Javier Gil-Bazo

Universitat Pompeu Fabra

Associate Professor

Ramon Trias Fargas, 25-27

Barcelona, 08005

Spain

UPF Barcelona School of Management

Carrer de Balmes, 132, 134

Barcelona, 08008

Spain

Barcelona School of Economics

Ramon Trias Fargas, 25-27

Barcelona, Barcelona 08005

Spain

SCHOLARLY PAPERS

23

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Scholarly Papers (23)

1.
Downloads 5,819 ( 1,793)

Non-Standard Errors

University of St.Gallen, School of Finance Research Paper No. 2021/17
Number of pages: 56 Posted: 23 Nov 2021 Last Revised: 08 Apr 2022
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. Van Dijk, Chukwuma Dim, Thomas Dimpfl, Yunjiang Dong, Philip Drummond, Tom Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schürhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Z. Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Marcel Prokopczuk, Marcel Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, Neoma Business School, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - Department of Finance, University of Mannheim, Tennessee Technological University, EM Lyon (Ecole de Management de Lyon) - Emlyon Business School, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Polytechnic University of Marche - Department of Management, University of Zurich - Department of Banking and Finance, Universite de Toulouse 1 Capitole, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), Frankfurt School of Finance & Management, University of Hohenheim, Queen's University (Canada), Queen's School of Business, Students, Monash University, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, Norges Bank, University of Queensland - Business School, Georgetown University - Department of Economics, University of Virginia - Darden School of Business, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City University London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex, Radboud University Nijmegen - Institute for Management Research, University of Technology Sydney, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tuebingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Banking and Finance, University of California, Berkeley - Haas School of Business, West Virginia University - Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, University of Utah - David Eccles School of Business, University of Orleans, VU University Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, VU University Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontifical Catholic University of Chile, HEC Montreal, University of Adelaide, Queen's University Belfast - Queen's Management School, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of New South Wales (UNSW), Square Research Center, Independent Consultant, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, North Carolina State University - Department of Business Management, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, Erasmus University Rotterdam (EUR), Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, RMIT University, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, Financial Conduct Authority, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, RMIT University - Blockchain Innovation Hub, University of Toronto at Mississauga, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, Paderborn University, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Department of finance, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), VU University Amsterdam, University of Verona - Department of Economics, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Manchester - Alliance Manchester Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Massachusetts Amherst, University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University - Schulich School of Business, HEC Montreal - Department of Finance, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), VU University Amsterdam, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, UNSW Australia Business School, School of Banking and Finance, University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol - School of Economics, Finance and Management, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, University of Essex, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, VU University Amsterdam, Asia University, Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex - Essex Business School, Erasmus University Rotterdam, Central Michigan University, Aalto University, VU University Amsterdam, INSEAD - Finance, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, VU University Amsterdam, University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS), University of Toronto at Mississauga - Department of Management, VU University Amsterdam - Department of Finance and Financial Sector Management, Queen's University, HEC Paris, University of Birmingham, King's College London, Cardiff University, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Banking and Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, University at Buffalo, SUNY, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, University of Reading - ICMA CentreLeibniz Universität Hannover - Faculty of Economics and Management, Pontifical Catholic University of Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 5,819 (1,870)

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non-standard errors, multi-analyst approach, liquidity

2.

Machine Learning and Fund Characteristics Help to Select Mutual Funds with Positive Alpha

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 62 Posted: 16 Mar 2021 Last Revised: 27 Jan 2022
London Business School, Universitat Pompeu Fabra, Universidad Carlos III de Madrid - Department of Statistics and University of Edinburgh - Edinburgh Business School
Downloads 1,464 (18,411)

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Mutual-fund performance; performance predictability; active management; elastic net; random forests; gradient boosting.

3.

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 University of Edinburgh - Edinburgh Business School
Downloads 887 (38,164)
Citation 7

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

4.

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 543 (72,488)
Citation 39

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

5.

Mutual Fund Performance and Manager Assets: The Negative Effect of Outside Holdings

Darden Business School Working Paper No. 2874975
Number of pages: 47 Posted: 27 Nov 2016 Last Revised: 20 Jul 2020
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 467 (87,155)
Citation 2

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mutual fund managers; diseconomies of scale; outside holdings; attention; price impact.

6.

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 389 (107,720)
Citation 1

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mutual fund performance persistence; market frictions; investor sophistication

7.

Defining Greenwashing

Number of pages: 42 Posted: 16 May 2022
Ariadna Dumitrescu, Javier Gil-Bazo and Feng Zhou
ESADE Business School, Universitat Pompeu Fabra and Universitat Pompeu Fabra
Downloads 385 (109,056)

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Mutual-fund disclosures, ESG labels, ESG ratings, ESG voting, UNPRI, Greenwashing, Sustainability

8.

Mutual Funding

Number of pages: 74 Posted: 22 Dec 2014 Last Revised: 26 Jan 2019
Javier Gil-Bazo, Peter Hoffmann and Sergio Mayordomo
Universitat Pompeu Fabra, European Central Bank (ECB) and Banco de España
Downloads 347 (122,399)
Citation 3

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

9.

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 307 (139,397)
Citation 11

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

10.

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 230 (185,869)
Citation 1

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

11.

Tweeting for Money: Social Media and Mutual Fund Flows

Université Paris-Dauphine Research Paper No. 3719169
Number of pages: 55 Posted: 29 Dec 2020 Last Revised: 21 Jul 2022
Javier Gil-Bazo and Juan Felipe Imbet
Universitat Pompeu Fabra and Université Paris Dauphine - Department of Finance
Downloads 217 (196,458)

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social media; Twitter; mutual fund families; mutual fund flows; machine learning; textual analysis.

12.

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 205 (207,135)
Citation 3

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familiarity bias, competition, mutual funds, performance persistence

13.

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 183 (228,998)
Citation 1

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

14.

Information Demand during the COVID-19 Pandemic

Journal of Accounting and Public Policy, Forthcoming
Number of pages: 14 Posted: 22 Sep 2020 Last Revised: 08 Oct 2021
Hang Dong, Javier Gil-Bazo and Raluca Ratiu
IE University, Universitat Pompeu Fabra and IE University
Downloads 175 (237,945)

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Information Demand; Google Search; COVID-19

15.

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
University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics), Universitat Pompeu Fabra and affiliation not provided to SSRN
Downloads 153 (266,050)

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

16.

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 151 (268,901)

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

17.

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 123 (314,927)

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

18.

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 106 (349,212)
Citation 1

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Liquidity; Commonality in liquidity; Institutional investors

19.

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 (727,383)

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20.

Sentiment Stocks

International Review of Financial Analysis, Forthcoming
Posted: 06 Mar 2019 Last Revised: 13 Oct 2020
Hang Dong and Javier Gil-Bazo
IE University and Universitat Pompeu Fabra

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Investor sentiment; Stock Returns; Social media; Investor attention; News sentiment

21.

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

22.

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
University of the Basque Country - 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

23.

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
University of the Basque Country - 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: 264
1.

Beyond Single-Factor Affine Term Structure Models

Number of pages: 37 Posted: 22 Mar 2002
Eva Ferreira and Javier Gil-Bazo
University of the Basque Country - Department of Applied Economics III (Econometrics and Statistics) and Universitat Pompeu Fabra
Downloads 264

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nonparametric estimation, term structure of interest rates