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Details about Javier Gil-Bazo

Homepage:http://www.javiergilbazo.es
Workplace:Departament d'Economia i Empresa (Department of Economics and Business), Universitat Pompeu Fabra (Pompeu Fabra University), Barcelona Graduate School of Economics (Barcelona GSE), (more information at EDIRC)
Centre de Recerca en Economia Financera i Comptabilitat (CREFC) (Research Centre in Financial Economics and Accounting), Departament d'Economia i Empresa (Department of Economics and Business), Universitat Pompeu Fabra (Pompeu Fabra University), Barcelona Graduate School of Economics (Barcelona GSE), (more information at EDIRC)

Access statistics for papers by Javier Gil-Bazo.

Last updated 2017-02-09. Update your information in the RePEc Author Service.

Short-id: pgi221


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Working Papers

2015

  1. Familiarity and Competition: The Case of Mutual Funds
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2015) Downloads View citations (1)
  2. Market Frictions, Investor Heterogeneity, and Persistence in Mutual Fund Performance
    Working Papers, Barcelona Graduate School of Economics Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2015) Downloads

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) Downloads View citations (1)
  2. The influence of BMI, obesity and overweight on medical costs: a panel data perspective
    Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York Downloads View citations (1)

2008

  1. Nonparametric estimation of conditional beta pricing models
    DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa Downloads
  2. 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 Downloads View citations (10)
    See also Journal Article in Journal of Business Ethics (2010)

2006

  1. 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 Downloads View citations (1)

2005

  1. 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 Downloads
  2. 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 Downloads View citations (13)
  3. 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 Downloads View citations (5)
    See also Journal Article in Journal of Economic Behavior & Organization (2008)

2001

  1. A nonparametric dimension test of the term structure
    DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2004)
  2. 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 Downloads

Journal Articles

2011

  1. Conditional beta pricing models: A nonparametric approach
    Journal of Banking & Finance, 2011, 35, (12), 3362-3382 Downloads View citations (5)

2010

  1. The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies
    Journal of Business Ethics, 2010, 94, (2), 243-263 Downloads View citations (42)
    See also Working Paper (2008)

2009

  1. The Relation between Price and Performance in the Mutual Fund Industry
    Journal of Finance, 2009, 64, (5), 2153-2183 Downloads View citations (96)

2008

  1. When cheaper is better: Fee determination in the market for equity mutual funds
    Journal of Economic Behavior & Organization, 2008, 67, (3-4), 871-885 Downloads View citations (21)
    See also Working Paper (2005)

2006

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

2004

  1. A Nonparametric Dimension Test of the Term Structure
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (3), 1-28 Downloads
    See also Working Paper (2001)
  2. Beyond Single-Factor Affine Term Structure Models
    Journal of Financial Econometrics, 2004, 2, (4), 565-591 Downloads View citations (3)
 
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