Javier Gil-Bazo : Citation Profile


Are you Javier Gil-Bazo?

Barcelona School of Economics (BSE) (50% share)
Barcelona School of Economics (BSE) (50% share)

5

H index

4

i10 index

250

Citations

RESEARCH PRODUCTION:

13

Articles

17

Papers

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 12
   Journals where Javier Gil-Bazo has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 10 (3.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi221
   Updated: 2022-01-15    RAS profile: 2022-01-10    
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Relations with other researchers


Works with:

Dumitrescu, Ariadna (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)

mamatzakis, emmanuel (5)

Tortosa-Ausina, Emili (5)

Ferreira, Eva (4)

Tuinstra, Jan (4)

Shleifer, Andrei (4)

Sialm, Clemens (4)

Gennaioli, Nicola (4)

Navone, Marco (4)

Bao, Te (4)

Anufriev, Mikhail (4)

Cites to:

Campbell, John (16)

French, Kenneth (10)

Shanken, Jay (9)

Stambaugh, Robert (9)

Fama, Eugene (9)

Carhart, Mark (9)

Harvey, Campbell (9)

wermers, russell (7)

Kacperczyk, Marcin (7)

merton, robert (7)

Shleifer, Andrei (7)

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 Graduate School of Economics2
DFAEII Working Papers / University of the Basque Country - Department of Foundations of Economic Analysis II2

Recent works citing Javier Gil-Bazo (2021 and 2020)


YearTitle of citing document
2021Basic Hyperparameters Tuning Methods for Classification Algorithms. (2021). Antal-Vaida, Claudia. In: Informatica Economica. RePEc:aes:infoec:v:25:y:2021:i:2:p:64-74.

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2021Loss of structural balance in stock markets. (2021). Álvarez Pereira, Brais ; Estrada, E ; B. 'Alvarez Pereira, ; Ascorbebeitia, J ; Ferreira, E. In: Papers. RePEc:arx:papers:2104.06254.

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2020Investors’ Behavior and Mutual Fund Portfolio Allocations in Brazil during the Global Financial Crisis. (). Linardi, Fernando M. In: Working Papers Series. RePEc:bcb:wpaper:517.

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2021Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245.

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2021Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766.

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2021Separating retail and investment banking: evidence from the UK. (2020). Elliott, David ; Chavaz, Matthieu. In: Bank of England working papers. RePEc:boe:boeewp:0892.

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2020Does Concurrent Management of Mutual Funds and Pension Plans Create Conflicts of Interest?. (2020). Marti, Carmen Pilar. In: Ensayos de Economía. RePEc:col:000418:018307.

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2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence. (2020). Kenourgios, Dimitris ; Papathanasiou, Sypros ; Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:112-124.

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2020Do actively managed mutual funds exploit stock market mispricing?. (2020). Lee, Changjun ; Kang, Jangkoo ; Jeon, Hyunglae . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300863.

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2021Carbon-intensive industries in Socially Responsible mutual funds portfolios. (2021). Muoz, Fernando. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000831.

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2021Portfolio efficiency with high-dimensional data as conditioning information. (2021). Vigo Pereira, Caio. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001460.

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2021When is money smart? Mutual fund flows and disposable income. (2021). Gupta-Mukherjee, Swasti . In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320302373.

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2021Determinants and performance of outsourcing in the european mutual fund market. (2021). Dieu, Linh Tran ; Gajewski, Jean-Franois. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000652.

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2020Can mutual funds profit from post earnings announcement drift? The role of competition. (2020). Yu, Tong ; Yao, Tong ; Chen, Xuanjuan ; Ali, Ashiq. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s037842662030042x.

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2020Flicking the switch: Simplifying disclosure to improve retirement plan choices. (2020). Ortmann, Andreas ; Dobrescu, Loretti ; Newell, B R ; Bateman, H ; Thorp, S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s037842662030217x.

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2021Is quantitative and qualitative information relevant for choosing mutual funds?. (2021). Duran-Santomil, Pablo ; Otero-Gonzalez, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:476-488.

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2020More competition in delegated portfolio management: A win-win situation? An experimental analysis. (2020). Ploner, Matteo ; Balmus, Tatiana ; Huber, Juergen. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:777-800.

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2021Out of sight no more? The effect of fee disclosures on 401(k) investment allocations. (2021). Sialm, Clemens ; Kronlund, Mathias ; Stefanescu, Irina ; Pool, Veronika K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:644-668.

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2020.

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2021Information Asymmetry and the Mutual Fund Market. (2021). Lemeunier, Sebastien Michel. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:440-448.

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2020Behavioural analysis of socially responsible investment managers: specialists versus non-specialists. (2020). Vicente, Ruth ; Alda, Mercedes. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300647.

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2020Being watched in an investment game setting: Behavioral changes when making risky decisions. (2020). McMahon, Matthew ; Jia, Tingting Z. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:88:y:2020:i:c:s2214804319303714.

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2020Performance and Resilience of Socially Responsible Investing (SRI) and Conventional Funds during Different Shocks in 2016: Evidence from Japan. (2020). Shimada, Koji ; Arefeen, Saiful. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:540-:d:307507.

