Marta Vidal

Universidad Europea de Madrid

Economic and Business Department

Villaviciosa de Odón

Madrid, 28670

Spain

Universidad Complutense de Madrid (UCM)

School of Economics Business Management

Somosaguas Campus

Madrid, 28223

Spain

  • Universidad Europea de Madrid

  • Universidad Complutense de Madrid (UCM)

SCHOLARLY PAPERS

15

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SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (15)

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1.

Short-Term Performance and Mutual Fund Size

Number of pages: 28 Posted: 30 Jun 2016 Last Revised: 10 Sep 2017
Javier Vidal-García and Marta Vidal
Harvard University and Universidad Europea de Madrid
Downloads 282 (117,294)
Citation 2

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Mutual Fund; Performance Measurement; Market Timing; Fund Size.

2.

The Efficiency of Mutual Funds

Annals of Operation Research, August 2018, Volume 267, Issue 1–2, pp 555–584.
Number of pages: 43 Posted: 19 Apr 2016 Last Revised: 04 Aug 2018
Javier Vidal-García, Marta Vidal, Sabri Boubaker and Majdi Hassan
Harvard University, Universidad Europea de Madrid, University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion and ESSEC Tunis
Downloads 232 (143,129)

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Mutual Funds, Portfolio Efficiency, Factor Models, Data Envelopment Analysis

3.

Idiosyncratic Risk and Mutual Fund Performance

Annals of Operation Research, Forthcoming
Number of pages: 36 Posted: 15 Nov 2013 Last Revised: 20 Feb 2018
Javier Vidal-García, Marta Vidal, Sabri Boubaker and Riadh Manita
Harvard University, Universidad Europea de Madrid, University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion and Neoma Business School
Downloads 215 (153,863)
Citation 1

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Mutual fund performance, idiosyncratic risk, investment style, market timing

4.

Do Liquidity and Idiosyncratic Risk Matter?: Evidence from the European Mutual Fund Market

Review of Quantitative Finance and Accounting, August 2016, Volume 47, Issue 2, pp 213-247., Midwest Finance Association 2013 Annual Meeting Paper.
Number of pages: 37 Posted: 01 Feb 2012 Last Revised: 22 Oct 2016
Javier Vidal-García, Marta Vidal and Duc Khuong Nguyen
Harvard University, Universidad Europea de Madrid and IPAG Business School
Downloads 187 (175,099)

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Mutual Fund Performance, Idiosyncratic Risk, Liquidity, Style Analysis

5.

Seasonality and Idiosyncratic Risk in Mutual Fund Performance

European Journal of Operational Research 233 (2014), pp. 613-624
Number of pages: 34 Posted: 06 Feb 2012 Last Revised: 19 Nov 2014
Javier Vidal-García and Marta Vidal
Harvard University and Universidad Europea de Madrid
Downloads 159 (201,640)
Citation 1

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Mutual fund performance, seasonality, idiosyncratic risk, tax-loss selling

6.

The Short-Term Persistence of International Mutual Fund Performance

Economic Modelling. Volume 52, Part B, January 2016, Pages 926–938.
Number of pages: 39 Posted: 17 Jul 2014 Last Revised: 15 Dec 2015
Javier Vidal-García, Marta Vidal, Sabri Boubaker and Gazi Salah Uddin
Harvard University, Universidad Europea de Madrid, University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion and Linkoping University - Department of Management and Engineering Division
Downloads 146 (216,407)
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Mutual Fund; Performance Persistence; Portfolio Management; Factor Models

7.

The Relation between Fees and Return Predictability in the Mutual Fund Industry

Economic Modelling. Volume 47, June 2015, p. 260-270
Number of pages: 38 Posted: 24 Nov 2013 Last Revised: 26 Sep 2018
Marta Vidal, Javier Vidal-García, Hooi Hooi Lean and Gazi Salah Uddin
Universidad Europea de Madrid, Harvard University, Universiti Sains Malaysia and Linkoping University - Department of Management and Engineering Division
Downloads 145 (217,647)
Citation 1

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Mutual Fund Performance; Mutual Fund Fees; Return Predictability; Investor´s Performance

8.

Sharpe Ratio: International Evidence

Number of pages: 16 Posted: 17 Apr 2016 Last Revised: 10 Sep 2017
Javier Vidal-García and Marta Vidal
Harvard University and Universidad Europea de Madrid
Downloads 142 (221,253)

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Mutual Fund; Performance Measurement; Sharpe Ratio; Treynor Ratio

9.

A Comparison of Short-Term Persistence of Mutual Fund Performance in Europe

Number of pages: 37 Posted: 11 Mar 2016 Last Revised: 08 Sep 2017
Javier Vidal-García, Marta Vidal and Sabri Boubaker
Harvard University, Universidad Europea de Madrid and University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion
Downloads 114 (261,548)
Citation 1

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Mutual Fund; Performance Persistence; Market Timing; Factor Models

10.

Is Your Fund Watching Out for You?

Number of pages: 47 Posted: 10 Mar 2013 Last Revised: 03 Mar 2015
Javier Vidal-García and Marta Vidal
Harvard University and Universidad Europea de Madrid
Downloads 97 (292,259)

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Mutual funds, Control mechanisms, Fund governance, Management turnover

11.

Mutual Fund Performance and Private Information

Number of pages: 22 Posted: 22 Jun 2016 Last Revised: 24 Aug 2017
Javier Vidal-García and Marta Vidal
Harvard University and Universidad Europea de Madrid
Downloads 84 (319,894)

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mutual fund; performance measurement; private information; conditional performance

12.

New Evidence in the Definition of Strategy for Global Insurers

Economics Bulletin, Vol. 36 No. 3 pp. 1829-1843, September 2016.
Number of pages: 16 Posted: 22 Oct 2016
Rafael Hernandez Barros, Javier Vidal-García, Marta Vidal and María Isabel Martínez Torre-Enciso
Universidad Complutense de Madrid (UCM), Harvard University, Universidad Europea de Madrid and Universidad Autónoma de Madrid
Downloads 76 (339,385)

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business drivers; global strategy; insurance industry; value creation

13.

Determinants of the Acceptance of Mobile Learning as an Element of Human Capital Training In Organisations

Technological Forecasting & Social Change, Forthcoming
Number of pages: 35 Posted: 27 Aug 2018 Last Revised: 17 Oct 2019
Marta Vidal, Maria Francisca Blasco and Migue Angel Sastre
Universidad Europea de Madrid, Universidad Complutense de Madrid (UCM) and Universidad Complutense de Madrid (UCM)
Downloads 27 (519,907)

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mobile learning; training; human resources; ICT; technology acceptance model

14.

Market Timing and Time Frequency

Posted: 10 Oct 2019
Javier Vidal-García and Marta Vidal
Harvard University and Universidad Europea de Madrid

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Mutual Funds; Market Timing; Portfolio Management; Short-term performance

15.

Market Timing Around the World

Journal of Alternative Investments, Volume 18, No. 2, Fall 2015: p. 61-89., https://doi.org/10.3905/jai.2015.18.2.061
Posted: 23 Aug 2014 Last Revised: 22 May 2019
Marta Vidal, Javier Vidal-García and Sabri Boubaker
Universidad Europea de Madrid, Harvard University and University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion
Downloads 0 (719,302)

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Mutual Funds, Market Timing, Portfolio Management, Short-Term Performance