CV Lattes
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Universidade de São Paulo (USP). Faculdade de Economia, Administração e Contabilidade (FEA) (Institutional affiliation from the last research proposal) Birthplace: Brazil
graduation at Economia from Faculdade de Economia, Administração e Contabilidade da USP (1995), master's at Teoria Econômica from Faculdade de Economia, Administração e Contabilidade da USP (1999), master's at Economia from University of Chicago (2000) and doctorate at Economia from University of Chicago (2008). Has experience in Economics, acting on the following subjects: taylor rule, markov switching, kalman filter, regra de taylor and capm. (Source: Lattes Curriculum)
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It is widely accepted in the literature that high lending fees predict negative returns because high fees capture the negative information from short sellers, on the demand side. Traditionally, the supply side is seen as passive, in which stock lenders act as price takers. Recent studies, however, have shown that this passivity of lenders no longer perpetuates. Faced with this discussion,…
This project aims to evaluate if the performance of the individual investor in the USA can be explained by the price-tag illusion - a behavioural answer, provided by Chague, De-Losso and Giovannetti (2017), to the fact that individual investors in Brazil perform poorly in the brazilian stock market. We'll use Trade and Quote's database and Lee and Radhakrishna (2000) algorithm to infer al…
In order to replicate Chague, De-Losso and Giovannetti s(2017) methodology, we will use TAQ data and an algorithm to identify retail investor activity. (AU)
| 2 / 1 | Completed research grants |
| 5 / 3 | Completed scholarships in Brazil |
| 1 / 1 | Completed scholarships abroad |
| 8 / 5 | All research grants and scholarships |
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