Aurelio Vasquez

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-7763-9564

Business School, ITAM

Publications

• Common Factors in Equity Option Returns — The Review of Financial Studies 2026
• Does the Options Market Underreact to Firms’ Left-Tail Risk? — Journal of Financial and Quantitative Analysis 2025
• Default Risk and Option Returns — Management Science 2024
• Equity Volatility Term Structures and the Cross Section of Option Returns — Journal of Financial and Quantitative Analysis 2017