Research
Work in progress
Herrerias, R. and Alvarez, C. M. O. One Bank Account is not Enough: Voluntary vs. Involuntary Financial Inclusion and Financial Behavior.
Herrerias, R. and Merino, M. Do gender priorities explain gender gaps in financial well being?
Herrerias, R. and Zamarripa, G. A closer look to the dimensions of inequality in pension wealth and pension participacion
Publications
Gonzalez-Brambila, C.N. and Herrerias, R. 2024. Assessing the impact of collaborative authorship in Business Economics in Latin America. Scientometrics, Forthcoming. (https://doi.org/10.1007/s11192-024-05072-6)
Amaya, D., Herrerias, R., Perez, F. and Vasquez, A. 2023. Realized Semibetas and International Stock Return Predictability. Finance Research Letters, Vol. 58-C, December. 104641
Herrerias, R. and Zamarripa, G. 2023. Institutional Design of Pension Systems Versus Labor Market Structure: What Matters Most? Work, Aging and Retirement, Forthcoming. waad019.
Gurrola, P. and Herrerias, R. 2021. "Volatility patterns of short-term interest rate futures". The European Journal of Finance. Vol. 27(16), 1604-1625 (DOI: https://doi.org/10.1080/1351847X.2021.1899954)
Díaz, Pólux; Herrerías Franco, Renata; Vásquez, Aurelio. 2020. "Anomalies in Emerging Markets: the Case of Mexico". North American Journal of Economics and Finance. Vol. 53, art. 101188 , p.1-22.
Berrospide, J. and Herrerias, R. 2015. Finance Companies in Mexico: Unexpected Victims of the Global. Journal of Financial Stability, 18, pp. 33–54
Herrerias, R. and Moreno, J. O., 2015, Analyzing the size, the difussion and Spillovers of Loan Risk, Revista Mexicana de Economía y Finanzas REMEF Nueva Época, Vol. 10, No. 2, pp.159-181.
Herrerias, R. and Gurrola, P. 2012. Monetary Policy Announcements and Short-Term Interest Rate Futures Volatility: Evidence from the Mexican Market. International Finance, 15(2), pp. 225-250
Gurrola, P. and Herrerias, R. 2011.Maturity effects in the Mexican interest rate futures market. Journal of Futures Markets, 31(4), pp. 371-393
Bulkley G. and Herrerias R. 2005. Does the Precision of News Affect Market Underreaction? Evidence from Returns Following Two Classes of Profit Warnings. European Financial Management Journal, 11(5), pp. 603-624.
Bulkley G., Harris, R.D.F., and Herrerias, R. ,2004. Why does book-to-market value of equityforecast cross-section stock returns? International Review of Financial Analysis, vol. 13, pp. 153-160
Working papers
Herrerias, R. and Zamarripa, G. Determinants of Density of Contribution for the Mexican Pension System
FUNDEF, working paper 2017-02
Bulkley, G., Harris, R., & Herrerias, R. (2002, August). Stock returns following profit warnings: A test of models of behavioural finance. In Royal Economic Society Annual Conference (Vol. 37).