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  1. Risk-Adjusted Performance of ESG and Non-ESG ETFs Across Market Regimes

    Article • Risks, June 2026, MDPI AG

    Doctor Roberto Joaquín Santillán-Salgado

  2. ESG and Its Components: Impact on Stock Returns Across Firm Sizes in Europe and the United States

    Article • Risks, January 2026, MDPI AG

    Doctor Roberto Joaquín Santillán-Salgado

  3. The Effects of ESG Scores and ESG Momentum on Stock Returns and Volatility: Evidence from U.S. Markets

    Article • Journal of Risk and Financial Management, July 2025, MDPI AG

    Doctor Roberto Joaquín Santillán-Salgado

  4. An Exploration of the Relative Influence of the Determinants of the Mexican Peso - U.S. Dollar Exchange Rate

    Article • Revista Mexicana de Economía y Finanzas, September 2024, Instituto Mexicano de Ejecutivos de Finanzas, A.C. (IMEF)

    Doctor Roberto Joaquín Santillán-Salgado

  5. Labor Productivity Convergence among Eurozone Member Countries

    Article • Revista Mexicana de Economía y Finanzas, March 2024, Instituto Mexicano de Ejecutivos de Finanzas, A.C. (IMEF)

    Doctor Roberto Joaquín Santillán-Salgado

  6. Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-Heavy Tails

    Article • Risks, March 2024, MDPI AG

    Doctor Roberto Joaquín Santillán-Salgado

  7. Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-heavy Tails

    Article • January 2024, MDPI AG

    Doctor Roberto Joaquín Santillán-Salgado

  8. The Day-of-the-Week Effect and the Adaptive Market Hypothesis in Latin American Stock Markets

    Article • Estudios Gerenciales, October 2023, Universidad Icesi

    Doctor Roberto Joaquín Santillán-Salgado

  9. Risk Premium of Bitcoin and Ethereum during the COVID-19 and Non-COVID-19 Periods: A High-Frequency Approach

    Article • Mathematics, October 2023, MDPI AG

    Doctor Roberto Joaquín Santillán-Salgado

  10. Einstein-Chern-Simons equations on the 3-brane world

    Article • Nuclear Physics B, July 2022, Elsevier

    Doctor Roberto Joaquín Santillán-Salgado

  11. Twitter Sentiment Analysis and Influence on Stock Performance Using Transfer Entropy and EGARCH Methods

    Article • Entropy, June 2022, MDPI AG

    Doctor Roberto Joaquín Santillán-Salgado

  12. Are there “day-of-the-week” and “holiday” anomalies in the mexican stock market?

    Article • Contaduría y Administración, June 2022, Universidad Nacional Autonoma de Mexico

    Doctor Roberto Joaquín Santillán-Salgado

  13. COVID Asymmetric Impact on the Risk Premium of Developed and Emerging Countries’ Stock Markets

    Article • Mathematics, April 2022, MDPI AG

    Doctor Roberto Joaquín Santillán-Salgado

  14. Dependencia del Índice de Bonos de Mercados Emergentes en Sudeste Asiático

    Article • Investigación Administrativa, January 2022, Instituto Politecnico Nacional

    Doctor Roberto Joaquín Santillán-Salgado

  15. Trading strategies for exchange traded funds: an application of technical analysis

    Article • PANORAMA ECONÓMICO, November 2021, Coordinacion de Publicaciones de la Escuela Superior de Economia

    Doctor Roberto Joaquín Santillán-Salgado

  16. The Global Automotive Industry Stock Returns During the COVID-19 Pandemic

    Article • Revista Mexicana de Economía y Finanzas, October 2021, Instituto Mexicano de Ejecutivos de Finanzas, A.C. (IMEF)

    Doctor Roberto Joaquín Santillán-Salgado

  17. A data envelopment analysis of the global microfinance industry

    Article • Contaduría y Administración, August 2021, Universidad Nacional Autonoma de Mexico

    Doctor Roberto Joaquín Santillán-Salgado

  18. How the use of Markov-Switching Sharpe Ratio can improve Mexican Pension Funds Investment Decisions

    Article • Estocástica Finanzas y Riesgo, April 2021, Universidad Autonoma Metropolitana

    Doctor Roberto Joaquín Santillán-Salgado

  19. Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico

    Article • Revista Mexicana de Economía y Finanzas, November 2020, Instituto Mexicano de Ejecutivos de Finanzas, A.C. (IMEF)

    Doctor Roberto Joaquín Santillán-Salgado

  20. ON THE RELATIONS AMONG CO2 EMISSIONS, GROSS DOMESTIC PRODUCT, ENERGY CONSUMPTION, ELECTRICITY USE, URBANIZATION, AND INCOME INEQUALITY FOR A SAMPLE OF 134 COUNTRIES

    Article • International Journal of Energy Economics and Policy, October 2020, EconJournals

    Doctor Roberto Joaquín Santillán-Salgado

  21. On the Interaction among Economic Growth, Energy-Electricity Consumption, CO2 Emissions, and Urbanization in Latin America

