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.
Management Science, Accepted
Anticipating Jumps: Decomposition of Straddle Price with Bei Chen and Quan Gan
Journal of Banking and Finance, 2023, Volume 149, Pages 106755.
Non-Standard Errors with 342 co-authors from 34 countries and 207 institutions (mostly universities).
Journal of Finance, Forthcoming.
Quarterly Journal of Finance, Volume 13 Number 1, 2350005.
Realized Semibetas and International Stock Return Predictability with Diego Amaya, Renata Herrerias, and Fernando Perez
Does the option market underreact to firm´s left tail risk? with Bei Chen and Quan Gan
Revise and Resubmit requested at the Journal of Financial and Quantitative Analysis