Fernando Chague

Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics

Assistant Professor

Rua Itapeva 474

São Paulo, São Paulo 01332-000

Brazil

http://https://sites.google.com/site/fchague/

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 2,043

in Total Papers Downloads

17,276

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Day Trading for a Living?

Number of pages: 9 Posted: 22 Jul 2019 Last Revised: 15 Jun 2020
Fernando Chague, Rodrigo De-Losso and Bruno Giovannetti
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 16,948 (185)

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day trade, day trading for a living, retail investors, HFT, course providers, futures market

2.

Attention and Biases: Evidence from Tax-Inattentive Investors

Fisher College of Business Working Paper No. 2019-03-022, Charles A. Dice Center Working Paper No. 2019-22
Number of pages: 64 Posted: 27 Sep 2019 Last Revised: 23 Jul 2020
Ohio State University (OSU) - Department of Finance, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 130 (239,553)
Citation 1

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retail investors, behavioral inattention, stock-picking performance, behavioral biases, heuristics, bunching, financial mistakes

3.

Conditional Betas and Investor Uncertainty

Number of pages: 43 Posted: 24 Jul 2013
Fernando Chague
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 94 (300,947)

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Conditional CAPM, Conditional Betas, Uncertainty

4.

Price Transparency in OTC Equity Lending Markets: Evidence From a Loan Fee Benchmark

Number of pages: 53 Posted: 27 Mar 2020
University of Sao Paulo (USP), Faculty of Economics, Administration and Accounting (FEA), Students, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 85 (320,619)

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price transparency, OTC markets, benchmarks, equity lending, search costs

5.

US Risk Premia under Emerging Markets Constraints

Number of pages: 22 Posted: 09 Jun 2020
University of São Paulo (USP) - Department of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 19 (574,279)

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Equity Risk premia, Asset pricing, Multi-factor model

Other Papers (1)

Total Downloads: 222
1.

Well-Connected Short-Sellers Pay Lower Loan Fees: A Market-Wide Analysis

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 75 Posted: 29 Jul 2015 Last Revised: 19 Sep 2019
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 222 (119,790)

Abstract:

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loan fees, search-costs, lending market, short-selling restrictions