    Article • Revista Mexicana de Economía y Finanzas, October 2020, Instituto Mexicano de Ejecutivos de Finanzas, A.C. (IMEF)

    Doctor Roberto Joaquín Santillán-Salgado

  22. What happened to the willingness of companies to invest after the financial crisis? Evidence from Latin American Countries

    Article • The Journal of Financial Research, February 2020, Wiley

    Doctor Roberto Joaquín Santillán-Salgado

  23. Optimal Hedge Ratios for the Mexican Stock Market Index Futures Contract: A Multivariate GARCH Approach

    Article • Economía teoría y práctica, January 2020, Universidad Autonoma Metropolitana

    Doctor Roberto Joaquín Santillán-Salgado

  24. Desalination of seawater using an electrode modified with poly(3,4-ethylenedioxythiophene)

    Article • Journal of Physics Conference Series, November 2019, Institute of Physics Publishing

    Doctor Roberto Joaquín Santillán-Salgado

  25. Exchange rate exposure of Latin American firms: Empirical evidence

    Article • Journal of Multinational Financial Management, September 2019, Elsevier

    Doctor Roberto Joaquín Santillán-Salgado

  26. Latin American Corporate Emerging Markets Bond Indices (CEMBIs): Their recent evolution

    Article • Global Finance Journal, August 2019, Elsevier

    Doctor Roberto Joaquín Santillán-Salgado

  27. The “day-of-the-week” effects in the exchange rate of Latin American currencies

    Article • Revista Mexicana de Economía y Finanzas, August 2019, Instituto Mexicano de Ejecutivos de Finanzas, A.C. (IMEF)

    Doctor Roberto Joaquín Santillán-Salgado

  28. CONDITIONAL EXTREME VALUES THEORY AND TAIL-RELATED RISK MEASURES: EVIDENCE FROM LATIN AMERICAN STOCK MARKETS

    Article • International Journal of Economics and Financial Issues, May 2019, EconJournals

    Doctor Roberto Joaquín Santillán-Salgado

  29. IS THERE A “REVERSE CAUSALITY” FROM NOMINAL FINANCIAL VARIABLES TO ENERGY PRICES?

    Article • International Journal of Energy Economics and Policy, May 2019, EconJournals

    Doctor Roberto Joaquín Santillán-Salgado

  30. The Real Estate Investment Trust Industry and the Financial Crisis: Modeling Volatility (1985-2016)

    Article • Revista Mexicana de Economía y Finanzas, April 2019, Instituto Mexicano de Ejecutivos de Finanzas, A.C. (IMEF)

    Doctor Roberto Joaquín Santillán-Salgado

  31. Modified Newtonian dynamics and non-relativistic ChSAS gravity

    Article • Physics Letters B, December 2018, Elsevier

    Doctor Roberto Joaquín Santillán-Salgado

  32. Article • International Journal of Energy Economics and Policy, November 2018, EconJournals

    Doctor Roberto Joaquín Santillán-Salgado

  33. Empirical evidence on the relationship of capital structure and the value of the firm among Mexican public firms

    Article • Contaduría y Administración, October 2018, Universidad Nacional Autonoma de Mexico

    Doctor Roberto Joaquín Santillán-Salgado

  34. La dependencia del Índice de Precios y Cotizaciones de la Bolsa Mexicana de Valores (IPC) con respecto a los principales índices bursátiles latinoamericanos

    Article • Contaduría y Administración, August 2018, Universidad Nacional Autonoma de Mexico

    Doctor Roberto Joaquín Santillán-Salgado

  35. Polls, Prediction Markets, and Financial Variables

    Article • Revista Mexicana de Economía y Finanzas, July 2018, Instituto Mexicano de Ejecutivos de Finanzas, A.C. (IMEF)

    Doctor Roberto Joaquín Santillán-Salgado

  36. Administración de riesgos. Volumen VII. Mercados, modelos y estrategias financieras

    Article • January 2018, Universidad Autonoma Metropolitana

    Doctor Roberto Joaquín Santillán-Salgado

  37. Pricing a bivariate option with copulas

    Article • International Journal of Bonds and Derivatives, January 2018, Inderscience Publishers

    Doctor Roberto Joaquín Santillán-Salgado

  38. Is there Convergence or Divergence in the International Competitiveness of the Eurozone Countries?

    Article • August 2017, Emerald

    Doctor Roberto Joaquín Santillán-Salgado

  39. An Exploratory Study on Nonlinear Causality Among the MILA Markets

    Article • Emerging Markets Finance and Trade, July 2017, Taylor & Francis

    Doctor Roberto Joaquín Santillán-Salgado

  40. Impacto de los precios de los metales en la estructura de capital de las empresas minerometalúrgicas en América Latina (2004-2014)

    Article • Contaduría y Administración, June 2016, Universidad Nacional Autonoma de Mexico

