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

Working papers:

Revise and Resubmit requested at the Journal of Financial and Quantitative Analysis

AFA 2020