Details about Javier Gil-Bazo

Access statistics for papers by Javier Gil-Bazo.

Last updated 2025-02-07. Update your information in the RePEc Author Service.

Short-id: pgi221

Working Papers

2024

1. Geographic Shareholder Dispersion and Mutual Fund Flow Risk
   Working Papers, Barcelona School of Economics
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2024)
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2024)
2. Nonstandard Errors
   Post-Print, HAL
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2021)
   Working Papers, Barcelona School of Economics (2021)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
   Post-Print, HAL (2021)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)
   Working Papers, Lund University, Department of Economics (2021)
3. Social Media as a Bank Run Catalyst
   Post-Print, HAL View citations (1)
   Also in Working Papers, HAL (2024)
4. Tweeting for Money: Social Media and Mutual Fund Flows
   Working Papers, HAL
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2022)
   Working Papers, Barcelona School of Economics (2022)
   Post-Print, HAL (2023)

2021

5. Can machine learning help to select portfolios of mutual funds?
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (4)

2015

6. 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)
7. 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)

2008

8. Nonparametric estimation of conditional beta pricing models
   DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa
9. 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 The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies, Journal of Business Ethics, Springer (2010) View citations (80) (2010)

2006

10. 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 (2)

2005

11. 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
12. 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)
13. 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 When cheaper is better: Fee determination in the market for equity mutual funds, Journal of Economic Behavior & Organization, Elsevier (2008) View citations (35) (2008)

2001

14. 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
    See also Journal Article A Nonparametric Dimension Test of the Term Structure, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2004) (2004)
15. 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

2023

1. Machine learning and fund characteristics help to select mutual funds with positive alpha
   Journal of Financial Economics, 2023, 150, (3) View citations (3)

2022

2. The professionalization of Airbnb in Madrid: far from a collaborative economy
   Current Issues in Tourism, 2022, 25, (20), 3343-3362 View citations (2)

2020

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

2018

5. Market frictions, investor sophistication, and persistence in mutual fund performance
   Journal of Financial Markets, 2018, 40, (C), 40-59 View citations (7)

2016

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

2011

7. Conditional beta pricing models: A nonparametric approach
   Journal of Banking & Finance, 2011, 35, (12), 3362-3382 View citations (11)

2010

8. 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 (80)
   See also Working Paper The performance of socially responsible mutual funds: the role of fees and management companies, DEE - Working Papers. Business Economics. WB (2008) View citations (12) (2008)

2009

9. The Relation between Price and Performance in the Mutual Fund Industry
   Journal of Finance, 2009, 64, (5), 2153-2183 View citations (153)

2008

10. 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 (35)
    See also Working Paper When cheaper is better: fee determination in the market for equity mutual funds, DEE - Working Papers. Business Economics. WB (2005) View citations (6) (2005)

2006

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

2004

13. A Nonparametric Dimension Test of the Term Structure
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (3), 28
    See also Working Paper A nonparametric dimension test of the term structure, DEE - Working Papers. Business Economics. WB (2001) (2001)
14. Beyond Single-Factor Affine Term Structure Models
    Journal of Financial Econometrics, 2004, 2, (4), 565-591 View citations (3)