    Doctor Roberto Joaquín Santillán-Salgado

  41. Cointegración entre las principales bolsas de Europa continental en presencia de rompimientos estructurales (1999-2014)

    Article • Contaduría y Administración, October 2015, Universidad Nacional Autonoma de Mexico

    Doctor Roberto Joaquín Santillán-Salgado

  42. El perfil del emprendedor que apoyan los fondos de capital privado/capital emprendedor en México

    Article • Contaduría y Administración, October 2015, Universidad Nacional Autonoma de Mexico

    Doctor Roberto Joaquín Santillán-Salgado

  43. Volatility dependence structure between the Mexican Stock Exchange and the World Capital Market

    Article • Investigación Económica, July 2015, Universidad Nacional Autonoma de Mexico

    Doctor Roberto Joaquín Santillán-Salgado

  44. Market Efficiency during the Mexican Banks’ Privatization Announcement

    Article • Modern Economy, January 2015, Scientific Research Publishing, Inc,

    Doctor Roberto Joaquín Santillán-Salgado

  45. Interrelations and causality among the main capital markets in Latin America : a Time Series approach

    Article • Estocástica Finanzas y Riesgo, January 2014, Universidad Autonoma Metropolitana

    Doctor Roberto Joaquín Santillán-Salgado

  46. Interdependence of NAFTA capital markets: A minimum variance portfolio approach

    Article • Panoeconomicus, January 2014, National Library of Serbia

    Doctor Roberto Joaquín Santillán-Salgado

  47. TheTakeover of ABN AMRO and how the Subprime Mortgages Crisis hit the markets changed the outcome.

    Article • Latin American Policy, October 2013, Wiley

    Doctor Roberto Joaquín Santillán-Salgado

  48. Cointegration between R2 and Volatility in the Mexican Stock Exchange Stock Prices

    Article • Estocástica Finanzas y Riesgo, July 2013, Universidad Autonoma Metropolitana

    Doctor Roberto Joaquín Santillán-Salgado

  49. Financial ratios and the spread paid on their debt by issuers listed on the Mexican Stock Exchange Market

    Article • Estocástica Finanzas y Riesgo, July 2012, Universidad Autonoma Metropolitana

    Doctor Roberto Joaquín Santillán-Salgado

  50. Is the Mexican Stock Market Becoming More Efficient?

    Article • Revista Mexicana de Economía y Finanzas, July 2011, Instituto Mexicano de Ejecutivos de Finanzas, A.C. (IMEF)

    Doctor Roberto Joaquín Santillán-Salgado

  51. Banking concentration in the European Union during the last fifteen years

    Article • Panoeconomicus, January 2011, National Library of Serbia

    Doctor Roberto Joaquín Santillán-Salgado

  52. Análisis De La Industria De Fondos De Capital Privado Y De Capital Emprendedor: Evolución Reciente En México

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Doctor Roberto Joaquín Santillán-Salgado

  53. EFECTO-RIQUEZA DURANTE LAS COLOCACIONES PÚBLICAS INICIALES PRIVATIZADORAS EN CHILE (1984-1989) (Artículo publicado en inglés)

    Article • Estudios Gerenciales, December 2010, Universidad Icesi

    Doctor Roberto Joaquín Santillán-Salgado

  54. Las Administradoras de Fondos de Pensiones y el desarrollo del mercado de capitales en Chile

    Article • Ensayos Revista de Economía, November 2010, Universidad Autonoma de Nuevo Leon

    Doctor Roberto Joaquín Santillán-Salgado

  55. M-Form Response in Times of Disorder: The Case of a Mexican Conglomerate (1974-1994)

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Doctor Roberto Joaquín Santillán-Salgado

  56. Global and Local Concentration Patterns in Banking: An Analysis of the EU, the US and Mexico

    Article • Latin American Business Review, September 2005, Taylor & Francis

    Doctor Roberto Joaquín Santillán-Salgado

  57. Introduction: NAFTA Countries' Financial Sector Overview

    Article • Latin American Business Review, September 2005, Taylor & Francis

    Doctor Roberto Joaquín Santillán-Salgado

  58. APPLICATION OF THE REAL OPTIONS METHODOLOGY TO VALUE A CEMENT FIRM'S ACQUISITION

    Article • Revista Mexicana de Economía y Finanzas, December 2004, Instituto Mexicano de Ejecutivos de Finanzas, A.C. (IMEF)

    Doctor Roberto Joaquín Santillán-Salgado

  59. Monetary union, banks strategies, and the future of finance in North America

    Article • Management international, January 2003, HEC Montréal

    Doctor Roberto Joaquín Santillán-Salgado

  60. Strategic alliances in emerging Latin America: a view from Brazilian, Chilean, and Mexican companies

    Article • Journal of World Business, June 2000, Elsevier

    Professor Masaaki Kotabe, Doctor Roberto Joaquín Santillán-Salgado

  61. Evolution of the Mexican Banking Industry in between 1990 and 2004

    Article • Emerald

    Doctor Roberto Joaquín Santillán-Salgado