Javier Gil-Bazo

Universitat Pompeu Fabra

Associate Professor

Ramon Trias Fargas, 25-27

Barcelona, 08005

Spain

Barcelona Graduate School of Economics (Barcelona GSE)

Ramon Trias Fargas, 25-27

Barcelona, Barcelona 08005

Spain

SCHOLARLY PAPERS

17

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CITATIONS
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30

Scholarly Papers (17)

1.

The Performance of Socially Responsible Mutual Funds: The Role of Fees And Management Companies

Number of pages: 33 Posted: 26 Nov 2008
Javier Gil-Bazo, Pablo Ruiz-Verdú and Andre A. P. Santos
Universitat Pompeu Fabra, Universidad Carlos III de Madrid and Universidade Federal de Santa Catarina (UFSC) - Department of Economics
Downloads 826 (26,660)
Citation 4

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Socially responsible investment, Mutual fund fees, Mutual fund performance, Mutual Fund Management Companies

2.

Yet Another Puzzle? The Relation between Price and Performance in the Mutual Fund Industry

Universidad Carlos III de Madrid Business Economics Working Paper No. 06-65
Number of pages: 51 Posted: 29 Nov 2006
Pablo Ruiz-Verdú and Javier Gil-Bazo
Universidad Carlos III de Madrid and Universitat Pompeu Fabra
Downloads 494 (52,681)
Citation 12

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Mutual fund performance, mutual fund fees, investors' performance sensitivity

3.

Diseconomies of Scope and Mutual Fund Performance

Darden Business School Working Paper No. 2874975
Number of pages: 55 Posted: 27 Nov 2016 Last Revised: 12 Dec 2017
Richard B. Evans, Javier Gil-Bazo and Marc L. Lipson
University of Virginia - Darden School of Business, Universitat Pompeu Fabra and University of Virginia - Darden School of Business
Downloads 365 (76,051)

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mutual fund managers, performance persistence, diseconomies of scale, diseconomies of scope

4.

Market Frictions, Investor Sophistication, and Persistence in Mutual Fund Performance

Number of pages: 46 Posted: 16 May 2012 Last Revised: 19 Dec 2017
Ariadna Dumitrescu and Javier Gil-Bazo
ESADE Business School and Universitat Pompeu Fabra
Downloads 340 (82,538)

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mutual fund performance persistence; market frictions; investor sophistication

5.

When Cheaper is Better: Fee Determination in the Market for Equity Mutual Funds

Number of pages: 42 Posted: 30 May 2005
Pablo Ruiz-Verdú and Javier Gil-Bazo
Universidad Carlos III de Madrid and Universitat Pompeu Fabra
Downloads 283 (101,135)
Citation 12

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mutual fund fees, mutual fund performance, product quality, asymmetric information, bounded rationality

6.

Mutual Funding

Number of pages: 61 Posted: 22 Dec 2014 Last Revised: 13 Mar 2017
Javier Gil-Bazo, Peter Hoffmann and Sergio Mayordomo
Universitat Pompeu Fabra, European Central Bank (ECB) - Directorate General Research and Banco de España
Downloads 208 (137,963)

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Financial Conglomerates, Mutual Funds, Agency Conflicts, Financial Crisis, Sovereign Debt Crisis

7.

Investor Attention and Investor Characteristics

Number of pages: 36 Posted: 13 Dec 2012 Last Revised: 26 Jun 2017
Hang Dong and Javier Gil-Bazo
IE University and Universitat Pompeu Fabra
Downloads 199 (143,825)

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Investor attention; Investor characteristics; Mutual fund performance; Mutual fund characteristics; Financial decisions

8.

Price Inefficiencies in Commodities-Linked Derivatives Markets: A Model-Free Analysis

Number of pages: 31 Posted: 20 Nov 2008
Alejandro Balbás, Anna Downarowicz and Javier Gil-Bazo
Universidad Carlos III de Madrid - Department of Business Administration, affiliation not provided to SSRN and Universitat Pompeu Fabra
Downloads 171 (165,012)

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commodities-linked derivatives, price effciency, options markets, portfolio global dominance

9.

