6
H index
2
i10 index
78
Citations
Bruno Cara Giovannetti : Citation Profile
Fundação Getúlio Vargas (FGV) | RESEARCH PRODUCTION: 12 Articles 26 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2005 - 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 Bruno Cara Giovannetti. | Is cited by:
| Cites to:
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Main data
Where Bruno Cara Giovannetti has published?
| Journals with more than one article published | # docs |
|---|---|
| Revista Brasileira de Economia - RBE | 3 |
| Journal of Financial Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers, Department of Economics / University of São Paulo (FEA-USP) | 17 |
| Textos para discussão / FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) | 5 |
Recent works citing Bruno Cara Giovannetti (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models. (2021). Montes-Rojas, Gabriel ; Yeol, Kim Jeong ; Olmo, Jose ; Galvao, Antonio ; de Castro, Luciano ; Montesrojas, Gabriel. In: Asociación Argentina de EconomÃa PolÃtica: Working Papers. RePEc:aep:anales:4494. Full description at Econpapers || Download paper |
| 2021 | EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS. (2021). Olmo, Jose ; Kim, Jeong Yeol ; Galvao, Antonio F ; de Castro, Luciano ; Montes-Rojas, Gabriel. In: Documentos de trabajo del Instituto Interdisciplinario de EconomÃa PolÃtica (IIEP-BAIRES). RePEc:ake:iiepdt:202168. Full description at Econpapers || Download paper |
| 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 | Portfolio Selection under Median and Quantile Maximization. (2020). Kou, Steven ; Jiang, Zhaoli ; He, Xue Dong. In: Papers. RePEc:arx:papers:2008.10257. Full description at Econpapers || Download paper |
| 2021 | The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266. Full description at Econpapers || Download paper |
| 2023 | Numerical Solution of Dynamic Quantile Models. (2023). Muchon, Andre ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234. Full description at Econpapers || Download paper |
| 2022 | Exports and the demand for skilled labor in China: Do foreign ownership and trade type matter?. (2022). Tsou, Meng-Wen ; Yang, Chih-Hai. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002819. 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 |
| 2022 | COVID-19 and Tail-event Driven Network Risk in the Eurozone. (2022). Doukas, John A ; Foglia, Matteo ; Duc, Toan Luu. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001513. Full description at Econpapers || Download paper |
| 2021 | Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). BarunÃÂk, Jozef ; Ech, Frantiek ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318. Full description at Econpapers || Download paper |
| 2022 | Do people maximize quantiles?. (2022). Noussair, Charles ; Qiao, Liang ; Galvao, Antonio F ; de Castro, Luciano. In: Games and Economic Behavior. RePEc:eee:gamebe:v:132:y:2022:i:c:p:22-40. Full description at Econpapers || Download paper |
| 2022 | The kernel trick for nonlinear factor modeling. (2022). Kutateladze, Varlam. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:165-177. 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 | Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models. (2022). Olmo, Jose ; Montes-Rojas, Gabriel ; Kim, Jeong Yeol ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:97:y:2022:i:c:s2214804321001610. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | Portfolio selection in quantile decision models. (2022). Montes-Rojas, Gabriel ; Galvao, Antonio F ; de Castro, Luciano ; Olmo, Jose. In: Annals of Finance. RePEc:kap:annfin:v:18:y:2022:i:2:d:10.1007_s10436-021-00405-4. Full description at Econpapers || Download paper |
| 2021 | Does 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. Full description at Econpapers || Download paper |
| 2021 | On the factors of Bitcoin’s value at risk. (2021). Ho, JI. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00297-3. Full description at Econpapers || Download paper |
| 2022 | Static and dynamic quantile preferences. (2022). Galvao, Antonio F ; Castro, Luciano. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-021-01355-8. Full description at Econpapers || Download paper |
| 2023 | Haircuts, 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. Full description at Econpapers || Download paper |
| 2023 | Pricing 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. 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 Bruno Cara Giovannetti:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | LIBERALIZAÇÃO COMERCIAL E DEMANDA POR TRABALHO QUALIFICADO NO BRASIL In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2021 | The Contrarian Put In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Trade Liberalization and the Demand for Skilled Labor in Brazil In: EconomÃa Journal. [Full Text][Citation analysis] | article | 11 |
| 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 | |
| 2019 | The short-selling skill of institutions and individuals In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 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 | |
| 2013 | Asset pricing under quantile utility maximization In: Review of Financial Economics. [Full Text][Citation analysis] | article | 20 |
| 2012 | Asset Pricing under Quantile Utility Maximization.(2012) In: Working Papers, Department of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2013 | Asset pricing under quantile utility maximization.(2013) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2018 | Individuals neglect the informational role of prices: evidence from the stock market In: Textos para discussão. [Full Text][Citation analysis] | paper | 1 |
| 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 |
| 2006 | Medindo a fidelidade das torcidas brasileiras: uma análise econômica no futebol In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 0 |
| 2015 | Central Bank Communication Affects the Term-Structure of Interest Rates In: Revista Brasileira de Economia - RBE. [Full Text][Citation analysis] | article | 2 |
| 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 | |
| 2006 | Trade Liberalization and Demand for Skill in Brazil In: Insper Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2012 | Do Margin Requirements Affect Asset Prices? In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Testing the Effects of Short-Selling Restrictions on Asset Prices In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 2 |
| 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 |
| 2014 | Investment Grade, Asset Prices and Changes in the Source of Systematic Risk In: Working Papers, Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 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 |
| 2013 | Nonlinear Forecasting Using Factor?Augmented Models In: Journal of Forecasting. [Citation analysis] | article | 4 |
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