Browsing by Author "Gil-Bazo, Javier"

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  • Imbet Jiménez, Juan Felipe (Universitat Pompeu Fabra, 2021-11-29)
    This dissertation studies the role of uncertainty and information in financial markets, and its consequences for firms’ and investors’ capital allocation decisions. It contains three chapters. Chapter one revisits the ...
  • Dumitrescu, Ariadna; Gil-Bazo, Javier (2015-03-01)
    We build a model of mutual fund competition in which a fraction of investors ("unsophisticated") exhibit a preference for familiarity. Funds differ both in their quality and their visibility: While unsophisticated investors ...
  • Gil-Bazo, Javier; Moreno, David; Tapia, Mikel; Abad, David (Taylor & Francis, 2007)
    En este trabajo se estudia la formación de precios en un mercado artificial de doble subasta continua con agentes heterogéneos, tanto en términos de eficiencia informativa como en términos de sus propiedades estadísticas. ...
  • Gil-Bazo, Javier (Wiley, 2006)
    Boudry and Gray (2003) have documented that the optimal buy-and-hold demand for Australian stocks is not necessarily increasing in the investment horizon when returns are predictable. Such finding is in contrast with ...
  • Dumitrescu, Ariadna; Gil-Bazo, Javier (2012-04-01)
    If there are diseconomies of scale in asset management, any predictability in mutual fund performance will be arbitraged away by rational investors seeking funds with the highest expected performance (Berk and Green, 2004). ...
  • Evans, Richard; Gil-Bazo, Javier; Lipson, Marc (Wiley, 2024)
    We explore the relation between fund performance and the assets managed by the fund's managers that are outside the fund. Controlling for fund size, we find a negative relation between performance and the size of fund ...
  • Gil-Bazo, Javier; Moreno Muñoz, Jesús David; Tapia Torres, Miguel Ángel (Institute of Electrical and Electronics Engineers (IEEE), 2005)
    In this paper, we investigate further the way information disseminates from informed to uninformed traders in a market populated by heterogeneous boundedly rational agents. In order to achieve the goal, a computer simulated ...

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