Javier Gil-Bazo : Citation Profile


Are you Javier Gil-Bazo?

Barcelona School of Economics (BSE) (47% share)
Universitat Pompeu Fabra (6% share)
Barcelona School of Economics (BSE) (47% share)

6

H index

5

i10 index

325

Citations

RESEARCH PRODUCTION:

14

Articles

27

Papers

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 14
   Journals where Javier Gil-Bazo has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 13 (3.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi221
   Updated: 2024-12-03    RAS profile: 2024-08-08    
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Relations with other researchers


Works with:

Menkveld, Albert (6)

Brownlees, Christian (6)

Johannesson, Magnus (6)

Gehrig, Thomas (6)

Dreber, Anna (6)

Holzmeister, Felix (5)

Bos, Charles (4)

Füllbrunn, Sascha (4)

Deku, Solomon (4)

Ait-Sahalia, Yacine (4)

Frömmel, Michael (4)

Davies, Ryan (4)

Aloosh, Arash (4)

FERROUHI, EL MEHDI (4)

Caporin, Massimiliano (4)

Colliard, Jean-Edouard (4)

Dimpfl, Thomas (4)

Chernov, Mikhail (4)

CAPELLE-BLANCARD, Gunther (4)

Eugster, Nicolas (4)

Frijns, Bart (4)

Deev, Oleg (4)

Alexeev, Vitali (3)

Schwarz, Marco (3)

Bohorquez Correa, Santiago (3)

Degryse, Hans (3)

Nielsson, Ulf (2)

Güçbilmez, Ufuk (2)

Shachar, Or (2)

Sojli, Elvira (2)

Adrian, Tobias (2)

Imbet, Juan (2)

Ødegaard, Bernt (2)

Liew, Chee (2)

Hautsch, Nikolaus (2)

Hurlin, Christophe (2)

Chow, Nikolai Sheung-Chi (2)

Horenstein, Alex (2)

Jalkh, Naji (2)

Walther, Thomas (2)

Talavera, Oleksandr (2)

Harris, Jeffrey (2)

Gerritsen, Dirk (2)

Sarno, Lucio (2)

Reitz, Stefan (2)

Foucault, Thierry (2)

Ranaldo, Angelo (2)

Palan, Stefan (2)

Neszveda, Gabor (2)

Rinne, Kalle (2)

Stefanova, Denitsa (2)

Ferrara, Gerardo (2)

Dumitrescu, Ariadna (2)

Verousis, Thanos (2)

Wolff, Christian (2)

Schuerhoff, Norman (2)

Zhang, S. Sarah (2)

Korajczyk, Robert (2)

Lof, Matthijs (2)

Huang, Wenqian (2)

Pastor, Lubos (2)

Bjønnes, Geir (2)

Jurkatis, Simon (2)

Smales, Lee (2)

Abudy, Menachem (2)

Vilkov, Grigory (2)

Schenk-Hoppé, Klaus (2)

Koetter, Michael (2)

Renault, Thomas (2)

Pasquariello, Paolo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Javier Gil-Bazo.

Is cited by:

Lean, Hooi Hooi (6)

Lemeunier, Sebastien (6)

Mamatzakis, Emmanuel (5)

Sialm, Clemens (5)

Tortosa-Ausina, Emili (5)

Orbe, Susan (5)

Ferreira, Eva (4)

Bao, Te (4)

Huber, Christoph (4)

Tuinstra, Jan (4)

Sutan, Angela (4)

Cites to:

French, Kenneth (20)

Campbell, John (17)

wermers, russell (15)

Shanken, Jay (13)

Stambaugh, Robert (13)

Fama, Eugene (12)

Carhart, Mark (12)

Shleifer, Andrei (10)

Kacperczyk, Marcin (9)

Harvey, Campbell (9)

Pastor, Lubos (8)

Main data


Where Javier Gil-Bazo has published?


