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

6

DOWNLOADS
Rank 1,658

SSRN RANKINGS

Top 1,658

in Total Papers Downloads

22,035

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (6)

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 21,385 (136)

Abstract:

Loading...

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

2.

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

Number of pages: 63 Posted: 27 Mar 2020 Last Revised: 18 Feb 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 224 (162,425)
Citation 1

Abstract:

Loading...

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

3.

Sub-optimal trading decisions and investment biases

Fisher College of Business Working Paper No. 2019-03-022, Charles A. Dice Center Working Paper No. 2019-22
Number of pages: 62 Posted: 27 Sep 2019 Last Revised: 28 Oct 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 219 (166,629)

Abstract:

Loading...

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

4.

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 97 (318,800)

Abstract:

Loading...

Conditional CAPM, Conditional Betas, Uncertainty

5.

The Contrarian Put

Number of pages: 55 Posted: 24 Mar 2021
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 79 (361,580)

Abstract:

Loading...

retail investors, distressed firms, limits to arbitrage, behavioral biases, overpricing

6.

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 31 (542,013)
Citation 1

Abstract:

Loading...

Equity Risk premia, Asset pricing, Multi-factor model

Other Papers (1)

Total Downloads: 226
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 226 (119,790)

Abstract:

Loading...

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