Bruno Cara Giovannetti
Associate Professor, Sao Paulo School of Economics - FGV
E-mail: bruno.giovannetti@fgv.br
Research interests:
Investments, Behavioral Finance, Limits to Arbitrage
Embedded Files
Working papers
"Counting pennies, losing pounds: biased learning about own trading ability" (with F. Chague, B. Guimaraes, and B. Maciel)
"Familiarity breeds day trade" (with F. Chague and G. Paiva), R&R at the Journal of Banking and Finance
"Information leakage from short sellers" (with F. Chague and B. Herskovic), R&R at the Journal of Finance
"Structured retail products: risk-sharing or risk-creation?" (with O. Bitu and B. Guimarães) - The 1,847 SRPs
"The overpricing of popular high-risk stocks" (with F. Chague and B. Guimarães), R&R at the Review of Asset Pricing Studies
Publications in international journals
"Attention and biases: evidence from tax-inattentive investors" (with J. Birru, F. Chague, and R. De-Losso), Management Science, 2023 (Internet appendix)
"Price transparency in OTC equity lending markets: evidence from a loan fee benchmark" (with F. Cereda, F. Chague, R. De-Losso, and A. Genaro), Journal of Financial Economics, 2022
"US risk-premia under emerging markets constraints" (with E. Cavalcante, F. Chague and R. De-Losso), Journal of Empirical Finance, 2022
"The short-selling skill of institutions and individuals" (with F. Chague and R. De-Losso), Journal of Banking and Finance, 2019 (Internet appendix)
"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, 2017
"Short-sellers: informed but restricted" (with F. Chague, R. De-Losso, and A. Genaro), Journal of International Money and Finance, 2014
"Asset pricing under quantile utility maximization", Review of Financial Economics, 2013
"Nonlinear forecasting using factor-augmented models", Journal of Forecasting, 2011
Publications in Brazilian journals
"O retorno esperado dos COEs" (with O. Bitu, F. Chague, and T. Hamdan), Revista Brasileira de Finanças, 2021 (COEs brochures)
- media: CNN Brasil, Você S/A, Valor Invest
"É possível viver de day trading em ações?" (with F. Chague), Revista Brasileira de Finanças, 2020
- media: Fantástico
"Attention-grabbing stocks and the behavior of individual investors in Brazil" (with F. Chague and A. Silva), Revista Brasileira de Finanças, 2020
"Variance premium and implied volatility in a low-liquidity option market" (with E. Astorino, F. Chague, and M. da Silva), Revista Brasileira de Economia, 2017
"Central bank communication affects the term-structure of interest rates" (with F. Chague, R. De-Losso, and P. Manoel), Revista Brasileira de Economia, 2015
Books (in Portuguese)
"Trader ou investidor: aprenda a investir na bolsa sem cair nas armadilhas dos vieses comportamentais" (with F. Chague), Editora Intrínseca, 2023
- livro semifinalista do Prêmio Jabuti, 2024
-media: Folha de São Paulo, Valor Econômico, Brazil Journal, VC S/A, Zero Hora, Jornal da Noite (Band)
"Economia na palma da mão: do economês para o português"(with C.E. Gonçalves), Editora Saraiva - selo Benvirá, 2015
Dormant working papers
"Day trading for a living?" (with F. Chague and R. De-Losso), 2020
- among the most downloaded papers of all time on SSRN (rank 130, last time I checked)
- media: CNBC, Financial Times, Forbes, Bloomberg, Business Insider, Burton Malkiel, CNN Brasil, Exame, Valor
"Individuals neglect the informational role of prices: evidence from the stock market" (with F. Chague and R. De-Losso), 2018
last update: Nov 1st 2024
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