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Javier Gil-Bazo

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

Works

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Working Papers

  1. Ariadna Dumitrescu & Javier Gil-Bazo, 2015. "Familiarity and Competition: The Case of Mutual Funds," Working Papers 815, Barcelona Graduate School of Economics.
  2. Mora, T. & Gil, J. & Sicras-Mainar, A., 2013. "The influence of BMI, obesity and overweight on medical costs: a panel data perspective," Health, Econometrics and Data Group (HEDG) Working Papers 13/15, HEDG, c/o Department of Economics, University of York.
  3. 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.
  4. Ariadna Dumitrescu & Javier Gil-Bazo, 2012. "Market frictions, investor heterogeneity and persistence in mutual fund performance," Economics Working Papers 1473, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2015.
  5. Santos, André A. P. & Ruiz-Verdú, Pablo & Gil-Bazo, Javier, 2008. "The performance of socially responsible mutual funds: the role of fees and management companies," DEE - Working Papers. Business Economics. WB wb083409, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  6. Orbe, Susan & Gil-Bazo, Javier & Ferreira, Eva, 2008. "Nonparametric estimation of conditional beta pricing models," DEE - Working Papers. Business Economics. WB wb082403, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  7. Ruiz-Verdú, Pablo & Gil-Bazo, Javier, 2006. "Yet another puzzle? the relation between price and performance in the mutual fund industry," DEE - Working Papers. Business Economics. WB wb066519, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  8. Tapia, Mikel & Moreno, David & Gil-Bazo, Javier, 2005. "Price dynamics, informational efficiency and wealth distribution in continuous double auction markets," DEE - Working Papers. Business Economics. WB wb057819, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  9. Ruiz-Verdú, Pablo & Gil-Bazo, Javier, 2005. "When cheaper is better: fee determination in the market for equity mutual funds," DEE - Working Papers. Business Economics. WB wb054309, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  10. Gil-Bazo, Javier & Downarowicz, Anna & Balbás, Alejandro, 2005. "Market imperfections, discount factors and stochastic dominance: an empirical analysis with oil-linked derivatives," DEE - Working Papers. Business Economics. WB wb055013, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  11. Rubio, Gonzalo & Gil-Bazo, Javier, 2001. "A nonparametric dimension test of the term structure," DEE - Working Papers. Business Economics. WB wb012106, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  12. Gil-Bazo, Javier, 2001. "Optimal demand for long-term bonds when returns are predictable," DEE - Working Papers. Business Economics. WB wb012308, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    repec:ehu:dfaeii:200201 is not listed on IDEAS
    repec:ehu:biltok:201010 is not listed on IDEAS
    repec:ehu:dfaeii:200401 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-Verdú, 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (4) 2005-09-11 2006-01-24 2013-04-27 2015-03-27
  2. NEP-CFN: Corporate Finance (3) 2005-07-03 2005-09-11 2008-07-30
  3. NEP-COM: Industrial Competition (1) 2015-03-27
  4. NEP-ENE: Energy Economics (1) 2005-09-11
  5. NEP-FIN: Finance (1) 2005-09-11
  6. NEP-RMG: Risk Management (1) 2005-09-11

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