Fernando Chague : Citation Profile


Are you Fernando Chague?

Fundação Getúlio Vargas (FGV)

4

H index

0

i10 index

36

Citations

RESEARCH PRODUCTION:

8

Articles

25

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 4
   Journals where Fernando Chague has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 11 (23.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1517
   Updated: 2023-08-19    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Giovannetti, Bruno (19)

De-Losso, Rodrigo (17)

Fernandes, Marcelo (2)

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 (5)

ORNELAS, JOSE (4)

de Carvalho, Pablo (2)

Smajlbegovic, Esad (2)

Siriopoulos, Costas (1)

Fernandes, Marcelo (1)

Perlin, Marcelo (1)

Carrasco, Carlos (1)

Fassas, Athanasios (1)

girardin, eric (1)

Garcia, Marcio (1)

Cites to:

Reed, Adam (20)

Odean, Terrance (20)

Ringgenberg, Matthew (19)

Giovannetti, Bruno (17)

De-Losso, Rodrigo (16)

Barber, Brad (15)

Boehmer, Ekkehart (12)

Grinblatt, Mark (12)

Duffie, Darrell (12)

Engelberg, Joseph (11)

Pedersen, Lasse (9)

Main data


Where Fernando Chague has published?


Journals with more than one article published# docs
Revista Brasileira de Economia - RBE2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Working Papers, Department of Economics / University of So Paulo (FEA-USP)15
Textos para discusso / FGV EESP - Escola de Economia de So Paulo, Fundao Getulio Vargas (Brazil)6

Recent works citing Fernando Chague (2022 and 2021)


YearTitle of citing document
2022Out 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.

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2021Tail 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.

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2023On 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.

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2021Lottery 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.

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2021Implied 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.

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2022.

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2021The 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.

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2022.

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2021Does the use of a big data variable improve monetary policy estimates? Evidence from Mexico. (2021). Carrasco, Carlos ; Jacques-Osuna, Daniel Alejandro ; Garza-Rodrguez, Gonzalo Adolfo ; Delgado-De, Luis Alberto ; Mgica-Lara, Alejandro. In: Economics and Business Letters. RePEc:ove:journl:aid:15253.

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2023Haircuts, interest rates, and credit cycles. (2023). Xie, Chengbo ; Liu, Zehao. In: Economic Theory. RePEc:spr:joecth:v:76:y:2023:i:1:d:10.1007_s00199-022-01447-z.

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2023Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?. (2023). Figueiredo, Antonio Carlos ; Vereda, Luciano ; Klotzle, Marcelo Cabus ; Gea, Cristiane. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00400-5.

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2022Short 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.

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2021Short?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.

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2021On 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.

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Works by Fernando Chague:


YearTitleTypeCited
2021The Contrarian Put In: Discussion Papers.
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2019Attention and Biases: Evidence from Tax-Inattentive Investors In: Working Paper Series.
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2020Attention and biases: evidence from tax-inattentive investors.(2020) In: Textos para discussão.
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This paper has another version. Agregated cites: 0
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2019Attention and Biases: Evidence from Tax-Inattentive Investors.(2019) In: Working Papers, Department of Economics.
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This paper has another version. Agregated cites: 0
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2022US risk premia under emerging markets constraints In: Journal of Empirical Finance.
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article2
2019US Risk Premia under Emerging Markets Constraints.(2019) In: Working Papers, Department of Economics.
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This paper has another version. Agregated cites: 2
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2017Forecasting the Brazilian yield curve using forward-looking variables In: International Journal of Forecasting.
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article4
2016Forecasting the Brazilian Yield Curve Using Forward-Looking Variables.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 4
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2019The short-selling skill of institutions and individuals In: Journal of Banking & Finance.
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article6
2017Well-connected short-sellers pay lower loan fees: A market-wide analysis In: Journal of Financial Economics.
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article7
2022Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark In: Journal of Financial Economics.
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article0
2020Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark.(2020) In: Working Papers, Department of Economics.
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This paper has another version. Agregated cites: 0
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2014Short-sellers: Informed but restricted In: Journal of International Money and Finance.
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article6
2013Short-Sellers: Informed but Restricted.(2013) In: Working Papers, Department of Economics.
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This paper has another version. Agregated cites: 6
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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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2018The short-selling skill of institutions and individuals: a market-wide and out-of-sample analysis In: Textos para discussão.
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2020The effects of price transparency in OTC equity lending markets: Evidence from a loan fee benchmark In: Textos para discussão.
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2020Day trading for a living? 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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article2
2017Variance Premium and Implied Volatility in a Low-Liquidity Option Market In: Revista Brasileira de Economia - RBE.
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article3
2015Variance Premium and Implied Volatility in a Low-Liquidity Option Market.(2015) In: Working Papers, Department of Economics.
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This paper has another version. Agregated cites: 3
paper
2016Forecasting the Brazilian Yield Curve Using Forward-Looking Variables In: Working Papers.
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2013Conditional Betas and Investor Uncertainty 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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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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2019Day trading for a living? Fernando In: Working Papers, Department of Economics.
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