Familiarity and Competition: The Case of Mutual Funds

Number of pages: 47 Posted: 13 Mar 2015 Last Revised: 14 Jul 2016
Ariadna Dumitrescu and Javier Gil-Bazo
ESADE Business School and Universitat Pompeu Fabra
Downloads 159 (176,641)

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familiarity bias, competition, mutual funds, performance persistence

10.

Conditional Beta Pricing Models: A Nonparametric Approach

Number of pages: 47 Posted: 15 May 2011 Last Revised: 04 Jul 2011
Eva Ferreira, Javier Gil-Bazo and Susan Orbe
Universidad del País Vasco (UPV/EHU) - Department of Applied Economics III (Econometrics and Statistics), Universitat Pompeu Fabra and affiliation not provided to SSRN
Downloads 130 (207,121)

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Kernel estimation, Conditional asset pricing models, Fama-French three-factor model, Locally stationary processes

11.

Information and Investment Under Uncertainty

Number of pages: 15 Posted: 13 May 2016 Last Revised: 07 Sep 2016
Ariadna Dumitrescu and Javier Gil-Bazo
ESADE Business School and Universitat Pompeu Fabra
Downloads 123 (216,138)

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Mutual Fund, Investor Learning, Fl‡ow-Performance Relationship

12.

Market Imperfections, Discount Factors and Global Dominance: An Empirical Analysis with Oil-Linked Derivatives

Number of pages: 33 Posted: 26 Feb 2008
Alejandro Balbás, Anna Downarowicz and Javier Gil-Bazo
Universidad Carlos III de Madrid - Department of Business Administration, affiliation not provided to SSRN and Universitat Pompeu Fabra
Downloads 112 (231,536)

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Stochastic Discount Factor, Markets with Frictions, Oil-Linked Derivatives

13.

Institutional Investment and Commonality in Liquidity: Evidence from Transaction Data

Number of pages: 41 Posted: 22 Dec 2013 Last Revised: 30 Sep 2015
Mahmoud Aymo and Javier Gil-Bazo
Universidad Carlos III de Madrid and Universitat Pompeu Fabra
Downloads 86 (276,082)

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Liquidity; Commonality in liquidity; Institutional investors

14.

Investment Horizon Effects

Journal of Business Finance & Accounting, Vol. 33, No. 1-2, pp. 179-202, January/March 2006
Number of pages: 24 Posted: 15 Apr 2006
Javier Gil-Bazo
Universitat Pompeu Fabra
Downloads 17 (510,249)
Citation 2
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15.

The Relation Between Price and Performance in the Mutual Fund Industry

Journal of Finance, Forthcoming
Posted: 15 Sep 2008
Javier Gil-Bazo and Pablo Ruiz-Verdú
Universitat Pompeu Fabra and Universidad Carlos III de Madrid

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mutual fund performance, mutual fund fees, investors' performance sensitivity, fund governance

16.

Beyond Single-Factor Affine Term Structure Models

Journal of Financial Econometrics, Vol. 2, pp. 565-591, 2004
Posted: 29 Feb 2008
Eva Ferreira and Javier Gil-Bazo
Universidad del País Vasco (UPV/EHU) - Department of Applied Economics III (Econometrics and Statistics) and Universitat Pompeu Fabra

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bond risk premiums, Kolmogorov-Smirnov test, nonparametric estimation, single-factor term structure models

17.

The Black Box of Mutual Fund Fees

Revista de Economía Financiera, Vol. 4, pp. 54-82, 2004
Posted: 03 Jun 2005
Miguel Ángel Martínez Sedano and Javier Gil-Bazo
Universidad del País Vasco (UPV/EHU) - Department of Applied Economics III (Econometrics and Statistics) and Universitat Pompeu Fabra

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Mutual fund; fee caps; censored data

Other Papers (1)

Total Downloads: 258    Citations: 0
1.

Beyond Single-Factor Affine Term Structure Models

EFA 2002 Berlin Meetings Discussion Paper
Number of pages: 37 Posted: 22 Mar 2002
Eva Ferreira and Javier Gil-Bazo
Universidad del País Vasco (UPV/EHU) - Department of Applied Economics III (Econometrics and Statistics) and Universitat Pompeu Fabra
Downloads 258

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nonparametric estimation, term structure of interest rates