Javier Vidal-García

Harvard University

1875 Cambridge Street

Cambridge, MA 02138

United States

Complutense University of Madrid

School of Business Administration

Somosaguas Campus

Madrid, Madrid 28223

Spain

SCHOLARLY PAPERS

51

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21

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4

Scholarly Papers (51)

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 and Javier Vidal-García
Harvard UniversityComplutense University of Madrid
Downloads 552 (70,090)
Citation 1

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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: 20 Dec 2021
Javier Vidal-García, Javier Vidal-García and Marta Vidal
Harvard UniversityComplutense University of Madrid and Universidad Europea de Madrid
Downloads 352 (118,948)
Citation 3

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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, 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 (156,468)

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

4.

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 (169,557)

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Mutual Fund; Performance Measurement; Sharpe Ratio; Treynor Ratio

5.

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 (177,069)
Citation 1

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

6.

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 (211,103)

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Mutual Fund Performance, Idiosyncratic Risk, Liquidity, Style Analysis

7.

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 (238,533)
Citation 2

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

8.

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 (244,526)
Citation 2

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Mutual Fund; Performance Persistence; Portfolio Management; Factor Models

9.

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 (245,793)
Citation 2

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Mutual Fund Performance; Mutual Fund Fees; Return Predictability; Investor´s 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 127 (303,952)

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London Stock Exchange; Seasonality; Market Efficiency; Anomalies

11.

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 (311,163)

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mutual fund; performance measurement; private information; conditional performance

12.

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 (316,848)
Citation 2

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Mutual Fund; Performance Persistence; Market Timing; Factor Models

13.

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 (334,554)
Citation 1

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Mutual funds, Control mechanisms, Fund governance, Management turnover

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 105 (349,615)

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

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
Stelios Bekiros, Ahmed Taneem Muzaffar, Gazi Salah Uddin, Javier Vidal-García and Javier Vidal-García
European University Institute - Economics Department (ECO), Independent, Linkoping University - Department of Management and Engineering Division and Harvard UniversityComplutense University of Madrid
Downloads 104 (349,615)

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Monetary Policy, Wavelet Analysis, Nonlinear Causality

16.

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 98 (363,480)

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Mutual Fund; Performance Persistence; Indonesia; Factor Models

17.

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, Javier Vidal-García and Javier Vidal-García
Ecole de Management de Normandie, Institut Supérieur de Gestion de Sousse and Harvard UniversityComplutense University of Madrid
Downloads 97 (365,805)
Citation 1

Abstract:

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

18.

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 (378,133)

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business drivers; global strategy; insurance industry; value creation

19.

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 (388,577)

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

20.

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 (411,137)

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Mutual Funds; Markowitz Model; Fund Performance; Portfolio Selection

21.

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 (420,191)

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

22.

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 (432,763)

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

23.

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 (445,971)

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Mutual Fund; Portfolio Management; Fund Performance; Money Flow

24.

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 (459,845)

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Mutual Fund; Smart Money; Europe; Factor Models

25.

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 (463,421)

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

26.

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 58 (490,085)

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

27.

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 55 (498,016)

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

28.

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 (506,266)

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

29.

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 (506,266)

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G11, G12.

30.

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 51 (514,758)

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Mutual Funds; Flows; Portfolio Management; Fund Performance

31.

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 (519,172)

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

32.

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 (523,650)

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Mutual Funds; Tournaments; Portfolio Management; Fund Performance.

33.

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 (528,145)

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Mutual Fund; Fund Efficiency; Europe; Factor Models.

34.

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 (528,145)

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

35.

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 (532,593)

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

36.

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 (532,593)

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Information; Volatility; FTSE Indices; Financial Markets

37.

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 (537,234)

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Mutual Fund; Efficiency; Factor Models; Data Envelopment Analysis

38.

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 (546,695)

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Mutual Fund; Performance Persistence; Portfolio Management; Factor Models

39.

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 (546,695)

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Mutual Fund; Conditional Performance; Portfolio Management; Market Timing

40.

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 (556,553)

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

41.

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 (561,663)

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Mutual Funds; Performance Persistence; South Korea; Contingency Tables

42.

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 (576,926)

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

43.

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 (576,926)

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Mutual Fund; Market Timing; Europe; Bootstrap Analysis.

44.

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 (587,842)

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Mutual Funds; Flows; Portfolio Management; Fund Performance

45.

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 (587,842)

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

46.

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 34 (604,846)

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

47.

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 (598,938)

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Mutual Fund, Asset Size, Portfolio Management, Fund Performance

48.

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 (642,443)

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Mutual Funds; Fund Size; Portfolio Management; Fund Performance

49.

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 (656,263)

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Mutual Funds; Social Responsibility; Portfolio Management; Fund Performance

50.

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 (663,492)

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Mutual Funds; Asset Allocation; Portfolio Management; Fund Performance

51.

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 (891,729)

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