Search Results - "Giovannetti, Bruno"

Asset pricing under quantile utility maximization by Giovannetti, Bruno C.

“…“Focus on the downside, and the upside will take care of itself” is a famous quote among professional investors. By considering an agent who follows this…”
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Nonlinear Forecasting Using Factor-Augmented Models by Giovannetti, Bruno Cara

“…ABSTRACT Using factors in forecasting exercises reduces the dimensionality of the covariates set and, therefore, allows the forecaster to explore possible…”
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Securities Lending and Short Selling by Chague, Fernando, Giovannetti, Bruno, De Losso, Rodrigo, De Genaro, Alan

“…Originality/value--We contribute to the literature by summarizing the main works in the field, focusing on the Brazilian market, which has very detailed data…”
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Attention and Biases: Evidence from Tax-Inattentive Investors by Birru, Justin, Chague, Fernando, De-Losso, Rodrigo, Giovannetti, Bruno

“…We first provide evidence of investor inattention to a very simple and well-known capital gains tax exemption in the Brazilian stock market. We then show that…”
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The short-selling skill of institutions and individuals by Chague, Fernando, De-Losso, Rodrigo, Giovannetti, Bruno

“…Using market-wide data from the Brazilian stock lending market at the deal level, we find strong evidence of short-selling skill for institutions and…”
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US risk premia under emerging markets constraints by Cavalcante-Filho, Elias, Chague, Fernando, De-Losso, Rodrigo, Giovannetti, Bruno

“…The US equity market is the benchmark for empirical finance and considered the closest example of how an efficient market should behave. On the other hand,…”
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Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark by Cereda, Fábio, Chague, Fernando, De-Losso, Rodrigo, Genaro, Alan, Giovannetti, Bruno

“…We study the effects of a price transparency shock in the Brazilian equity lending market, an over-the-counter market. Previously, the available loan fee…”
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Well-connected short-sellers pay lower loan fees: A market-wide analysis by Chague, Fernando, De-Losso, Rodrigo, De Genaro, Alan, Giovannetti, Bruno

“…High loan fees generate short-selling constraints and, therefore, reduce price efficiency. Despite the importance of loan fees, empirical evidence on their…”
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Trade Liberalization and the Demand for Skilled Labor in Brazil [with Comments] by Giovannetti, Bruno, Menezes-Filho, Naércio, Tovar, Jorge, Manzano, Osmel

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É possível viver de day-trade em ações? by Chague, Fernando, Giovannetti, Bruno

“…O número de pessoas que tem tentado usar o day-trade como fonte de renda regular vem aumentando. Nesta nota analisamos os resultados de day-trade em ações…”
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Attention-grabbing stocks and the behavior of individual investors in Brazil by Chague, Fernando, Giovannetti, Bruno, Silva, Anthony

“…This study complements the existing literature on investor attention with three empirical findings. First, we show that low-activity individual investors are…”
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retorno esperado dos COEs by Bitu, Otavio, Chague, Fernando, Giovannetti, Bruno, Hamdan, Tomaz

“…Os certificados de operações estruturadas, COEs, são produtos financeiros complexos que vêm sendo distribuídos em grande escala para investidores de varejo no…”
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Short-sellers: Informed but restricted by Chague, Fernando, De-Losso, Rodrigo, De Genaro, Alan, Giovannetti, Bruno

“…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…”
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Empréstimo de ativos e short-selling by Chague, Fernando, De Losso, Rodrigo, Giovannetti, Bruno, De Genaro, Alan

“…Purpose – The aim of this study is to offer the current view on the subject, placing emphasis on studies that use Brazilian data and that could motivate new…”
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Letters and Lies by Giovannetti, Bruno

“…The importance of written documents -- letters, post cards, diaries, family photo albums, official papers -- to the study of immigrants' linguistic,…”
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Trade Liberalization and the Demand for Skilled Labor in Brazil/Comments by Giovannetti, Bruno, Menezes-Filho, Naércio

“…Over the past three decades, labor markets in developing countries went through important changes in terms of wage differentials and the employment composition…”
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Essays on asset pricing and downside risk by Giovannetti, Bruno Cara

“…This dissertation contributes to the recent and diverse literature on the relation between downside risk and asset prices. In chapter one, we use a famous…”
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Cartas e mentiras by Giovannetti, Bruno

“…Por meio de cartas ou outros documentos originais, coletados pelo autor, pretende-se evidenciar a condição linguística, econômica e sociocultural de muitos…”
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Cartas e mentiras by Bruno Giovannetti

“…Per mezzo di lettere e altri documenti originali, raccolti dall´autore, si vuole mettere in evidenza la condizione linguística, econômica e socioculturale di…”
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