Working Papers Series with more than one paper published# docs
DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa8
Working Papers / Barcelona School of Economics5
DFAEII Working Papers / University of the Basque Country - Department of Foundations of Economic Analysis II2

Recent works citing Javier Gil-Bazo (2024 and 2023)


YearTitle of citing document
2023Fund Characteristics and Performances of Socially Responsible Mutual Funds: Do ESG Ratings Play a Role?. (2018). Chatterjee, Swarnankur. In: Papers. RePEc:arx:papers:1806.09906.

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2024The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2405.02302.

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2024Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings. (2024). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24220.

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2023Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571.

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2024Are banks better money doctors? An analysis of mutual fund flows of bank and non-bank funds using Canadian data. (2024). Lin, Shannon ; Hebb, Greg. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001481.

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2023Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744.

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2024Retail fund flows and performance: Insights from supervisory data. (2024). Hodula, Martin ; Bajzik, Josef ; Szabo, Milan. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000062.

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2023Hidden Gem or Fool’s Gold: Can passive ESG ETFs outperform the benchmarks?. (2023). Zakriya, Mohammed ; Jarvinen, Jesse ; Dumitrescu, Ariadna. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300056x.

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2023Fund flows and performance: New evidence from retail and institutional SRI mutual funds. (2023). Zhao, Yuan ; Klinkowska, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001126.

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2024The impact of salient fees: Evidence from the mutual fund market. (2024). Parida, Sitikantha. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005744.

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2024The mutual funds puzzle and the elusive von Neumann-Morgenstern preference relation. (2024). David, OR ; Sonenshine, Ralph ; Shelef, Amit ; Nisani, Doron. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000310.

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2024Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187.

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2023Fund performance evaluation with explainable artificial intelligence. (2023). Fan, Xiuyi ; Fu, Hsuan ; Reddy, Veera Raghava ; Seisenberger, Monika. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007912.

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2024Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds. (2024). Koutsokostas, Drosos ; Papathanasiou, Spyros. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001259.

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2023Machine-learning the skill of mutual fund managers. (2023). van Nieuwerburgh, Stijn ; Pelger, Markus ; Lin, Zihan ; Kaniel, Ron. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:1:p:94-138.

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2023Do fund managers tones predict future performance? Evidence from China. (2023). Wang, Changyun ; Shen, Xieyang ; Liu, Xiaoming ; Zeng, Jianyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002159.

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2023Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets. (2023). Jitmaneeroj, Boonlert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192300003x.

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2023Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds. (2023). Yan, Cheng ; Marco, Chi Keung ; Gozgor, Giray ; Zhang, Xuliang ; Xu, Ruihui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000594.

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2023Airbnb’s Negative Externalities from the Consumer’s Perspective: How the Effects Influence the Booking Intention of Potential Guests. (2023). Li, Chin-Pei ; Chen, Tzong-Shyuan ; Ho, Chaang-Iuan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8695-:d:1157515.

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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Fund family versus mutual fund performance: evidence from the Indian investors’ perspective. (2023). Parikh, Bhavik ; Mishra, Ajay Kumar ; Chauhan, Yogesh. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:4:d:10.1057_s41260-022-00301-0.

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2023Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y.

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2024Short-term rentals’ supply-side structure and the struggle for rent appropriation: Insights from Andalusia, Spain. (2024). Daz-Parra, Ibn ; Barrero-Rescalvo, Mara. In: Environment and Planning A. RePEc:sae:envira:v:56:y:2024:i:2:p:508-524.

