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Aurelio Vasquez
Aurelio Vasquez
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Title
Cited by
Cited by
Year
Does realized skewness predict the cross-section of equity returns?
D Amaya, P Christoffersen, K Jacobs, A Vasquez
Journal of Financial Economics 118 (1), 135-167, 2015
4522015
Equity volatility term structures and the cross-section of option returns
A Vasquez
Journal of Financial and Quantitative Analysis 52 (6), 2727-2754, 2017
762017
Why Does Volatility Uncertainty Predict Equity Option Returns?
J Cao, A Vasquez, X Xiao, X Zhan
Available at SSRN 3178263, 2022
26*2022
Default Risk and Option Returns
A Vasquez, X Xiao
Management Science, 2022
122022
Common factors in equity option returns
AR Horenstein, A Vasquez, X Xiao
Available at SSRN 3290363, 2020
102020
Non-Standard Errors
C Wolff, L Zhang, F Holzmeister
6*2021
Anomalies in Emerging Markets: The Case of Mexico
P Diaz-Ruiz, R Herrerias, A Vasquez
North American Journal of Economics and Finance 53, 101188, 2020
42020
Asset pricing in the stock and options markets
A Vasquez
22011
Making better use of option prices to predict stock returns
D Muravyev, A Vasquez, W Wang
12018
Anticipating Jumps: Decomposition of Straddles
B Chen, Q Gan
Available at SSRN 3947535, 2021
2021
Does the Options Market Underreact to Firms' Left-Tail Risk?
B Chen, Q Gan, A Vasquez
Available at SSRN 3821264, 2021
2021
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Articles 1–11