Aurelio Vasquez

Instituto Tecnológico Autónomo de México

5本站收录论文

665这些论文的被引

4本站 h 指数

5合作者

作者编号 A5085221351 · ORCID 0000-0001-7763-9564。统计只算本站收录的论文。

发表的论文5 篇，按出版时间

1
Common Factors in Equity Option ReturnsReview of Financial Studies20252
2
Default Risk and Option ReturnsManagement Science202349
3
Does the Options Market Underreact to Firms'Left-Tail Risk?Journal of Financial and Quantitative Analysis20217
4
Equity Volatility Term Structures and the Cross Section of Option ReturnsJournal of Financial and Quantitative Analysis2017102
5
Does realized skewness predict the cross-section of equity returns?Journal of Financial Economics2015505

按月发文

逐年被引

合作者

Xiao Xiao2 篇 Diego Amaya1 篇 Peter Christoffersen1 篇 Alex R. Horenstein1 篇 Quan Gan1 篇

研究主题和期刊

Journal of Financial and Quantitative Analysis2 Review of Financial Studies1 Management Science1 Journal of Financial Economics1