I believe those are actually males developing really late. It is not possible for fish to change sex, from what I've read and heard. They look like females because they haven't developed a gonopodium and it looks like a sex change because they start developing it.
Technically, it's not possible. There have been a few reported cases of it happening, but nobody knows if it's really and totally true. As IovaykInD said, it is almost always late-developing males that look like females (judging by the anal fin) turning into males.