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

49

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Scholarly Papers (49)

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1.

Short-Term Performance and Mutual Fund Size

Number of pages: 28 Posted: 30 Jun 2016 Last Revised: 20 Dec 2021
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 352 (118,811)
Citation 3

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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, Javier Vidal-García, Marta Vidal, Sabri Boubaker and Majdi Hassan
Harvard UniversityComplutense University of Madrid, Universidad Europea de Madrid, Ecole de Management de Normandie and ESSEC Tunis
Downloads 271 (156,304)

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

3.

Sharpe Ratio: International Evidence

Number of pages: 17 Posted: 17 Apr 2016 Last Revised: 25 Apr 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 250 (169,403)

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Mutual Fund; Performance Measurement; Sharpe Ratio; Treynor Ratio

4.

Idiosyncratic Risk and Mutual Fund Performance

Annals of Operation Research, October 2019, Volume 281, pp 349–372.
Number of pages: 36 Posted: 15 Nov 2013 Last Revised: 06 Aug 2020
Javier Vidal-García, Javier Vidal-García, Marta Vidal, Sabri Boubaker and Riadh Manita
Harvard UniversityComplutense University of Madrid, Universidad Europea de Madrid, Ecole de Management de Normandie and Neoma Business School
Downloads 239 (176,913)
Citation 1

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

5.

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, Javier Vidal-García, Marta Vidal and Duc Khuong Nguyen
Harvard UniversityComplutense University of Madrid, Universidad Europea de Madrid and IPAG Business School
Downloads 198 (210,912)

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Mutual Fund Performance, Idiosyncratic Risk, Liquidity, Style Analysis

6.

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, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 172 (238,313)
Citation 2

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

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, Javier Vidal-García, Marta Vidal, Sabri Boubaker and Gazi Salah Uddin
Harvard UniversityComplutense University of Madrid, Universidad Europea de Madrid, Ecole de Management de Normandie and Linkoping University - Department of Management and Engineering Division
Downloads 167 (244,269)
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Mutual Fund; Performance Persistence; Portfolio Management; Factor Models

8.

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, Javier Vidal-García, Hooi Hooi Lean and Gazi Salah Uddin
Universidad Europea de Madrid, Harvard UniversityComplutense University of Madrid, Universiti Sains Malaysia and Linkoping University - Department of Management and Engineering Division
Downloads 166 (245,528)
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Mutual Fund Performance; Mutual Fund Fees; Return Predictability; Investor´s Performance

9.

Mutual Fund Performance and Private Information

Number of pages: 23 Posted: 22 Jun 2016 Last Revised: 04 Apr 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 123 (310,838)

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mutual fund; performance measurement; private information; conditional performance

10.

Financial Market Anomalies

Number of pages: 24 Posted: 10 Mar 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 122 (312,736)

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London Stock Exchange; Seasonality; Market Efficiency; Anomalies

11.

Spanish Mutual Funds: Short-Term Performance and Market Timing

Number of pages: 32 Posted: 24 Feb 2016 Last Revised: 13 Apr 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 120 (316,542)
Citation 2

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Mutual Fund; Performance Persistence; Market Timing; Factor Models

12.

Is Your Fund Watching Out for You?

Number of pages: 47 Posted: 10 Mar 2013 Last Revised: 13 Apr 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 111 (334,225)
Citation 1

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Mutual funds, Control mechanisms, Fund governance, Management turnover

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 99 (360,773)

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

14.

Turn of the Month Effect

Number of pages: 24 Posted: 31 May 2022
Marta Vidal, Javier Vidal-García and Javier Vidal-García
Universidad Europea de Madrid and Harvard UniversityComplutense University of Madrid
Downloads 98 (363,134)

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London Stock Exchange, Calendar Anomalies, FTSE Indices, Change of the Month Effect

15.

Indonesian Mutual Fund Performance

Number of pages: 25 Posted: 22 Jul 2021 Last Revised: 18 May 2022
Marta Vidal, Javier Vidal-García and Javier Vidal-García
Universidad Europea de Madrid and Harvard UniversityComplutense University of Madrid
Downloads 97 (365,476)

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Mutual Fund; Performance Persistence; Indonesia; Factor Models

16.

