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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, Spain
http://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, Spain
http://www.econ.upf.edu/crefc/
RePEc:edi:efupfes (more details at EDIRC)

(6%) Barcelona School of Management
Universitat Pompeu Fabra

Barcelona, Spain
http://bsm.upf.edu/
RePEc:edi:bsupfes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Javier Gil-Bazo & Juan F. Imbet, 2022. "Tweeting for Money: Social Media and Mutual Fund Flows," Working Papers 1366, Barcelona School of Economics.
  2. 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.
  3. 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.
  4. 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.
  5. Ariadna Dumitrescu & Javier Gil-Bazo, 2015. "Familiarity and Competition: The Case of Mutual Funds," Working Papers 815, Barcelona School of Economics.
  6. 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.
  7. 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).
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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

  1. 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.
  2. Dong, Hang & Gil-Bazo, Javier, 2020. "Sentiment stocks," International Review of Financial Analysis, Elsevier, vol. 72(C).
  3. Javier Gil-Bazo & Peter Hoffmann & Sergio Mayordomo, 2020. "Mutual Funding," Review of Financial Studies, Society for Financial Studies, vol. 33(10), pages 4883-4915.
  4. 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.
  5. Dumitrescu, Ariadna & Gil-Bazo, Javier, 2016. "Information and investment under uncertainty," Economics Letters, Elsevier, vol. 148(C), pages 17-22.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Javier Gil‐Bazo, 2006. "Investment Horizon Effects," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1‐2), pages 179-202, January.
  11. 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.
  12. 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.
  13. 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.

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:
  1. Closeness measure in co-authorship network
  2. Betweenness measure in co-authorship network

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.
  1. NEP-EXP: Experimental Economics (4) 2021-12-13 2022-02-21 2022-03-14 2022-10-24
  2. NEP-FMK: Financial Markets (4) 2005-09-11 2006-01-24 2015-03-27 2022-11-21
  3. NEP-BIG: Big Data (3) 2021-04-05 2022-11-07 2022-11-21
  4. NEP-CFN: Corporate Finance (3) 2005-07-03 2005-09-11 2008-07-30
  5. NEP-CMP: Computational Economics (2) 2021-04-05 2022-11-21
  6. NEP-PAY: Payment Systems & Financial Technology (2) 2022-11-07 2022-11-21
  7. NEP-COM: Industrial Competition (1) 2015-03-27
  8. NEP-CWA: Central & Western Asia (1) 2021-04-05
  9. NEP-ECM: Econometrics (1) 2021-12-13
  10. NEP-ENE: Energy Economics (1) 2005-09-11
  11. NEP-MST: Market Microstructure (1) 2022-11-07
  12. NEP-RMG: Risk Management (1) 2005-09-11

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