Dr. Jaime González Maiz Jiménez | Articifial Intelligence and Finance | Best Researcher Award
University of the Americas Puebla Foundation | Mexico
Dr. Jaime González Maiz Jiménez is a finance scholar and full-time professor at Universidad de las Américas Puebla, specializing in corporate finance, financial markets, and international finance. He earned his Doctorate in Management Science with a Finance track from EGADE Business School, ITESM-Monterrey University, with a dissertation on the impact of cross-listing on Latin American stock markets. Over his academic career, he has developed expertise in market microstructure, stock price behavior, forecasting techniques, and risk measurement. His contributions extend to top-tier journals, including Emerging Markets Finance & Trade and Investment Analysts Journal. Recognized as a Level I member of Mexico’s National System of Researchers, Dr. González Maiz combines rigorous scholarship with teaching excellence, bridging theory and practice to train the next generation of finance professionals.
Professional Profile
Orcid
Education
Dr. Jaime González Maiz Jiménez holds a Doctorate in Management Science with a Finance specialization from EGADE Business School at ITESM-Monterrey University, one of Latin America’s premier institutions for management education. His doctoral dissertation, titled “The Implicit Impact of Cross-Listing on Stock Prices: A Market Microstructure Perspective – The Case of Latin American Markets,” reflects his focus on international finance and stock market dynamics. His academic background integrates major training in Finance and a minor in Financial Markets, positioning him strongly in applied financial research. Beyond his doctorate, his scholarly path emphasizes financial modeling, risk analysis, and cross-market studies. This strong educational foundation has enabled him to advance impactful research on forecasting, financial asymmetry, and machine learning applications in stock market analysis.
Professional Experience
With extensive academic experience, Dr. González Maiz Jiménez has taught across multiple institutions, including his current role as a full-time professor in Finance and Accounting at Universidad de las Américas Puebla. He has designed and delivered courses such as Investment Project Evaluation, Corporate Finance, International Finance, and Financial Management in both English and Spanish. His teaching portfolio demonstrates versatility across undergraduate and graduate programs, nurturing critical thinking in financial analysis and global markets. Beyond teaching, he has published research on forecasting models, market asymmetry, and systematic risk, applying both econometric and machine learning methods. He also contributes as a reviewer for academic journals, ensuring high-quality scholarship. His balanced career reflects dedication to research, pedagogy, and service in advancing finance education.
Awards
Dr. Jaime González Maiz Jiménez has achieved notable recognition in research and academia. He is a distinguished member of Mexico’s National System of Researchers at Level I, an acknowledgment of his sustained scholarly contributions to finance and economics. He has also secured competitive external research funding, including a grant from The Puentes Consortium for his project “Measuring the Impact of Dual Listing on the Mexican Stock Market.” His research excellence has led to publications in respected journals like Emerging Markets Finance & Trade and Investment Analysts Journal, widely read in the field of financial economics. Additionally, his role as a peer reviewer for Revista de Contaduría y Administración highlights his professional service and expertise. These honors underscore his leadership in finance research and academic collaboration.
Research Interests
Dr. González Maiz Jiménez’s research interests center on financial markets, international finance, and quantitative methods for market analysis. His work emphasizes market microstructure, stock market forecasting, risk measurement, and the behavior of financial assets before and during crises such as COVID-19. He has applied econometric and machine learning techniques to study stock price predictability, portfolio construction, and systematic risk in both U.S. and Latin American contexts. His research includes exploring asymmetries around quarterly corporate reports, testing overreaction hypotheses, and evaluating betas for Mexican stocks. By integrating traditional finance theories with emerging computational approaches, his studies provide valuable insights into volatility, investor behavior, and global market integration. His interdisciplinary outlook bridges finance, data science, and risk management, advancing knowledge for both academia and practice.
Publication Top Notes
Title: Directional forecasting for eight forex pairs against the US dollar using machine learning techniques
Year: 2025
Title: Machine learning portfolios for US stock prices: Directional forecasting before and during the COVID-19 pandemic
Year: 2023
Title: Forecasting Performance of Different Betas: Mexican Stocks before and during the COVID-19 Pandemic
Year: 2022
Title: Measuring the Systematic Risk of Sectors within the US Market Via Principal Components Analysis: Before and during the COVID-19 Pandemic
Year: 2022
Title: Measuring the asymmetry level around quarterly reports in the Dow Jones, Nasdaq, and Standard & Poor’s: Before and during the COVID-19 pandemic
Year: 2021
Title: Testing the overreaction hypothesis in the Mexican stock market
Year: 2019
Title: The implicit impact of cross-listing on stock prices: a market microstructure perspective – The case of Latin American markets
Year: 2016
Conclusion
In summary, Dr. Jaime González Maiz Jiménez is a dedicated academic, researcher, and mentor whose career reflects a strong balance of teaching, scholarly inquiry, and professional engagement. His doctorate in Management Science (Finance track) from ITESM-Monterrey University laid the foundation for a career devoted to understanding the complexities of financial markets. Over the years, he has contributed impactful research on forecasting, risk measurement, and financial market asymmetries, gaining recognition as a Level I member of Mexico’s National System of Researchers. With experience across diverse finance courses, he has influenced countless students at Universidad de las Américas Puebla and beyond. His scholarly achievements, funded projects, and service as a peer reviewer demonstrate his ongoing commitment to advancing financial knowledge in both academic and applied settings.