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, Javier Vidal-García, Marta Vidal and María Isabel Martínez Torre-Enciso
Universidad Complutense de Madrid (UCM), Harvard UniversityComplutense University of Madrid, Universidad Europea de Madrid and Universidad Autónoma de Madrid
Downloads 92 (377,834)

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business drivers; global strategy; insurance industry; value creation

17.

Benchmark versus Index in Mutual Fund Performance Evaluation

Number of pages: 26 Posted: 20 Jan 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 88 (388,210)

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Mutual Funds; Benchmark; Portfolio Management; Short-term performance

18.

A Note on Markowitz Model

Number of pages: 12 Posted: 10 Oct 2019 Last Revised: 28 Jan 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 80 (410,795)

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Mutual Funds; Markowitz Model; Fund Performance; Portfolio Selection

19.

The Size Effect on the London Stock Exchange

Number of pages: 28 Posted: 16 Feb 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 77 (419,835)

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: London Stock Exchange; Size Effect; FTSE Indices; European Financial Markets

20.

Modified Sharpe Ratio

Number of pages: 18 Posted: 15 Mar 2022 Last Revised: 18 Apr 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 73 (432,342)

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Mutual Funds; Sharpe Ratio; Portfolio Management; Short-Term Performance

21.

Mutual Fund Flow-Performance Relation

Number of pages: 23 Posted: 18 Nov 2021
Marta Vidal, Javier Vidal-García and Javier Vidal-García
Universidad Europea de Madrid and Harvard UniversityComplutense University of Madrid
Downloads 69 (445,606)

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Mutual Fund; Portfolio Management; Fund Performance; Money Flow

22.

Smart Money Effect

Number of pages: 19 Posted: 10 Sep 2021
Marta Vidal, Javier Vidal-García and Javier Vidal-García
Universidad Europea de Madrid and Harvard UniversityComplutense University of Madrid
Downloads 65 (459,450)

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Mutual Fund; Smart Money; Europe; Factor Models

23.

Mutual Funds Synchronization

Number of pages: 17 Posted: 05 Jan 2022 Last Revised: 07 Jan 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 64 (463,020)

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Mutual Funds; Volatility; Portfolio Management; Short-Term Performance

24.

The Relation between Mutual Fund Performance and Investment Style Changes

Number of pages: 26 Posted: 30 Jan 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 57 (489,654)

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Mutual Fund; Investment Style; Fund Performance; European Financial Markets

25.

Short-Term Volatility Timing: A Cross-Country Study

Number of pages: 28 Posted: 09 Aug 2021
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 54 (501,704)

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Mutual Funds; Volatility Timing; Portfolio Management; Short-Term Performance

26.

A Comparison of International Mutual Funds Efficiency

Number of pages: 13 Posted: 20 Jan 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 53 (505,848)

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Mutual Funds; Efficiency; Portfolio Management; Short-Term Performance

27.

Efficiency and Persistence of French Funds

Number of pages: 14 Posted: 12 Jan 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 53 (505,848)

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G11, G12.

28.

Style Timing around the World

Number of pages: 26 Posted: 08 Apr 2022 Last Revised: 12 Apr 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 50 (523,152)

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Mutual Funds; Flows; Portfolio Management; Fund Performance

29.

Market Timing and Time Frequency

Number of pages: 23 Posted: 10 Oct 2019 Last Revised: 28 Dec 2021
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 50 (518,697)

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

30.

Global Tournaments

Number of pages: 25 Posted: 07 Sep 2021 Last Revised: 24 Jan 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 49 (523,152)

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Mutual Funds; Tournaments; Portfolio Management; Fund Performance.

31.

Mutual Fund Efficiency in Europe

Number of pages: 25 Posted: 04 Sep 2021
Marta Vidal, Javier Vidal-García and Javier Vidal-García
Universidad Europea de Madrid and Harvard UniversityComplutense University of Madrid
Downloads 48 (527,655)

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Mutual Fund; Fund Efficiency; Europe; Factor Models.

32.

Efficiency Persistence in Mutual Fund Performance

Number of pages: 33 Posted: 10 Feb 2019 Last Revised: 06 Mar 2021
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 48 (527,655)

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Mutual Funds, Portfolio Efficiency, Data Envelopment Analysis, Multiple Criteria Decision

33.

