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

10

DOWNLOADS
Rank 1,543

SSRN RANKINGS

Top 1,543

in Total Papers Downloads

37,526

TOTAL CITATIONS

15

Scholarly Papers (10)

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 34,333 (125)
Citation 6

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

2.

The overpricing of popular high-risk stocks

Number of pages: 56 Posted: 24 Mar 2021 Last Revised: 19 Jan 2024
Fernando Chague, Bruno Giovannetti and Bernardo Guimaraes
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 589 (97,531)
Citation 1

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overpricing, misallocation, limits to arbitrage, behavioral biases, distressed firms, speculative bubbles

3.

Counting pennies, losing pounds: Biased learning about own trading ability

Number of pages: 60 Posted: 30 Nov 2023 Last Revised: 04 Dec 2024
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and University of California, Berkeley - Haas School of Business
Downloads 584 (98,825)

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overconfidence, retail investors, counting heuristic, disposition effect

4.

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: 26 Jul 2021
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 512 (116,175)

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retail investors, sub-optimal decisions, behavioral biases, financial mistakes

5.

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

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 63 Posted: 27 Mar 2020 Last Revised: 11 May 2021
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 490 (122,726)
Citation 7

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

Information Leakage from Short Sellers

Number of pages: 61 Posted: 13 Feb 2023 Last Revised: 27 Nov 2023
Fernando Chague, Bruno Giovannetti and Bernard Herskovic
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 347 (180,459)

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short selling, securities lending, brokers, information leakage

Information Leakage from Short Sellers

NBER Working Paper No. w31927
Number of pages: 62 Posted: 11 Dec 2023
Fernando Chague, Bruno Giovannetti and Bernard Herskovic
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and University of California, Los Angeles (UCLA) - Anderson School of Management
Downloads 10 (1,276,609)
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7.

Familiarity Breeds Day Trade

Number of pages: 53 Posted: 04 Apr 2022 Last Revised: 24 May 2024
Fernando Chague, Bruno Giovannetti and Guilherme Paiva
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and Insper
Downloads 276 (231,992)

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retail investors decisions, familiarity bias, top-of-mind dominance, day trade

8.

US Risk Premia under Emerging Markets Constraints

Number of pages: 22 Posted: 09 Jun 2020
University of São Paulo (USP), 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 147 (415,841)
Citation 1

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Equity Risk premia, Asset pricing, Multi-factor model

9.

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 145 (420,345)

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Conditional CAPM, Conditional Betas, Uncertainty

10.

Distracted by Crypto

Number of pages: 50 Posted: 08 Jan 2025 Last Revised: 17 Jan 2025
Matheus C. Brito, Fernando Chague and Jefferson Colombo
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics and Sao Paulo School of Economics (FGV EESP)
Downloads 93 (584,904)

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Cryptocurrency, Retail Investors, Equity Trading, Salience, Distraction

Other Papers (1)

Total Downloads: 271
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 271 (119,790)

Abstract:

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