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Central Bank communication affects the term-structure of interest rates

Chague, Fernando; De-Losso, Rodrigo; Giovannetti, Bruno; … - In: Revista brasileira de economia : RBE ; revista da … 69 (2015) 2, pp. 147-162

Persistent link: https://www.econbiz.de/10011447131

The short-selling skill of institutions and individuals

Chague, Fernando; De-Losso, Rodrigo; Giovannetti, Bruno - In: Journal of banking & finance 101 (2019), pp. 77-91

Persistent link: https://www.econbiz.de/10012162626

Well-connected short-sellers pay lower loan fees : a market-wide analysis

Chague, Fernando; De-Losso, Rodrigo; Genaro, Alan de; … - In: Journal of financial economics 123 (2017) 3, pp. 646-670

Persistent link: https://www.econbiz.de/10011751402

US risk premia under emerging markets constraints

Cavalcante Júnior, Elias; Chague, Fernando; De-Losso, … - In: Journal of empirical finance 67 (2022), pp. 217-230

Persistent link: https://www.econbiz.de/10013464392

Price transparency in OTC equity lending markets : evidence from a loan fee benchmark

Chague, Fernando; De-Losso, Rodrigo; Genaro, Alan de; … - In: Journal of financial economics 143 (2022) 1, pp. 569-592

Persistent link: https://www.econbiz.de/10013350679

Unskilled fund managers : replicating active fund performance with few ETFs

Moraes, Fernando Tassinari; Cavalcante Júnior, Elias; … - In: International review of financial analysis 78 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10013253524

Does concern about local crime affect people's trust in the police?

Sampaio, Joelson Oliveira; De-Losso, Rodrigo; Pieri, … - In: Estudos econômicos : publicação trimestral do … 49 (2019) 4, pp. 661-686

Persistent link: https://www.econbiz.de/10012199142

Does private means better? : a water and sanitation quasi-experimental design

Dassan, Arthur; Sampaio, Joelson Oliveira; Silva, … - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 6, pp. 1087-1105

Persistent link: https://www.econbiz.de/10014566994

Information Leakage from Short Sellers

Chague, Fernando D.; Giovannetti, Bruno; Herskovic, Bernard - National Bureau of Economic Research - 2023

Using granular data on the entire Brazilian securities lending market merged with all trades in the centralized stock exchange, we identify information leakage from short sellers. Our identification strategy explores trading execution mismatches between short sellers' selling activity in the...

Persistent link: https://www.econbiz.de/10014447248

Short-sellers: Informed but restricted

Chague, Fernando; De-Losso, Rodrigo; De Genaro, Alan; … - In: Journal of International Money and Finance 47 (2014) C, pp. 56-70

According to theory, the level of short-selling can predict short-run future returns through two channels. One channel relates to the demand-side of the stock lending market: short-sellers are informed. The other channel relates to the supply-side: short-sellers are restricted. Measuring the...

Persistent link: https://www.econbiz.de/10010906604