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

Working Papers

2022

1. 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

2. Can machine learning help to select portfolios of mutual funds?
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra View citations (2)
3. 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

4. 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)
5. 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

6. 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

7. Nonparametric estimation of conditional beta pricing models
   DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa
8. 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

9. 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

10. 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
11. 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)
12. 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

13. 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

14. 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

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

2021

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

2020

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

2018

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

2016

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

2011

6. 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

7. 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

8. The Relation between Price and Performance in the Mutual Fund Industry
   Journal of Finance, 2009, 64, (5), 2153-2183 View citations (135)

2008

9. 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

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

2004

12. A Nonparametric Dimension Test of the Term Structure
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (3), 1-28
    See also Working Paper (2002)
13. Beyond Single-Factor Affine Term Structure Models
    The Journal of Financial Econometrics, 2004, 2, (4), 565-591 View citations (3)