, Daniel (3)

van Dijk, Dick (2)

de Carvalho, Pablo (2)

Amiti, Mary (2)

ORNELAS, JOSE (2)

Menezes-Filho, Naercio (2)

Exterkate, Peter (2)

Groenen, Patrick (2)

Cites to:

De-Losso, Rodrigo (20)

Odean, Terrance (18)

Reed, Adam (13)

Barber, Brad (13)

Ringgenberg, Matthew (13)

Grinblatt, Mark (12)

Duffie, Darrell (10)

Pedersen, Lasse (10)

Boehmer, Ekkehart (9)

Chague, Fernando (9)

Keloharju, Matti (8)

Main data


Where Bruno Cara Giovannetti has published?


Journals with more than one article published# docs
Revista Brasileira de Economia - RBE3

Working Papers Series with more than one paper published# docs
Working Papers, Department of Economics / University of So Paulo (FEA-USP)16
Textos para discusso / FGV EESP - Escola de Economia de So Paulo, Fundao Getulio Vargas (Brazil)2

Recent works citing Bruno Cara Giovannetti (2019 and 2018)


YearTitle of citing document
2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436.

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2019Smoothed GMM for quantile models. (2019). Liu, Xin ; Kaplan, David M ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:121-144.

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

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

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.

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2018Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations. (2018). Kaplan, David ; Galvao, Antonio F ; de Castro, Luciano. In: Working Papers. RePEc:umc:wpaper:1710.

Full description at Econpapers || Download paper

2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Working Papers. RePEc:umc:wpaper:1803.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by Bruno Cara Giovannetti:


YearTitleTypeCited
2005LIBERALIZAÇÃO COMERCIAL E DEMANDA POR TRABALHO QUALIFICADO NO BRASIL In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting].
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paper0
2006Trade Liberalization and the Demand for Skilled Labor in Brazil In: Economía Journal.
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article7
2019Attention and Biases: Evidence from Tax-Inattentive Investors In: Working Paper Series.
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paper0
2019Attention and Biases: Evidence from Tax-Inattentive Investors.(2019) In: Working Papers, Department of Economics.
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paper
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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article3
2014Short-sellers: Informed but restricted In: Journal of International Money and Finance.
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article4
2013Short-Sellers: Informed but Restricted.(2013) In: Working Papers, Department of Economics.
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This paper has another version. Agregated cites: 4
paper
2013Asset pricing under quantile utility maximization In: Review of Financial Economics.
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article6
2012Asset Pricing under Quantile Utility Maximization.(2012) In: Working Papers, Department of Economics.
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This paper has another version. Agregated cites: 6
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2018Individuals neglect the informational role of prices: evidence from the stock market In: Textos para discussão.
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2018The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis In: Textos para discussão.
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2006Medindo a fidelidade das torcidas brasileiras: uma análise econômica no futebol In: Revista Brasileira de Economia - RBE.
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article0
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
2006Trade Liberalization and Demand for Skill in Brazil In: Insper Working Papers.
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2012Do Margin Requirements Affect Asset Prices? In: Working Papers, Department of Economics.
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2012Testing the Effects of Short-Selling Restrictions on Asset Prices In: Working Papers, Department of Economics.
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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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2014Investment Grade, Asset Prices and Changes in the Source of Systematic Risk 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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2019US Risk Premia under Emerging Markets Constraints In: Working Papers, Department of Economics.
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2019Day trading for a living? Fernando In: Working Papers, Department of Economics.
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2013Nonlinear Forecasting Using Factor‐Augmented Models In: Journal of Forecasting.
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