CHAGUE, Fernando

Education: 

Ph.D. - University of North Carolina

Research Areas: 

  • Financial Economics
  • Asset Pricing

E-mail: 

Selected publications: 

Well-Connected Short-Sellers Pay Lower Loan Fees: A Market-Wide Analysis (with A. De Genaro and B. Giovannetti), Journal of Financial Economics, 123, 646-670 (2017).

Forecasting the Brazilian Yield Curve Using Forward-Looking Variables (with F, Araújo and M. Fernandes), International Journal of Forecasting, 33, 121-131 (2017).

Short-Sellers: Informed but Restricted (with R. De-Losso, A. De Genaro, and B. Giovannetti), Journal of International Money and Finance, 47, 56-70 (2014).