"Day trading for a Living?" with Rodrigo De-Losso and Bruno Giovannetti.
"Attention and biases: Evidence from tax-inattentive investors" with Justin Birru, Rodrigo De-Losso and Bruno Giovannetti. (Best Paper Award, Brazilian Econometric Society Meeting, 2018)
"Individuals neglect the informational role of prices: Evidence from the stock market" with Rodrigo De-Losso and Bruno Giovannetti.
"The short-selling skill of institutions and individuals" with Rodrigo De-Losso and Bruno Giovannetti. Journal of Banking & Finance. Volume 101, April, 2019. Pages 77–91. (internet appendix).
"Well-Connected short-sellers pay lower loan fees: a Market-wide analysis" with Rodrigo De-Losso, Alan De Genaro, and Bruno Giovannetti. Journal of Financial Economics, Volume 123, Issue 3, 2017. Pages 646–670. (Haralambos Simeonidis Award, ANPEC, 2018)
"Forecasting the brazilian yield curve using forward-looking variables" with Fausto Araújo and Marcelo Fernandes. International Journal of Forecasting, Volume 33, Issue 1, 2017. Pages 121–131.
"Short-sellers: informed but restricted" with Rodrigo De-Losso, Alan De Genaro, and Bruno Giovannetti. Journal of International Money and Finance, Volume 47, October 2014, Pages 56–70.
"Variance premium and implied volatility in a low-liquidity option market" with Eduardo Astorino, Bruno Giovannetti, and Marcos Eugênio da Silva. Revista Brasileira de Economia, 71(1), 2017. Pages 3–28.
"Central bank communication affects the term-structure of interest rates" with Rodrigo De-Losso, Bruno Giovannetti and Paulo Manoel. Revista Brasileira de Economia, 69(2), 2015. Pages 147–162.
Ph.D. economics, University of North Carolina, USA, 2012
M.S. economics, São Paulo School of Economics - FGV, Brazil, 2007
B.A. economics, University of São Paulo, Brazil, 2003
asset pricing (syllabus, notes)
financial econometrics (syllabus, notes)
asset pricing (PhD program; 2014, 2015, 2016, 2017, 2018)
financial econometrics (undergraduate and master; 2015, 2016, 2018)
introduction to finance (undergraduate; 2018)
introduction to stochastic calculus (undergraduate; 2018)
investments (master; 2018)
corporate finance (undergraduate; 2017)
econometrics (undergraduate; 2016)
macroeconomics (undergraduate; 2013, 2014, 2015)