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

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2,422

CITATIONS
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13

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 459 (60,823)
Citation 3

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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 266 (113,100)
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, South Champagne Business School and ESSEC Tunis
Downloads 206 (145,716)

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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, South Champagne Business School and Neoma Business School
Downloads 202 (148,479)
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 181 (164,187)
Citation 1

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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 156 (186,745)
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, South Champagne Business School and Linkoping University - Department of Management and Engineering Division
Downloads 136 (208,909)
Citation 4

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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 136 (208,909)
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 119 (231,506)

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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 South Champagne Business School
Downloads 108 (248,292)

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Mutual Fund; Performance Persistence; Market Timing; Factor Models

11.

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 Europea de Madrid and Harvard University
Downloads 98 (265,285)
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: 03 Mar 2015
Javier Vidal-García and Marta Vidal
Harvard University and Universidad Europea de Madrid
Downloads 95 (270,637)
Citation 1

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Mutual funds, Control mechanisms, Fund governance, Management turnover

13.

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 80 (301,170)

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mutual fund; performance measurement; private information; conditional performance

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 68 (330,195)

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business drivers; global strategy; insurance industry; value creation

15.

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
South Champagne Business School, Institut Supérieur de Gestion de Sousse and Harvard University
Downloads 66 (335,477)

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

16.

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 46 (396,956)

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Monetary Policy, Wavelet Analysis, Nonlinear Causality

17.

Efficiency Persistence in Mutual Fund Performance

Posted: 10 Feb 2019
Javier Vidal-García
Harvard University

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

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 South Champagne Business School
Downloads 0 (661,222)

Abstract:

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