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Marta Vidal

Universidad Complutense de Madrid (UCM)

Carretera de Humera s/n

Madrid, Madrid 28223

Spain

  • Universidad Complutense de Madrid (UCM)

SCHOLARLY PAPERS

14

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Rank 22,171

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Top 22,171

in Total Papers Downloads

1,752

CITATIONS

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Scholarly Papers (14)

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1.

Market Timing Around the World

Journal of Alternative Investments, Volume 18, No. 2, Fall 2015: p. 61-89.
Number of pages: 48 Posted: 23 Aug 2014 Last Revised: 17 Sep 2015
Marta Vidal, Javier Vidal-García and Sabri Boubaker
Universidad Complutense de Madrid (UCM), Harvard University and Champagne School of Management (Groupe Esc Troyes)
Downloads 208 (86,750)

Abstract:

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

2.

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 Complutense de Madrid (UCM) and IPAG Business School
Downloads 140 (152,091)

Abstract:

Mutual Fund Performance, Idiosyncratic Risk, Liquidity, Style Analysis

3.

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: 07 Aug 2015
Marta Vidal, Javier Vidal-García, Hooi Hooi Lean and Gazi Salah Uddin
Universidad Complutense de Madrid (UCM), Harvard University, Universiti Sains Malaysia and Linkoping University - Department of Management and Engineering Division
Downloads 119 (199,558)

Abstract:

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

4.

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 Complutense de Madrid (UCM)
Downloads 117 (171,665)

Abstract:

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

5.

Idiosyncratic Risk and UK Mutual Fund Performance

Number of pages: 35 Posted: 15 Nov 2013 Last Revised: 21 Jun 2017
Javier Vidal-García, Marta Vidal and Sabri Boubaker
Harvard University, Universidad Complutense de Madrid (UCM) and Champagne School of Management (Groupe Esc Troyes)
Downloads 80 (174,593)

Abstract:

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

6.

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 Complutense de Madrid (UCM)
Downloads 68 (251,430)

Abstract:

Mutual funds, Control mechanisms, Fund governance, Management turnover

7.

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 Complutense de Madrid (UCM), Champagne School of Management (Groupe Esc Troyes) and Linkoping University - Department of Management and Engineering Division
Downloads 64 (200,839)

Abstract:

Mutual Fund; Performance Persistence; Portfolio Management; Factor Models

8.

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 Complutense de Madrid (UCM) and Universidad Autónoma de Madrid
Downloads 0 (354,975)

Abstract:

business drivers; global strategy; insurance industry; value creation

9.

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 Complutense de Madrid (UCM)
Downloads 0 (120,939)

Abstract:

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

10.

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 Complutense de Madrid (UCM)
Downloads 0 (313,466)

Abstract:

mutual fund; performance measurement; private information; conditional performance

11.

The Efficiency of Mutual Funds

Annals of Operation Research, Forthcoming
Number of pages: 43 Posted: 19 Apr 2016 Last Revised: 18 Feb 2017
Javier Vidal-García, Marta Vidal, Sabri Boubaker and Majdi Hassan
Harvard University, Universidad Complutense de Madrid (UCM), Champagne School of Management (Groupe Esc Troyes) and ESSEC Tunis
Downloads 0 (186,331)

Abstract:

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

12.

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 Complutense de Madrid (UCM)
Downloads 0 (275,320)

Abstract:

Mutual Fund; Performance Measurement; Sharpe Ratio; Treynor Ratio

13.

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 Complutense de Madrid (UCM) and Champagne School of Management (Groupe Esc Troyes)
Downloads 0 (235,750)

Abstract:

Mutual Fund; Performance Persistence; Market Timing; Factor Models

14.

Spanish Mutual Funds: Short-Term Performance and Market Timing

Number of pages: 32 Posted: 24 Feb 2016 Last Revised: 10 Sep 2017
Marta Vidal and Javier Vidal-García
Universidad Complutense de Madrid (UCM) and Harvard University
Downloads 0 (271,149)

Abstract:

Mutual Fund; Performance Persistence; Market Timing; Factor Models

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