Details about Javier Gil-Bazo
Access statistics for papers by Javier Gil-Bazo.
Last updated 2023-01-23. Update your information in the RePEc Author Service.
Short-id: pgi221
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Working Papers
2022
- Tweeting for Money: Social Media and Mutual Fund Flows
Working Papers, Barcelona School of Economics 
Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2022)
2021
- Can machine learning help to select portfolios of mutual funds?
Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (2)
- Non-Standard Errors
Working Papers, Barcelona School of Economics 
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)  Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2021)  Post-Print, HAL (2021)
2015
- Familiarity and Competition: The Case of Mutual Funds
Working Papers, Barcelona School of Economics View citations (1)
Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2015) View citations (1)
- Market Frictions, Investor Heterogeneity, and Persistence in Mutual Fund Performance
Working Papers, Barcelona School of Economics 
Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2015) View citations (1)
2010
- Conditional beta pricing models: A nonparametric approach
BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) 
See also Journal Article in Journal of Banking & Finance (2011)
2008
- Nonparametric estimation of conditional beta pricing models
DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa
- The performance of socially responsible mutual funds: the role of fees and management companies
DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa View citations (12)
See also Journal Article in Journal of Business Ethics (2010)
2006
- Yet another puzzle? the relation between price and performance in the mutual fund industry
DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa View citations (1)
2005
- Market imperfections, discount factors and stochastic dominance: an empirical analysis with oil-linked derivatives
DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa
- Price dynamics, informational efficiency and wealth distribution in continuous double auction markets
DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa View citations (19)
- When cheaper is better: fee determination in the market for equity mutual funds
DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa View citations (6)
See also Journal Article in Journal of Economic Behavior & Organization (2008)
2004
- The Black Box of Mutual Fund Fees
DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II View citations (6)
2002
- A Non-Parametric Dimension Test of the Term Structure
DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II 
Also in DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa (2001) 
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2004)
2001
- Optimal demand for long-term bonds when returns are predictable
DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa
Journal Articles
2021
- Thawing Yedoma permafrost is a neglected nitrous oxide source
Nature Communications, 2021, 12, (1), 1-10 View citations (1)
2020
- Mutual Funding
Review of Financial Studies, 2020, 33, (10), 4883-4915 View citations (1)
- Sentiment stocks
International Review of Financial Analysis, 2020, 72, (C)
2018
- Market frictions, investor sophistication, and persistence in mutual fund performance
Journal of Financial Markets, 2018, 40, (C), 40-59 View citations (5)
2016
- Information and investment under uncertainty
Economics Letters, 2016, 148, (C), 17-22
2011
- Conditional beta pricing models: A nonparametric approach
Journal of Banking & Finance, 2011, 35, (12), 3362-3382 View citations (10)
See also Working Paper (2010)
2010
- 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 (66)
See also Working Paper (2008)
2009
- The Relation between Price and Performance in the Mutual Fund Industry
Journal of Finance, 2009, 64, (5), 2153-2183 View citations (135)
2008
- 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 (34)
See also Working Paper (2005)
2006
- Investment Horizon Effects
Journal of Business Finance & Accounting, 2006, 33, (1‐2), 179-202 View citations (1)
- The value of the 'swap' feature in equity default swaps
Quantitative Finance, 2006, 6, (1), 67-74 View citations (1)
2004
- A Nonparametric Dimension Test of the Term Structure
Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (3), 1-28 
See also Working Paper (2002)
- Beyond Single-Factor Affine Term Structure Models
The Journal of Financial Econometrics, 2004, 2, (4), 565-591 View citations (3)
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