Aurelio Vasquez - Associate Professor in Finance
Río Hondo No. 1,
Col. Progreso Tizapán
Phone: 52 (55) 5628 4000 x6518
Research interests: Empirical Asset pricing and Derivatives.
Journal of Financial Economics, 2015, Volume 118, Issue 1, Pages 135-167.
Journal of Financial and Quantitative Analysis, 2017, Volume 52, Issue 6, Pages 2727-2754.
The North American Journal of Economics and Finance, 2020, Volume 53, Pages 101188.
Revise and Resubmit requested at the Management Science
The Cross-Section of Intraday Jumps with Diego Amaya
Every year I organize the ITAM Finance Conference.
This year the conference is via Zoom on June 3rd and 4th, 2021.
UCLA sponsored: https://www.virtualfinance.org/home
Find a list of economics virtual seminars at the AEA website: https://www.aeaweb.org/resources/online-seminars.
And also this one for economists: https://virtual-econ.info/seminars.html