Fernando Daniel Chague

ORCID:

não disponível no Lattes


Formação:

  • Faculdade de Economia, Administração e Contabilidade - USP

    | Pós-Doutorado | 2012 - 2013

  • University of North Carolina at Chapel Hill

    Economia | Doutorado | 2007 - 2012

  • Fundação Getulio Vargas

    Economia de Empresas | Mestrado | 2005 - 2007

  • Universidade de São Paulo

    Economia | Graduação | 2001 - 2003
Laboratórios:
Nenhum laboratório cadastrado
Nuvens de Palavras:
Artigos:

(100.00% artigos com DOI)

Titulo DOI Ano
Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark 10.1016/j.jfineco.2021.05.033 2022
US risk premia under emerging markets constraints 10.1016/j.jempfin.2022.03.005 2022
retorno esperado dos COEs 10.12660/rbfin.v19n2.2021.82245 2021
Securities Lending and Short Selling 10.7819/rbgn.v22i0.4062 2020
É possível viver de day-trade em ações? 10.12660/rbfin.v18n3.2020.81949 2020
Attention-grabbing stocks and the behavior of individual investors in Brazil 10.12660/rbfin.v18n1.2020.81490 2020
The short-selling skill of institutions and individuals 10.1016/j.jbankfin.2019.02.003 2019
Well-connected short-sellers pay lower loan fees: A market-wide analysis 10.1016/j.jfineco.2016.12.011 2017
Forecasting the Brazilian yield curve using forward-looking variables 10.1016/j.ijforecast.2016.08.001 2017
Variance Premium and Implied Volatility in a Low-Liquidity Option Market 10.5935/0034-7140.20170001 2017
Central Bank Communication Affects the Term-Structure of Interest Rates 10.5935/0034-7140.20150007 2015
Short-sellers: Informed but restricted 10.1016/j.jimonfin.2014.04.001 2014
Eventos:

(0.00% eventos com DOI)

Titulo DOI Ano
Attention and Biases: Evidence from Tax-Inattentive Investors 2020
Attention and Biases: Evidence from Tax-Inattentive Investors 2020
Attention and Biases: Evidence from Tax-Inattentive Investors 2020
The effects of price transparency in OTC lending markets: Evidence from a loan fee benchmark 2020
US Risk Premia under Emerging Markets Constraints 2019
Tax-inattentive Retail Investors 2018
Individuals Neglect the Informational Role of Prices: Evidence from the Stock Market 2018
Individuals Neglect the Informational Role of Prices: Evidence from the Stock Market 2018
Tax-inattentive Retail Investors 2018
The cross-section of retail investors: tax-inattention, performance, and behavioral biases 2018
Uncovering skilled short-sellers 2017
Uncovering Skilled Short-sellers 2017
The Short-selling Skill of Institutions and Individuals 2017
The Short-selling skill of institutions and individuals 2017
The Price Tag Illusion 2017
Why different shor-sellers pay different loan fees? A Market-wide analysis 2016
Well-connected short-sellers pay lower loan fees: a market-wide analysis 2016
A Dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the us 2016
A Dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the us 2016
Forecasting the Brazilian Yield curve using forward-looking variables 2016
Well-connected short-sellers pay lower loan fees: a market-wide analysis 2016
Risk premia estimation in Brazil: wait until 2041 2016
A Volatility Index and the Volatility Premium in Brazil 2015
Conditional Betas and Investor Uncertainty 2014
Short-Selling and Inside Information 2014
Short Selling and Inside Information 2014
Short-Selling and Inside Information 2013
Conditional Betas and Investor Uncertainty 2013
Short-selling, information processing and anticipation of news events 2013
Short-sellers: informed but restricted 2013
Central bank communication affects the term-structure of interest rates 2013
The CAPM and Fama-French Models in Brazil: a Comparative Study 2008
The CAPM and Fama-French Models in Brazil: a Comparative Study 2008
The CAPM and Fama-French Models in Brazil: a Comparative Study 2008
CAPM e modelo 3 fatores 2007
Publicações:
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