| 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 | 585 | 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 | 103 | 2017 |
| Non-Standard Errors C Wolff, L Zhang, F Holzmeister Journal of Finance, 2023 | 47* | 2023 |
| Why Does Volatility Uncertainty Predict Equity Option Returns? J Cao, A Vasquez, X Xiao, X Zhan Quarterly Journal of Finance 13 (01), 2350005, 2023 | 36* | 2023 |
| Default risk and option returns X Xiao, V Aurelio Management Science, 2023 | 31* | 2023 |
| Common factors in equity option returns AR Horenstein, A Vasquez, X Xiao Available at SSRN 3290363, 2022 | 24 | 2022 |
| 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 | 10 | 2020 |
| Explaining stock returns with intraday jumps D Amaya, A Vasquez Midwest Finance Association 2012 Annual Meetings Paper, 2011 | 5 | 2011 |
| Does the Options Market Underreact to Firms' Left-Tail Risk? B Chen, Q Gan, A Vasquez Journal of Financial and Quantitative Analysis, 2024 | 2 | 2024 |
| Asset pricing in the stock and options markets A Vasquez McGill University, 2011 | 2 | 2011 |
| Anticipating Jumps: Decomposition of Straddle Price B Chen, Q Gan, A Vasquez Journal of Banking and Finance 149, 106755, 2023 | 1 | 2023 |
| Making Better Use of Option Prices to Predict Stock Returns! D Muravyev, A Vasquez, W Wang | 1 | 2018 |
| Realized Semibetas and International Stock Return Predictability D Amaya, A Vasquez, F Perez, R Herrerias Finance Research Letters 58 (December 2023), 104641, 2023 | | 2023 |
Diego AmayaWilfrid Laurier UniversityVerified email at wlu.ca
