Azi Ben-Rephael

Indiana University - Kelley School of Business - Department of Finance

Assistant Professor

1309 E. 10th St.

Bloomington, IN 47405

United States

http://www.kelley.iu.edu/finance/

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 7,183

SSRN RANKINGS

Top 7,183

in Total Papers Downloads

4,866

CITATIONS
Rank 9,016

SSRN RANKINGS

Top 9,016

in Total Papers Citations

49

Scholarly Papers (8)

1.

Measuring Investor Sentiment with Mutual Fund Flows

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 59 Posted: 14 Sep 2008 Last Revised: 21 Sep 2011
Azi Ben-Rephael, Shmuel Kandel (deceased) and Avi Wohl
Indiana University - Kelley School of Business - Department of Finance, Deceased and Tel Aviv University - Coller School of Management
Downloads 1,276 (8,628)
Citation 18

Abstract:

mutual funds, flows, investor sentiment, return predictability, stocks

2.

The Diminishing Liquidity Premium

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 60 Posted: 19 Mar 2008 Last Revised: 02 Aug 2013
Azi Ben-Rephael, Ohad Kadan and Avi Wohl
Indiana University - Kelley School of Business - Department of Finance, Washington University in Saint Louis - John M. Olin Business School and Tel Aviv University - Coller School of Management
Downloads 1,020 (13,054)
Citation 11

Abstract:

liquidity, illiquidity, liquidity premium, stock returns

3.

Do Firms Buy Their Stock at Bargain Prices? Evidence from Actual Stock Repurchase Disclosures

Forthcoming in Review of Finance
Number of pages: 59 Posted: 15 Jan 2011 Last Revised: 05 Jun 2013
Azi Ben-Rephael, Jacob Oded and Avi Wohl
Indiana University - Kelley School of Business - Department of Finance, Tel Aviv University - Faculty of Management and Tel Aviv University - Coller School of Management
Downloads 463 (47,209)
Citation 8

Abstract:

Stock Repurchases, Stock Buybacks, Payout Policy, Timing, Bid-Ask Spread, Liquidity, Insider Trading

4.

Short-Sellers and Mutual Funds: Why Does Short-Sale Volume Predict Stock Returns?

Rock Center for Corporate Governance at Stanford University Working Paper No. 195, Stanford University Graduate School of Business Research Paper No. 14-35, Finance Down Under 2016 Building on the Best from the Cellars of Finance
Number of pages: 54 Posted: 17 Sep 2014 Last Revised: 02 Oct 2016
Salman Arif, Azi Ben-Rephael and Charles M.C. Lee
Indiana University - Kelley School of Business - Department of Accounting, Indiana University - Kelley School of Business - Department of Finance and Stanford University - Graduate School of Business
Downloads 430 (29,420)

Abstract:

Price discovery, mutual funds, short-sellers, price pressure, liquidity provision, market efficiency

5.

The Price Pressure of Aggregate Mutual Fund Flows

Number of pages: 38 Posted: 05 Nov 2008 Last Revised: 07 Aug 2009
Azi Ben-Rephael, Shmuel Kandel (deceased) and Avi Wohl
Indiana University - Kelley School of Business - Department of Finance, Deceased and Tel Aviv University - Coller School of Management
Downloads 307 (66,327)
Citation 10

Abstract:

mutual funds, flows, returns, price pressure, price impact

6.

Flight-to-Liquidity, Market Uncertainty, and the Actions of Mutual Fund Investors

Number of pages: 74 Posted: 16 Jul 2012 Last Revised: 11 May 2014
Azi Ben-Rephael
Indiana University - Kelley School of Business - Department of Finance
Downloads 243 (72,074)
Citation 1

Abstract:

market uncertainty, financial crisis, liquidity, flight-to-liquidity, mutual funds, institutional investors, price pressure

7.

Are Some Clients More Equal than Others? Conflicts of Interest and Competition in Portfolio Management

Number of pages: 89 Posted: 01 Oct 2013 Last Revised: 20 Jun 2015
Azi Ben-Rephael and Ryan D. Israelsen
Indiana University - Kelley School of Business - Department of Finance and Indiana University - Kelley School of Business - Department of Finance
Downloads 80 (193,181)

Abstract:

conflicts of interest, pension plans, delegated portfolio management, strategic performance allocation, price allocation, favoritism, subsidization

8.

It Depends on Where You Search: Institutional Investor Attention and Under-Reaction to News

Kelley School of Business Research Paper No. 15-82
Number of pages: 56 Posted: 18 Nov 2015 Last Revised: 22 Nov 2016
Azi Ben-Rephael, Zhi Da and Ryan D. Israelsen
Indiana University - Kelley School of Business - Department of Finance, University of Notre Dame - Mendoza College of Business and Indiana University - Kelley School of Business - Department of Finance
Downloads 0 (77,034)

Abstract:

attention, institutional investors, retail investors, earnings announcements, analyst recommendations, news, Bloomberg