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2023Measuring the efficiency of mutual funds: Does ESG controversies score affect the mutual fund performance during the COVID-19 pandemic?. (2023). ben Abdelaziz, Fouad ; Tampakoudis, Ioannis ; Kiosses, Nikolaos ; Petridis, Konstantinos. In: Operational Research. RePEc:spr:operea:v:23:y:2023:i:3:d:10.1007_s12351-023-00795-5.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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Works by Javier Gil-Bazo:


YearTitleTypeCited
2024Geographic shareholder dispersion and mutual fund flow risk In: Temi di discussione (Economic working papers).
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2024Geographic Shareholder Dispersion and Mutual Fund Flow Risk.(2024) In: Working Papers.
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This paper has nother version. Agregated cites: 0
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2024Geographic shareholder dispersion and mutual fund flow risk.(2024) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 0
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2021Non-Standard Errors In: Working Papers.
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paper9
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 9
paper
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has nother version. Agregated cites: 9
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2021Non-Standard Errors.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 9
paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 9
paper
2021Non-standard errors.(2021) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 9
paper
2022Tweeting for Money: Social Media and Mutual Fund Flows In: Working Papers.
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paper0
2022Tweeting for money: Social media and mutual fund flows.(2022) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2015Familiarity and Competition: The Case of Mutual Funds In: Working Papers.
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2015Familiarity and competition: the case of mutual funds.(2015) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 2
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2015Market Frictions, Investor Heterogeneity, and Persistence in Mutual Fund Performance In: Working Papers.
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paper1
2015Market frictions, investor heterogeneity and persistence in mutual fund performance.(2015) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 1
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2006Investment Horizon Effects In: Journal of Business Finance & Accounting.
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article2
2009The Relation between Price and Performance in the Mutual Fund Industry In: Journal of Finance.
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article141
2004A Nonparametric Dimension Test of the Term Structure In: Studies in Nonlinear Dynamics & Econometrics.
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2001A nonparametric dimension test of the term structure.(2001) In: DEE - Working Papers. Business Economics. WB.
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2002A Non-Parametric Dimension Test of the Term Structure.(2002) In: DFAEII Working Papers.
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This paper has nother version. Agregated cites: 0
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2001Optimal demand for long-term bonds when returns are predictable In: DEE - Working Papers. Business Economics. WB.
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2005When cheaper is better: fee determination in the market for equity mutual funds In: DEE - Working Papers. Business Economics. WB.
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2008When cheaper is better: Fee determination in the market for equity mutual funds.(2008) In: Journal of Economic Behavior & Organization.
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This paper has nother version. Agregated cites: 30
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2005Market imperfections, discount factors and stochastic dominance: an empirical analysis with oil-linked derivatives In: DEE - Working Papers. Business Economics. WB.
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2005Price dynamics, informational efficiency and wealth distribution in continuous double auction markets In: DEE - Working Papers. Business Economics. WB.
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2006Yet another puzzle? the relation between price and performance in the mutual fund industry In: DEE - Working Papers. Business Economics. WB.
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paper1
2008Nonparametric estimation of conditional beta pricing models In: DEE - Working Papers. Business Economics. WB.
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2008The performance of socially responsible mutual funds: the role of fees and management companies In: DEE - Working Papers. Business Economics. WB.
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2010The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies.(2010) In: Journal of Business Ethics.
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This paper has nother version. Agregated cites: 82
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2016Information and investment under uncertainty In: Economics Letters.
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article1
2020Sentiment stocks In: International Review of Financial Analysis.
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article0
2018Market frictions, investor sophistication, and persistence in mutual fund performance In: Journal of Financial Markets.
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2011Conditional beta pricing models: A nonparametric approach In: Journal of Banking & Finance.
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article12
2010Conditional beta pricing models: A nonparametric approach.(2010) In: BILTOKI.
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This paper has nother version. Agregated cites: 12
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2023Machine learning and fund characteristics help to select mutual funds with positive alpha In: Journal of Financial Economics.
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2004The Black Box of Mutual Fund Fees In: DFAEII Working Papers.
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2004Beyond Single-Factor Affine Term Structure Models In: Journal of Financial Econometrics.
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article2
2020Mutual Funding In: The Review of Financial Studies.
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article1
2006The value of the swap feature in equity default swaps In: Quantitative Finance.
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article1
2022The professionalization of Airbnb in Madrid: far from a collaborative economy In: Current Issues in Tourism.
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article2
2021Can machine learning help to select portfolios of mutual funds? In: Economics Working Papers.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team