Concepedia

Aurelio Vasquez

AV

Statistics

Publications

11

Citations

492

H-Index

10

Active since

2011

Affiliations

Instituto Tecnológico Autónomo de México(Current)

Wilfrid Laurier University

City, University of London

Copenhagen Business School

University of Toronto

Aurelio Vasquez is an author at Instituto Tecnológico Autónomo de México specializing in business, asset pricing, and financial economics.

ORCID

Top concepts

Publications per year

2011–2024

11

Publications

11

Does realized skewness predict the cross-section of equity returns?

Diego Amaya, Peter Christoffersen, Aurelio Vasquez · Journal of Financial Economics · 2015 · 108 citations

, , +5

Equity Volatility Term Structures and the Cross Section of Option Returns

Aurelio Vasquez · Journal of Financial and Quantitative Analysis · 2017 · 101 citations

, , +10

Nonstandard Errors

Albert J. Menkveld, Anna Dreber, Felix Holzmeister et al. · The Journal of Finance · 2024 · 79 citations · Full text

Default Risk and Option Returns

Aurelio Vasquez, Xiao Xiao · Management Science · 2023 · 39 citations

, , +14

Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?

Diego Amaya, Peter Christoffersen, Kris Jacobs et al. · SSRN Electronic Journal · 2011 · 35 citations · Full text

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