Javier Gil-Bazo
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 | |
Twitter: | @jgilbazo |
Terminal Degree: | 2000 Facultad de Economía y Empresa; Universidad del País Vasco - Euskal Herriko Unibertsitatea (from RePEc Genealogy) |
Affiliation
(47%) Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona School of Economics (BSE)
Barcelona, Spainhttp://www.econ.upf.edu/
RePEc:edi:deupfes (more details at EDIRC)
(47%) Centre de Recerca en Economia Financera i Comptabilitat (CREFC)
Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona School of Economics (BSE)
Barcelona, Spainhttp://www.econ.upf.edu/crefc/
RePEc:edi:efupfes (more details at EDIRC)
(6%) Barcelona School of Management
Universitat Pompeu Fabra
Barcelona, Spainhttp://bsm.upf.edu/
RePEc:edi:bsupfes (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Javier Gil-Bazo & Juan F. Imbet, 2022. "Tweeting for Money: Social Media and Mutual Fund Flows," Working Papers 1366, Barcelona School of Economics.
- Javier Gil-Bazo & Juan F. Imbet, 2022. "Tweeting for money: Social media and mutual fund flows," Economics Working Papers 1846, Department of Economics and Business, Universitat Pompeu Fabra.
- Victor DeMiguel & Javier Gil-Bazo & Francisco J. Nogales & André A. P. Santos, 2021.
"Can machine learning help to select portfolios of mutual funds?,"
Economics Working Papers
1772, Department of Economics and Business, Universitat Pompeu Fabra.
- Victor DeMiguel & Javier Gil-Bazo & Francisco J. Nogales & André A. P. Santos, 2021. "Can Machine Learning Help to Select Portfolios of Mutual Funds?," Working Papers 1245, Barcelona School of Economics.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021.
"Non-standard errors,"
Economics Working Papers
1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-DÃaz & Menachem Abudy & To, 2021. "Non-Standard Errors," Working Paper Series, Social and Economic Sciences 2021-11, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Vilhelmsson, Anders, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, University of Innsbruck.
- Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Menkveld, Albert J. & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz & Wolff, Christian C, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Ariadna Dumitrescu & Javier Gil-Bazo, 2015.
"Familiarity and Competition: The Case of Mutual Funds,"
Working Papers
815, Barcelona School of Economics.
- Ariadna Dumitrescu & Javier Gil-Bazo, 2015. "Familiarity and competition: the case of mutual funds," Economics Working Papers 1474, Department of Economics and Business, Universitat Pompeu Fabra.
- 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.
- Ariadna Dumitrescu & Javier Gil-Bazo, 2015. "Market Frictions, Investor Heterogeneity, and Persistence in Mutual Fund Performance," Working Papers 816, Barcelona School of Economics.
- Ferreira García, María Eva & Gil Bazo, Javier & Orbe Mandaluniz, Susan, 2010.
"Conditional beta pricing models: A nonparametric approach,"
BILTOKI
1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- 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.
- Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan, 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.
- Gil-Bazo, Javier & Ruiz-Verdú, Pablo & Santos, André A. P., 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.
- 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.
- Gil-Bazo, Javier & Ruiz-Verdú, Pablo, 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.
- Gil-Bazo, Javier & Ruiz-Verdú, Pablo, 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.
- 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.
- Balbás, Alejandro & Downarowicz, Anna & Gil-Bazo, Javier, 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.
- Gil Bazo, Javier & Moreno Muñoz, Jesús David & Tapia, Mikel, 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.
- Gil Bazo, Javier & Martínez Sedano, Miguel Ángel, 2004. "The Black Box of Mutual Fund Fees," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Gil-Bazo, Javier & Rubio, Gonzalo, 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.
- 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.
- Gil Bazo, Javier & Rubio Irigoyen, Gonzalo, 2002. "A Non-Parametric Dimension Test of the Term Structure," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- 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.
Articles
- M. E. Marushchak & J. Kerttula & K. Diáková & A. Faguet & J. Gil & G. Grosse & C. Knoblauch & N. Lashchinskiy & P. J. Martikainen & A. Morgenstern & M. Nykamb & J. G. Ronkainen & H. M. P. Siljanen & L, 2021. "Thawing Yedoma permafrost is a neglected nitrous oxide source," Nature Communications, Nature, vol. 12(1), pages 1-10, December.
- Dong, Hang & Gil-Bazo, Javier, 2020. "Sentiment stocks," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Javier Gil-Bazo & Peter Hoffmann & Sergio Mayordomo, 2020. "Mutual Funding," Review of Financial Studies, Society for Financial Studies, vol. 33(10), pages 4883-4915.
- Dumitrescu, Ariadna & Gil-Bazo, Javier, 2018. "Market frictions, investor sophistication, and persistence in mutual fund performance," Journal of Financial Markets, Elsevier, vol. 40(C), pages 40-59.
- Dumitrescu, Ariadna & Gil-Bazo, Javier, 2016. "Information and investment under uncertainty," Economics Letters, Elsevier, vol. 148(C), pages 17-22.
- 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.
- Ferreira García, María Eva & Gil Bazo, Javier & Orbe Mandaluniz, Susan, 2010. "Conditional beta pricing models: A nonparametric approach," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- 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.
- Gil-Bazo, Javier & Ruiz-Verdú, Pablo & Santos, André A. P., 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.
- 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.
- 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.
- Gil-Bazo, Javier & Ruiz-Verdú, Pablo, 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.
- Javier Gil‐Bazo, 2006. "Investment Horizon Effects," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1‐2), pages 179-202, January.
- 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.
- Eva Ferreira, 2004. "Beyond Single-Factor Affine Term Structure Models," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(4), pages 565-591.
- 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.
- Gil Bazo, Javier & Rubio Irigoyen, Gonzalo, 2002. "A Non-Parametric Dimension Test of the Term Structure," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Gil-Bazo, Javier & Rubio, Gonzalo, 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.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 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.- NEP-EXP: Experimental Economics (4) 2021-12-13 2022-02-21 2022-03-14 2022-10-24
- NEP-FMK: Financial Markets (4) 2005-09-11 2006-01-24 2015-03-27 2022-11-21
- NEP-BIG: Big Data (3) 2021-04-05 2022-11-07 2022-11-21
- NEP-CFN: Corporate Finance (3) 2005-07-03 2005-09-11 2008-07-30
- NEP-CMP: Computational Economics (2) 2021-04-05 2022-11-21
- NEP-PAY: Payment Systems & Financial Technology (2) 2022-11-07 2022-11-21
- NEP-COM: Industrial Competition (1) 2015-03-27
- NEP-CWA: Central & Western Asia (1) 2021-04-05
- NEP-ECM: Econometrics (1) 2021-12-13
- NEP-ENE: Energy Economics (1) 2005-09-11
- NEP-MST: Market Microstructure (1) 2022-11-07
- NEP-RMG: Risk Management (1) 2005-09-11
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