Aurelio Vasquez
Impact in
- Finance top 5%
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
- Credit Risk and Financial Regulations
- Economics and Econometrics top 10%
- Market Dynamics and Volatility
Papers in
- Finance 18
- Financial Markets and Investment Strategies 16
- Stochastic processes and financial applications 8
- Capital Investment and Risk Analysis 5
- Credit Risk and Financial Regulations 3
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- Market Dynamics and Volatility 6
- Housing Market and Economics 1
- Co-authors
- Peter Christoffersen (3 shared papers)Kris Jacobs (3 shared papers)Jie Cao (2 shared papers)Xintong Zhan (2 shared papers)Alex R. Horenstein (2 shared papers)Quan Gan (2 shared papers)Bei Chen (2 shared papers)
- Journals
- Journal of Financial and Quantitative Analysis (2 papers)Quarterly Journal of Finance (1 paper)Journal of Banking & Finance (1 paper)Management Science (1 paper)Finance research letters (1 paper)
- Partner nations
- MexicoCanadaUnited States
In The Last Decade
Aurelio Vasquez
16 papers receiving 168 citations
Peers
Comparison fields: 5 of 15
- Finance 161
- Economics and Econometrics 84
- General Economics, Econometrics and Finance 21
- Accounting 26
- Strategy and Management 15
Countries citing papers authored by Aurelio Vasquez
This map shows the geographic impact of Aurelio Vasquez's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Aurelio Vasquez with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Aurelio Vasquez more than expected).
Fields of papers citing papers by Aurelio Vasquez
This network shows the impact of papers produced by Aurelio Vasquez. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Aurelio Vasquez. The network helps show where Aurelio Vasquez may publish in the future.
Co-authors
The 7 scholars most cited alongside Aurelio Vasquez, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2017 | 64 | |
| 2 | 2011 | 20 | |
| 3 | 2011 | 15 | |
| 4 | 2018 | 13 | |
| 5 | 2011 | 13 | |
| 6 | 2018 | 12 | |
| 7 | 2023 | 11 | |
| 8 | 2023 | 6 | |
| 9 | 2023 | 4 | |
| 10 | 2009 | 3 | |
| 11 | 2011 | 3 | |
| 12 | 2011 | 2 | |
| 13 | 2020 | 2 | |
| 14 | 2024 | 1 | |
| 15 | Asset Pricing in the Stock and Options Markets | 2010 | 1 |
| 16 | 2011 | 1 | |
| 17 | 2025 | 0 | |
| 18 | 2023 | 0 |
About Aurelio Vasquez
Aurelio Vasquez is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Accounting and Strategy and Management, having authored 18 papers that have together received 171 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (16 papers), Stochastic processes and financial applications (8 papers), Market Dynamics and Volatility (6 papers), Capital Investment and Risk Analysis (5 papers), Stock Market Forecasting Methods (5 papers), Credit Risk and Financial Regulations (3 papers), Corporate Finance and Governance (2 papers) and Housing Market and Economics (1 paper). The work is most often cited by research in Finance (161 citations), Economics and Econometrics (84 citations), General Economics, Econometrics and Finance (21 citations), Accounting (26 citations) and Strategy and Management (15 citations). Aurelio Vasquez has collaborated with scholars based in Mexico, Canada and United States. Frequent co-authors include Peter Christoffersen, Kris Jacobs, Jie Cao, Xintong Zhan, Alex R. Horenstein, Quan Gan and Bei Chen. Their work appears in journals such as Journal of Financial and Quantitative Analysis, Quarterly Journal of Finance, Journal of Banking & Finance, Management Science and Finance research letters.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.