Associate professor with tenure at ITAM in Mexico City.

     Contact Information:
      Río Hondo No. 1, 
      Col. Progreso Tizapán
      México, D.F.
      México, 01080

      Phone: 52 (55) 5628 4000 x6518

      Email: aurelio.vasquez@itam.mx

 

     My Google Scholar

     My SSRN

      My citations


 

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.



Working papers:

        To be presented at the WFA 2019 and at the AFA 2020

        To be presented at the AFA 2020

Working progress:






    Every year I organize the ITAM Finance Conference. 

    Ċ
    20190201_Common factors in equity option returns.pdf
    (512k)
    Aurelio Vasquez,
    Feb 11, 2019, 10:41 AM
    v.1
    Ċ
    Anomalies in the Mexican Stock Market - 21JAN2019.pdf
    (858k)
    Aurelio Vasquez,
    Feb 11, 2019, 10:37 AM
    v.1
    ą
    Foto Aurelio.jpg
    (71k)
    Aurelio Vasquez,
    Oct 12, 2014, 7:22 PM
    v.1
    Ċ
    VX_06DEC2018_SSRN.pdf
    (574k)
    Aurelio Vasquez,
    Feb 11, 2019, 10:48 AM
    v.1