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 | 49 | 2017 |
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 | 33 | 2017 |
Day trading for a living? F Chague, R De-Losso, B Giovannetti Available at SSRN 3423101, 2020 | 30 | 2020 |
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 | 27 | 2014 |
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 | 23* | 2015 |
Forecasting the Brazilian yield curve using forward-looking variables F Vieira, M Fernandes, F Chague International Journal of Forecasting 33 (1), 121-131, 2017 | 21 | 2017 |
The CAPM and Fama-French models in Brazil: A comparative study FD Chague | 21 | 2007 |
É possível viver de day-trade em ações? F Chague, B Giovannetti Brazilian Review of Finance 18 (3), 1-4, 2020 | 20 | 2020 |
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 | 18 | 2019 |
Attention and biases: Evidence from tax-inattentive investors J Birru, F Chague, R De-Losso, B Giovannetti Management Science 70 (10), 7101-7119, 2024 | 11 | 2024 |
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 | 10 | 2022 |
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 | 10 | 2018 |
Securities Lending and Short Selling F Chague, B Giovannetti, RD Losso, AD Genaro Revista Brasileira de Gestão de Negócios 22 (spe), 501-517, 2020 | 2 | 2020 |
The Price Tag Illusion F Chague, R De-Losso, B Giovannetti Working Papers, Department of Economics, 2017 | 1 | 2017 |
The CAPM and Fama-French Models in Brazil FD Chague, RDLS Bueno | 1 | 2007 |
Conditional betas: asymmetric responses to good and bad news F Chague V Working paper, 2011 | | 2011 |