Aurelio Vasquez

Associate Professor in Finance


      Río Hondo No. 1, 

      Col. Progreso Tizapán

      México, D.F.

      México, 01080

      Phone: 52 (55) 5628 4000 x6518



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 Research interests: Empirical Asset pricing and Derivatives.

Published papers:

Journal of Financial Economics, 2015, Volume 118, Issue 1, Pages 135-167.

Featured in: Video (in Spanish), The BAM Alliance,, VERTR Croudsource stock ratings, CXO Advisory Group

Journal of Financial and Quantitative Analysis, 2017, Volume 52, Issue 6, Pages 2727-2754.

Featured in: CXO Advisory Group, Alpha Architect

The North American Journal of Economics and Finance, 2020, Volume 53, Pages 101188.

        Management Science. Accepted.

  Journal of Banking and Finance, 2023, Volume 149, Pages 106755.

 Journal of Finance, Forthcoming.

Quarterly Journal of Finance, 2023, Volume 13 Number 1, 2350005.

Finance Research Letters, 58, December 2023, 104641.

Journal of Financial and Quantitative Analysis. Accepted.

Working papers:


Every year I organize the ITAM Finance Conference

FMA slides: PPTX