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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
Terminal Degree:2000 Facultad de Economía y Empresa; Universidad del País Vasco - Euskal Herriko Unibertsitatea (from RePEc Genealogy)

Affiliation

(50%) Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain
http://www.econ.upf.edu/

(34) 935 42 1766
(34)935 42 17 46
Ramon Trias Fargas 25-27, 08005 Barcelona
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)

Barcelona, Spain
http://www.econ.upf.edu/crefc/

crefc@upf.es
34 935 42 17 46
Ramon Trias Fargas, 25-27, 08005 Barcelona
RePEc:edi:efupfes (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

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. 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.
  3. 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.
  4. Ferreira García, María Eva & Gil Bazo, Javier & Orbe Mandaluniz, Susan, 2010. "Conditional beta pricing models: A nonparametric approach," BILTOKI 2010-10, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  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 Torres, Miguel Ángel & Moreno Muñoz, Jesús 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. Gil Bazo, Javier & Martínez Sedano, Miguel Ángel, 2004. "The Black Box of Mutual Fund Fees," DFAEII Working Papers 2004-01, University of the Basque Country - Department of Foundations of Economic Analysis II.
  12. 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.
  13. 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. Javier Gil-Bazo & Peter Hoffmann & Sergio Mayordomo & Andrew Karolyi, 2020. "Mutual Funding," Review of Financial Studies, Society for Financial Studies, vol. 33(10), pages 4883-4915.
  2. Dong, Hang & Gil-Bazo, Javier, 2020. "Sentiment stocks," International Review of Financial Analysis, Elsevier, vol. 72(C).
  3. 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.
  4. Dumitrescu, Ariadna & Gil-Bazo, Javier, 2016. "Information and investment under uncertainty," Economics Letters, Elsevier, vol. 148(C), pages 17-22.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Javier Gil‐Bazo, 2006. "Investment Horizon Effects," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1‐2), pages 179-202, January.
  10. 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.
  11. Eva Ferreira, 2004. "Beyond Single-Factor Affine Term Structure Models," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(4), pages 565-591.
  12. 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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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 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-RMG: Risk Management (1) 2005-09-11

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