Advanced Search
MyIDEAS: Login

Javier Gil-Bazo

Contents:

This is information that was supplied by Javier Gil-Bazo in registering through RePEc. If you are Javier Gil-Bazo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Javier
Middle Name:
Last Name: Gil-Bazo
Suffix:

RePEc Short-ID: pgi221

Email: [This author has chosen not to make the email address public]
Homepage: http://www.javiergilbazo.es
Postal Address:
Phone:

Affiliation

(50%) Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona Graduate School of Economics (Barcelona GSE)
Location: Barcelona, Spain
Homepage: http://www.econ.upf.edu/
Email:
Phone: (34) 935 42 1766
Fax: (34)935 42 17 46
Postal: Ramon Trias Fargas 25-27, 08005 Barcelona
Handle: RePEc:edi:deupfes (more details at EDIRC)
(50%) Centre de Recerca en Economia Financera i Comptabilitat (CREFC)
Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona Graduate School of Economics (Barcelona GSE)
Location: Barcelona, Spain
Homepage: http://www.econ.upf.edu/crefc/
Email:
Phone: crefc@upf.es
Fax: 34 935 42 17 46
Postal: Ramon Trias Fargas, 25-27, 08005 Barcelona
Handle: RePEc:edi:efupfes (more details at EDIRC)

Works

as in new window

Working papers

  1. Ariadna Dumitrescu & Javier Gil-Bazo, 2012. "Market Frictions, Investor Sophistication and Persistence in Mutual Fund Performance," ESADE Working Papers 2013-1, ESADE Business School, Group for Research in Economics and Finance (GREF), revised Mar 2013.
  2. Orbe Mandaluniz, Susan & Ferreira García, María Eva & Gil Bazo, Javier, 2010. "Conditional beta pricing models: A nonparametric approach," BILTOKI 2010-10, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Javier Gil-Bazo & Pablo Ruiz-Verdu & Andre A. P. Santos, 2008. "The performance of socially responsible mutual funds: the role of fees and management companies," Business Economics Working Papers wb083409, Universidad Carlos III, Departamento de Economía de la Empresa.
  4. Eva Ferreira & Javier Gil-Bazo & Susan Orbe, 2008. "Nonparametric estimation of conditional beta pricing models," Business Economics Working Papers wb082403, Universidad Carlos III, Departamento de Economía de la Empresa.
  5. Javier Gil-Bazo & Pablo Ruiz-Verdu, 2006. "Yet Another Puzzle? The Relation Between Price And Performance In The Mutual Fund Industry," Business Economics Working Papers wb066519, Universidad Carlos III, Departamento de Economía de la Empresa.
  6. Javier Gil-Bazo & David Moreno & Mikel Tapia, 2005. "Price Dynamics, Informational Efficiency And Wealth Distribution In Continuous Double Auction Markets," Business Economics Working Papers wb057819, Universidad Carlos III, Departamento de Economía de la Empresa.
  7. Alejandro Balbas & Anna Downarowicz & Javier Gil-Bazo, 2005. "Market Imperfections, Discount Factors And Stochastic Dominance: An Empirical Analysis With Oil-Linked Derivatives," Business Economics Working Papers wb055013, Universidad Carlos III, Departamento de Economía de la Empresa.
  8. Javier Gil-Bazo & Pablo Ruiz-Verdu, 2005. "When Cheaper Is Better: Fee Determination In The Market For Equity Mutual Funds," Business Economics Working Papers wb054309, Universidad Carlos III, Departamento de Economía de la Empresa.
  9. Gil Bazo, Javier & Rubio Irigoyen, Gonzalo, 2003. "A Non-Parametric Dimension Test of the Term Structure," DFAEII Working Papers 2002-01, University of the Basque Country - Department of Foundations of Economic Analysis II.
  10. Gil Bazo, Javier & Martínez Sedano, Miguel Angel, 2003. "The Black Box of Mutual Fund Fees," DFAEII Working Papers 2004-01, University of the Basque Country - Department of Foundations of Economic Analysis II.
  11. Javier Gil-Bazo, 2001. "Optimal Demand For Long-Term Bonds When Returns Are Predictable," Business Economics Working Papers wb012308, Universidad Carlos III, Departamento de Economía de la Empresa.
    RePEc:ner:carlos:info:hdl:10016/2612 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/778 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/7154 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/7474 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/791 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/7504 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/115 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/7491 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/7328 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/7490 is not listed on IDEAS

Articles

  1. Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan, 2011. "Conditional beta pricing models: A nonparametric approach," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3362-3382.
  2. Javier Gil-Bazo & Pablo Ruiz-Verdú & André Santos, 2010. "The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies," Journal of Business Ethics, Springer, vol. 94(2), pages 243-263, June.
  3. Javier Gil-Bazo & Pablo Ruiz-Verd�, 2009. "The Relation between Price and Performance in the Mutual Fund Industry," Journal of Finance, American Finance Association, vol. 64(5), pages 2153-2183, October.
  4. Gil-Bazo, Javier & Ruiz-Verdú, Pablo, 2008. "When cheaper is better: Fee determination in the market for equity mutual funds," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 871-885, September.
  5. Javier Gil-Bazo, 2006. "The value of the 'swap' feature in equity default swaps," Quantitative Finance, Taylor & Francis Journals, vol. 6(1), pages 67-74.
  6. Javier Gil-Bazo, 2006. "Investment Horizon Effects," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1-2), pages 179-202.
  7. Eva Ferreira, 2004. "Beyond Single-Factor Affine Term Structure Models," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(4), pages 565-591.
  8. Gil-Bazo Javier & Rubio Gonzalo, 2004. "A Nonparametric Dimension Test of the Term Structure," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(3), pages 1-28, September.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (4) 2004-01-18 2005-07-03 2005-09-11 2008-07-30. Author is listed
  2. NEP-ECM: Econometrics (1) 2010-12-04
  3. NEP-ENE: Energy Economics (1) 2005-09-11
  4. NEP-FIN: Finance (1) 2005-09-11
  5. NEP-FMK: Financial Markets (3) 2005-09-11 2006-01-24 2013-04-27. Author is listed
  6. NEP-RMG: Risk Management (1) 2005-09-11

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Javier Gil-Bazo should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.