Details about Javier Gil-Bazo

Access statistics for papers by Javier Gil-Bazo.

Last updated 2013-01-28. Update your information in the RePEc Author Service.

Short-id: pgi221

Working Papers

2013

1. Market Frictions, Investor Sophistication and Persistence in Mutual Fund Performance
   ESADE Working Papers, ESADE Business School, Group for Research in Economics and Finance (GREF)

2010

2. Conditional beta pricing models: A nonparametric approach
   BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) View citations (1)
   See also Journal Article in Journal of Banking & Finance (2011)
3. The performance of socially responsible mutual funds: the role of fees and management companies
   Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid View citations (3)
   Also in Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa (2008) View citations (1)
   See also Journal Article in Journal of Business Ethics (2010)

2009

4. The relation between price and performance in the mutual fund industry
   Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid View citations (9)
   See also Journal Article in Journal of Finance (2009)

2008

5. Nonparametric estimation of conditional beta pricing models
   Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa
   Also in Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid
6. When cheaper is better: Fee determination in the market for equity mutual funds
   Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid View citations (2)
   Also in Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa (2005) View citations (1)
   See also Journal Article in Journal of Economic Behavior & Organization (2008)

2007

7. Formación de Precios en un Mercado Artificial de Doble Subasta Continua
   Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid
8. Price dynamics, informational efficiency and wealth distribution in continuous double-auction markets
   Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid View citations (1)
   Also in Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa (2005) View citations (1)

2006

9. YET ANOTHER PUZZLE? THE RELATION BETWEEN PRICE AND PERFORMANCE IN THE MUTUAL FUND INDUSTRY
   Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa View citations (1)

2005

10. MARKET IMPERFECTIONS, DISCOUNT FACTORS AND STOCHASTIC DOMINANCE: AN EMPIRICAL ANALYSIS WITH OIL-LINKED DERIVATIVES
    Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa
    Also in Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid
11. Mercados de agentes computacionales
    Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid
12. What drives information dissemination in continuous double auction markets?
    Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid

2004

13. A nonparametric dimension test of the term structure
    Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid
    Also in DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II (2003)
    Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa (2001)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2004)

2003

14. The Black Box of Mutual Fund Fees
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II View citations (3)

2001

15. OPTIMAL DEMAND FOR LONG-TERM BONDS WHEN RETURNS ARE PREDICTABLE
    Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa

Journal Articles

2011

1. Conditional beta pricing models: A nonparametric approach
   Journal of Banking & Finance, 2011, 35, (12), 3362-3382 View citations (1)
   See also Working Paper (2010)

2010

2. The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies
   Journal of Business Ethics, 2010, 94, (2), 243-263 View citations (1)
   See also Working Paper (2010)

2009

3. The Relation between Price and Performance in the Mutual Fund Industry
   Journal of Finance, 2009, 64, (5), 2153-2183 View citations (14)
   See also Working Paper (2009)

2008

4. When cheaper is better: Fee determination in the market for equity mutual funds
   Journal of Economic Behavior & Organization, 2008, 67, (3-4), 871-885 View citations (4)
   See also Working Paper (2008)

2006

5. Investment Horizon Effects
   Journal of Business Finance & Accounting, 2006, 33, (1-2), 179-202 View citations (1)
6. The value of the 'swap' feature in equity default swaps
   Quantitative Finance, 2006, 6, (1), 67-74

2004

7. A Nonparametric Dimension Test of the Term Structure
   Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (3), 6
   See also Working Paper (2004)
8. Beyond Single-Factor Affine Term Structure Models
   Journal of Financial Econometrics, 2004, 2, (4), 565-591 View citations (2)