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Fernando Chague
Fernando Chague
São Paulo School of Economics - FGV/EESP
Verified email at fgv.br - Homepage
Title
Cited by
Cited by
Year
Well connected short-sellers pay lower loan fees: a Market-wide analysis
F Chague, R De-Losso, A De Genaro, B Giovannetti
Journal of Financial Economics, 2017
492017
Variance premium and implied volatility in a low-liquidity option market
E Astorino, F Chague, BC Giovannetti, ME da Silva
Revista Brasileira de Economia 71 (1), 3-28, 2017
332017
Day trading for a living?
F Chague, R De-Losso, B Giovannetti
Available at SSRN 3423101, 2020
312020
Short-sellers: Informed but restricted
F Chague, R De-Losso, A De Genaro, B Giovannetti
Journal of International Money and Finance 47, 56-70, 2014
272014
Central bank communication affects the term-structure of interest rates
F Chague, R De-Losso, B Giovannetti, P Manoel
Revista Brasileira de Economia 69, 147-162, 2015
22*2015
The CAPM and Fama-French models in Brazil: A comparative study
FD Chague
212007
The short-selling skill of institutions and individuals: a Market-wide and out-of-sample analysis
FD Chague, R De-Losso, B Giovannetti
Journal of Banking & Finance 101, 77–91, 2019
202019
Forecasting the Brazilian yield curve using forward-looking variables
F Vieira, M Fernandes, F Chague
International Journal of Forecasting 33 (1), 121-131, 2017
202017
É possível viver de day-trade em ações?
F Chague, B Giovannetti
Brazilian Review of Finance 18 (3), 1-4, 2020
192020
Attention and biases: Evidence from tax-inattentive investors
J Birru, F Chague, R De-Losso, B Giovannetti
Management Science 70 (10), 7101-7119, 2024
132024
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark
F Cereda, F Chague, R De-Losso, A Genaro, B Giovannetti
Journal of Financial Economics 143 (1), 569-592, 2022
102022
Individuals neglect the informational role of prices: Evidence from the stock market
F Chague, R De-Losso, BC Giovannetti
Escola de Economia de São Paulo da Fundação Getulio Vargas, 2018
102018
É possível viver de day-trading
F Chague, B Giovannetti
Relatório CVM, 23, 2019
62019
O retorno esperado dos COEs
O Bitu, F Chague, B Giovannetti, T Hamdan
Brazilian Review of Finance 19 (2), 1-26, 2021
32021
Day-trading stocks for a living?/E possivel viver de day-trade em acoes?
F Chague, B Giovannetti
Revista Brasileira de Financas 18 (3), 1-5, 2020
32020
The CAPM and Fama-French Models in Brazil
FD Chague, RDLS Bueno
32007
Information Leakage from Short Sellers
FD Chague, B Giovannetti, B Herskovic
National Bureau of Economic Research, 2023
22023
US risk premia under emerging markets constraints
E Cavalcante-Filho, F Chague, R De-Losso, B Giovannetti
Journal of Empirical Finance 67, 217-230, 2022
22022
Securities Lending and Short Selling
F Chague, B Giovannetti, RD Losso, AD Genaro
Revista Brasileira de Gestão de Negócios 22 (spe), 501-517, 2020
22020
Attention-grabbing stocks and the behavior of individual investors in Brazil
F Chague, B Giovannetti, A Silva
Brazilian Review of Finance 18 (1), 1-22, 2020
22020
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Articles 1–20