Javier Vidal-García

Harvard University

1875 Cambridge Street

Cambridge, MA 02138

United States

Complutense University Madrid

School of Business Administration

Somosaguas Campus

Madrid, Madrid 28223

Spain

SCHOLARLY PAPERS

18

DOWNLOADS
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SSRN RANKINGS

Top 20,338

in Total Papers Downloads

2,447

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (18)

1.

The Persistence of European Mutual Fund Performance

Research in International Business and Finance. Volume 28, May 2013, p. 45–67.
Number of pages: 35 Posted: 01 Feb 2012 Last Revised: 08 Nov 2012
Javier Vidal-García
Harvard University
Downloads 480 (60,844)

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Mutual Funds, Performance Persistence, Portfolio Management, Style Analysis

2.

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 272 (116,539)
Citation 2

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

3.

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 221 (143,693)

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

4.

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 205 (154,216)
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, Marta Vidal and Duc Khuong Nguyen
Harvard University, Universidad Europea de Madrid and IPAG Business School
Downloads 185 (169,491)

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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 and Marta Vidal
Harvard University and Universidad Europea de Madrid
Downloads 158 (194,497)
Citation 1

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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, 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 142 (212,453)
Citation 1

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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, 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 141 (213,671)
Citation 1

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

9.

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 127 (232,005)

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Mutual Fund; Performance Measurement; Sharpe Ratio; Treynor Ratio

10.

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 110 (257,703)
Citation 1

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Mutual Fund; Performance Persistence; Market Timing; Factor Models

11.

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 96 (282,766)

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Mutual funds, Control mechanisms, Fund governance, Management turnover

12.

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 82 (312,129)

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mutual fund; performance measurement; private information; conditional performance

13.

Financial Distress and Equity Returns: A Leverage-Augmented Three-Factor Model

Research in International Business and Finance 46 (2018) 1-15.
Number of pages: 29 Posted: 25 Jul 2017 Last Revised: 04 Oct 2018
Sabri Boubaker, Taher Hamza and Javier Vidal-García
University Paris-Est Créteil (UPEC) - Institut de Recherche en Gestion, Institut Supérieur de Gestion de Sousse and Harvard University
Downloads 74 (331,395)

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Financial Distress; Equity Returns; Fama-French Three-Factor Model

14.

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
Universidad Complutense de Madrid (UCM), Harvard University, Universidad Europea de Madrid and Universidad Autónoma de Madrid
Downloads 71 (339,101)

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business drivers; global strategy; insurance industry; value creation

15.

Money Supply and Inflation Dynamics in the Asia-Pacific Economies: A Time-Frequency Approach

Studies in Nonlinear Dynamics and Econometrics, Vol. 21, No. 3, Apr 2017
Number of pages: 12 Posted: 25 Jul 2017 Last Revised: 15 Sep 2017
European University Institute - Economics Department (ECO), Independent, Linkoping University - Department of Management and Engineering Division and Harvard University
Downloads 53 (392,593)

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Monetary Policy, Wavelet Analysis, Nonlinear Causality

16.

A Note on Markowitz Model

Number of pages: 10 Posted: 10 Oct 2019
Javier Vidal-García
Harvard University
Downloads 30 (485,124)

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Mutual Funds; Markowitz Model; Fund Performance; Portfolio Selection

17.

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

18.

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 (692,145)

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