Similar Search Results - EconBiz

Does the lending rate impact ETF's prices?

Genaro, Alan de; Avellaneda, Marco - In: Brazilian review of econometrics : BRE ; the review of … 38 (2018) 2, pp. 287-319

Persistent link: https://www.econbiz.de/10012129515

Estimating "hedge and auction" liquidation costs in central counterparties : a closeout risk approach

Vicente, Luis A. B. G.; Cerezetti, Fernando; Genaro, Alan de - In: The journal of financial market infrastructures 6 (2017) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10011779047

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

Asset pricing under quantile utility maximization

Giovannetti, Bruno - 2012

Persistent link: https://www.econbiz.de/10009697994

Nonlinear forecasting using factor-augmented models

Giovannetti, Bruno - In: Journal of forecasting 32 (2013) 1, pp. 32-40

Persistent link: https://www.econbiz.de/10009758729

Essays on asset pricing and downside risk

Giovannetti, Bruno - 2011

Persistent link: https://www.econbiz.de/10011949356

Asset pricing under quantile utility maximization

Giovannetti, Bruno - In: Review of financial economics : RFE 22 (2013) 4, pp. 169-179

Persistent link: https://www.econbiz.de/10010442730

Medindo a fidelidade das torcidas brasileiras : uma análise econômica no futebol

Giovannetti, Bruno; Rocha, Bruno de Paula; Sanches, … - In: Revista brasileira de economia : RBE ; revista da … 60 (2006) 4, pp. 389-406

Persistent link: https://www.econbiz.de/10003423442

Trade liberalization and the demand for skilled labor in Brazil

Giovannetti, Bruno; Menezes-Filho, Naérico - In: Economia : journal of the Latin American and Caribbean … 7 (2006/07) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10003507120

Do margin requirements affect asset prices?

Giovannetti, Bruno; Martins, Guilherme B. - 2012

Persistent link: https://www.econbiz.de/10009697907

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