Núcleo De Economia Financeira

Núcleo De Economia Financeira

Universidade de São Paulo USP - São Paulo / Brazil
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5203454
University of São Paulo USP
person_outline Núcleo De Economia Financeira's MOST POPULAR ARTICLES
1-) Well-connected short-sellers pay lower loan fees: A market-wide analysisF Chague, R De-Losso, A De Genaro, B GiovannettiJournal of Financial Economics 123 (3), 646-670, 2017482017
2-) Performance of mutual equity funds in Brazil–A bootstrap analysisMA Laes, ME da SilvaEconomia 15 (3), 294-306, 2014442014
3-) Asset pricing under quantile utility maximizationBC GiovannettiReview of Financial Economics 22 (4), 169-179, 2013362013
4-) Variance premium and implied volatility in a low-liquidity option marketES Astorino, F Chague, B Giovannetti, ME SilvaRevista Brasileira de Economia 71 (1), 3-28, 2017332017
5-) Day trading for a living?F Chague, R De-Losso, B GiovannettiAvailable at SSRN 3423101, 2020302020