Management Efficiency in the Mutual Fund Industry

Number of pages: 21 Posted: 10 Mar 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 47 (541,392)

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Mutual Funds; Efficiency; Portfolio Management; Short-term performance

34.

Information and Volatility in Financial Markets

Number of pages: 24 Posted: 10 Mar 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 47 (532,094)

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Information; Volatility; FTSE Indices; Financial Markets

35.

Efficiency and Investment Style of European Mutual Funds

Number of pages: 12 Posted: 28 Jan 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 46 (536,746)

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Mutual Fund; Efficiency; Factor Models; Data Envelopment Analysis

36.

Scandinavian Mutual Fund Performance

Number of pages: 25 Posted: 09 Feb 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 44 (546,179)

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Mutual Fund; Performance Persistence; Portfolio Management; Factor Models

37.

The Conditional Performance of French Mutual Funds

Number of pages: 23 Posted: 17 Jan 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 44 (546,179)

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Mutual Fund; Conditional Performance; Portfolio Management; Market Timing

38.

Another Look at Short-Term Efficiency and Persistence: Evidence from the Asia Pacific Region

Number of pages: 31 Posted: 28 Sep 2021 Last Revised: 31 Mar 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 42 (556,073)

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Mutual Funds; Persistence; Portfolio Management; Short-Term Performance.

39.

Predictability of Korean Mutual Fund Performance

Number of pages: 15 Posted: 12 Aug 2021
Marta Vidal, Javier Vidal-García and Javier Vidal-García
Universidad Europea de Madrid and Harvard UniversityComplutense University of Madrid
Downloads 41 (561,139)

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Mutual Funds; Performance Persistence; South Korea; Contingency Tables

40.

Mutual Fund Efficiency and Financial Internationalization

Number of pages: 26 Posted: 14 Mar 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 38 (576,421)

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Mutual Funds; Efficiency; Portfolio Management; Short-term Performance

41.

European Market Timing

Number of pages: 23 Posted: 18 Oct 2021
Marta Vidal, Javier Vidal-García and Javier Vidal-García
Universidad Europea de Madrid and Harvard UniversityComplutense University of Madrid
Downloads 38 (576,421)

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Mutual Fund; Market Timing; Europe; Bootstrap Analysis.

42.

Mutual Fund Flows around the World

Number of pages: 27 Posted: 03 Apr 2022 Last Revised: 06 May 2022
Javier Vidal-García, Javier Vidal-García, Marta Vidal and Stelios Bekiros
Harvard UniversityComplutense University of Madrid, Universidad Europea de Madrid and European University Institute - Economics Department (ECO)
Downloads 36 (587,321)

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Mutual Funds; Flows; Portfolio Management; Fund Performance

43.

Direction of Money Flows and Investors in Mutual Funds

Number of pages: 20 Posted: 10 Mar 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 36 (587,321)

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Mutual Funds; Investor’s Behavior; Portfolio Management; Short-term Performance

44.

Performance and Asset Size in the European Mutual Fund Market

Number of pages: 35 Posted: 18 May 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 34 (598,376)

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Mutual Fund, Asset Size, Portfolio Management, Fund Performance

45.

Weekend and Holiday Effect

Number of pages: 27 Posted: 01 Jun 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 32 (610,122)

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Holiday Effect, Weekend Effect, Fund Performance, European Financial Markets

46.

The Relation between Size and Mutual Fund Performance

Number of pages: 29 Posted: 27 Apr 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 27 (641,827)

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Mutual Funds; Fund Size; Portfolio Management; Fund Performance

47.

Social Responsibility in European Mutual Fund Performance

Number of pages: 27 Posted: 06 May 2022
Marta Vidal, Javier Vidal-García and Javier Vidal-García
Universidad Europea de Madrid and Harvard UniversityComplutense University of Madrid
Downloads 25 (655,672)

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Mutual Funds; Social Responsibility; Portfolio Management; Fund Performance

48.

Strategic Convergence in the Mutual Fund Industry

Number of pages: 28 Posted: 29 Apr 2022
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 24 (662,873)

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Mutual Funds; Asset Allocation; Portfolio Management; Fund Performance

49.

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, Javier Vidal-García and Sabri Boubaker
Universidad Europea de Madrid, Harvard UniversityComplutense University of Madrid and Ecole de Management de Normandie
Downloads 0 (890,611)

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