Bruno Giovannetti

Ph.D. in Economics, Columbia University

Assistant Professor at Sao Paulo School of Economics - FGV

E-mail: bruno.giovannetti@fgv.br

CV Lattes (portuguese)

CV

Research interests: Investments and Behavioral Finance


Working Papers

"Individuals Neglect the Informational Role of Prices: Evidence from the Stock Market" (with F. Chague and R. De-Losso)


Work in Progress

"Attention and Biases: Evidence from Tax-Inattentive Investors" (with J. Birru, F. Chague, and R. De-Losso) , Awarded SBE 2018 Prize for Best Paper in Finance

"Asset Prices with Naive Contrarian Investors" (with F. Chague and B. Guimarães)

"An Exogenous Reduction in the Opacity of an Equity Lending Market" (with F. Cereda, F, Chague, R. De-Losso, and A. Genaro)


Publications

"The Short-selling Skill of Institutions and Individuals" (with F. Chague and R. De-Losso) - Internet appendix, Journal of Banking and Finance, vol. 101, 77-91, 2019

"Well-connected Short-sellers Pay Lower Loan Fees: a Market-wide Analysis" (with F. Chague, R. De-Losso, and A. Genaro), Journal of Financial Economics, vol. 123, 646-670, 2017, Awarded Haralambos Simeonidis 2018 Prize

"Short-sellers: Informed but Restricted" (with F. Chague, R. De-Losso, and A. Genaro), Journal of International Money and Finance, vol. 47, 56-70, 2014


Publications in Brazilian Journals

"Variance premium and implied volatility in a low-liquidity option market" (with E. Astorino, F. Chague, and M. E. da Silva), Revista Brasileira de Economia, 71(1), 3–28, 2017

"Central bank communication affects the term-structure of interest rates" (with R. De-Losso, F. Chague, and P. Manoel), Revista Brasileira de Economia, 69(2), 147–162, 2015


Teaching (Ph.D. level)

2019: Behavioral Finance (syllabus), Econometrics II (syllabus)

Before: Topics in Econometrics (syllabus), Econometrics I (syllabus), Asset Pricing I (syllabus), Asset Pricing II (syllabus)


Useful information

Here you find Brazilian financial data that we make available for research (risk factors, portfolios returns, etc)

Here you find a description of the poor performance of individuals in the Brazilian stock market (analogous to other countries)

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