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Details about Javier Gil-Bazo

E-mail:
Homepage:http://www.javiergilbazo.es
Workplace:Departament d'Economia i Empresa (Department of Economics and Business), Universitat Pompeu Fabra (Pompeu Fabra University), Barcelona School of Economics (BSE), (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 School of Economics (BSE), (more information at EDIRC)

Access statistics for papers by Javier Gil-Bazo.

Last updated 2022-01-10. Update your information in the RePEc Author Service.

Short-id: pgi221


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Working Papers

2021

  1. Can machine learning help to select portfolios of mutual funds?
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (1)
  2. Non-standard errors
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads

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 View citations (1)

2010

  1. Conditional beta pricing models: A nonparametric approach
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads
    See also Journal Article in Journal of Banking & Finance (2011)

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 (19)
  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 (6)
    See also Journal Article in Journal of Economic Behavior & Organization (2008)

2004

  1. The Black Box of Mutual Fund Fees
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II Downloads View citations (5)

2002

  1. A Non-Parametric Dimension Test of the Term Structure
    DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II Downloads
    Also in DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa (2001) Downloads

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2004)

2001

  1. 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

2021

  1. Thawing Yedoma permafrost is a neglected nitrous oxide source
    Nature Communications, 2021, 12, (1), 1-10 Downloads

2020

  1. Mutual Funding
    Review of Financial Studies, 2020, 33, (10), 4883-4915 Downloads View citations (1)
  2. Sentiment stocks
    International Review of Financial Analysis, 2020, 72, (C) Downloads

2018

  1. Market frictions, investor sophistication, and persistence in mutual fund performance
    Journal of Financial Markets, 2018, 40, (C), 40-59 Downloads View citations (3)

2016

  1. Information and investment under uncertainty
    Economics Letters, 2016, 148, (C), 17-22 Downloads

2011

  1. Conditional beta pricing models: A nonparametric approach
    Journal of Banking & Finance, 2011, 35, (12), 3362-3382 Downloads View citations (7)
    See also Working Paper (2010)

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 (57)
    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 (122)

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 (28)
    See also Working Paper (2005)

2006

  1. Investment Horizon Effects
    Journal of Business Finance & Accounting, 2006, 33, (1‐2), 179-202 Downloads View citations (1)
  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 (2002)
  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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