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2020The Investment Performance of U.S. Islamic Mutual Funds. (2020). Soriano, Pilar ; Molla, Paula ; Climent, Francisco. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3530-:d:350530.

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2021Do Socially Responsible Investment Funds Sell Losses and Ride Gains? The Disposition Effect in SRI Funds. (2021). Vicente, Luis ; Ortiz, Cristina ; Duxbury, Darren ; Boumda, Beatrice. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8142-:d:598544.

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2020Mutual Funds and Mispriced Stocks. (2020). Hameed, Allaudeen ; Cheng, SI ; Avramov, Doron. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:6:p:2372-2395.

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2021Index Fund Entry and Financial Product Market Competition. (2021). Sun, Yang. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:500-523.

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2020Social responsible mutual funds and lowcarbon economy. (2020). Tortosa-Ausina, Emili ; Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos ; de Mingo-Lopez, Diego Victor. In: Working Papers. RePEc:jau:wpaper:2020/15.

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2020Testing Capital Asset Pricing Models using Functional-Coefficient Panel Data Models with Cross-Sectional Dependence. (2020). Xu, Qiuhua ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202009.

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2020State Pension Funds and Corporate Social Responsibility: Do Beneficiaries’ Political Values Influence Funds’ Investment Decisions?. (2020). Andreas, ; Schopohl, Lisa. In: Journal of Business Ethics. RePEc:kap:jbuset:v:165:y:2020:i:3:d:10.1007_s10551-018-4091-z.

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2021Does It Pay to Invest in Japanese Women? Evidence from the MSCI Japan Empowering Women Index. (2021). Boubaker, Sabri ; Comyns, Breeda ; Peillex, Jonathan. In: Journal of Business Ethics. RePEc:kap:jbuset:v:170:y:2021:i:3:d:10.1007_s10551-019-04373-8.

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2021Performance and Market Maturity in Mutual Funds: Is Real Estate Different?. (2021). Schulz, Rainer ; MacGregor, Bryan D ; Zhao, Yuan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:3:d:10.1007_s11146-020-09787-0.

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2020Should the Government be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?. (2020). Zeldes, Stephen P ; Landoni, Mattia. In: NBER Working Papers. RePEc:nbr:nberwo:26700.

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2020How Global is Your Mutual Fund? International Diversification from Multinationals. (2020). Sialm, Clemens ; Ferreira, Miguel ; Matos, Pedro ; Demirci, Irem. In: NBER Working Papers. RePEc:nbr:nberwo:27648.

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2021On management risk and price in the mutual fund industry: style and performance distribution analysis. (2021). Mingo-Lopez, Diego Victor ; Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00072-9.

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2021Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model. (2021). Tsionas, Mike G ; Mamatzakis, Emmanuel. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03691-9.

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2020Optimal growth under socially responsible investment: a dynamic theoretical model of the trade-off between financial gains and emotional rewards. (2020). Gomes, Orlando. In: International Journal of Corporate Social Responsibility. RePEc:spr:ijocsr:v:5:y:2020:i:1:d:10.1186_s40991-020-00049-z.

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2020Information versus imitation in a real-time agent-based model of financial markets. (2020). Biondo, Alessio Emanuele. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00249-2.

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2021Competitive pricing despite search costs when lower price signals quality. (2021). Heinsalu, Sander. In: Economic Theory. RePEc:spr:joecth:v:71:y:2021:i:1:d:10.1007_s00199-020-01247-3.

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2021Information Loss over the Business Cycle. (2021). Coen, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:125675.

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2020Socially responsible investing worldwide: Do markets value corporate social responsibility?. (2020). Ferruz, Luis ; Cortez, Maria C ; Badia, Guillermo. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:27:y:2020:i:6:p:2751-2764.

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2021The level of sustainability and mutual fund performance in Europe: An empirical analysis using ESG ratings. (2021). Ferrari, Pierpaolo ; Basile, Ignazio ; Abate, Guido. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:28:y:2021:i:5:p:1446-1455.

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Works by Javier Gil-Bazo:


YearTitleTypeCited
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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2015Market Frictions, Investor Heterogeneity, and Persistence in Mutual Fund Performance In: Working Papers.
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2015Market frictions, investor heterogeneity and persistence in mutual fund performance.(2015) In: Economics Working Papers.
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2006Investment Horizon Effects In: Journal of Business Finance & Accounting.
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article1
2009The Relation between Price and Performance in the Mutual Fund Industry In: Journal of Finance.
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article118
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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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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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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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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2016Information and investment under uncertainty In: Economics Letters.
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2020Sentiment stocks In: International Review of Financial Analysis.
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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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2010Conditional beta pricing models: A nonparametric approach.(2010) In: BILTOKI.
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This paper has another version. Agregated cites: 8
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2004The Black Box of Mutual Fund Fees In: DFAEII Working Papers.
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2021Thawing Yedoma permafrost is a neglected nitrous oxide source In: Nature Communications.
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2004Beyond Single-Factor Affine Term Structure Models In: Journal of Financial Econometrics.
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2020Mutual Funding In: Review of Financial Studies.
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2006The value of the swap feature in equity default swaps In: Quantitative Finance.
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2021Can machine learning help to select portfolios of mutual funds? In: Economics Working Papers.
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2021Non-standard errors In: Economics Working Papers.
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