Aurelio Vasquez
Aurelio Vasquez
確認したメール アドレス: itam.mx - ホームページ
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引用先
引用先
Does realized skewness predict the cross-section of equity returns?
D Amaya, P Christoffersen, K Jacobs, A Vasquez
Journal of Financial Economics 118 (1), 135-167, 2015
390*2015
Equity volatility term structures and the cross-section of option returns
A Vasquez
Journal of Financial and Quantitative Analysis 52 (6), 2727-2754, 2017
622017
Volatility uncertainty and the cross-section of option returns
J Cao, A Vasquez, X Xiao, X Zhan
Available at SSRN 3178263, 2019
142019
Default Risk and Option Returns
A Vasquez, X Xiao
https://westernfinance-portal.org/viewp.php?n=643496, 2018
62018
Common factors in equity option returns
AR Horenstein, A Vasquez, X Xiao
Available at SSRN 3290363, 2020
32020
Asset pricing in the stock and options markets
A Vasquez
22011
Anomalies in Emerging Markets: The Case of Mexico
P Diaz-Ruiz, R Herrerias, A Vasquez
North American Journal of Economics and Finance 53, 101188, 2020
12020
Making better use of option prices to predict stock returns
D Muravyev, A Vasquez, W Wang
12018
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論文 1–8