Javier Gil-Bazo and Juan F. Imbet explore persuasion in social media by asset management firms. They focus on the mutual fund families that manage domestic equity funds in the U.S. to investigate whether the firms use social media to attract investors’ money.
Victor DeMiguel, Javier Gil-Bazo, Francisco J. Nogales and André A.P. Santos use three ML models improve fund performance predictions.
Ariadna Dumitrescu and Javier Gil-Bazo explore whether familiarity bias among investors may help shape competition among funds, persistence of fund performance, and fees charged.