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

10

DOWNLOADS
Rank 6,870

SSRN RANKINGS

Top 6,870

in Total Papers Downloads

5,387

CITATIONS
Rank 8,812

SSRN RANKINGS

Top 8,812

in Total Papers Citations

51

Scholarly Papers (10)

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 (8,989)
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 St. Louis - John M. Olin Business School and Tel Aviv University - Coller School of Management
Downloads 1,020 (13,326)
Citation 12

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 486 (47,155)
Citation 9

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 (28,440)

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 (69,042)
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: 47 Posted: 16 Jul 2012 Last Revised: 17 May 2017
Azi Ben-Rephael
Indiana University - Kelley School of Business - Department of Finance
Downloads 243 (70,926)
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? An Analysis of Asset Management Companies’ Execution Costs

Number of pages: 50 Posted: 01 Oct 2013 Last Revised: 31 Aug 2017
Azi Ben-Rephael and Ryan D. Israelsen
Indiana University - Kelley School of Business - Department of Finance and Michigan State University - Department of Finance
Downloads 80 (185,993)

Abstract:

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

8.

Who Pays Attention to SEC Form 8-K?

Kelley School of Business Research Paper No. 17-24
Number of pages: 56 Posted: 29 Mar 2017 Last Revised: 15 Sep 2017
Azi Ben-Rephael, Zhi Da, Peter D. Easton and Ryan D. Israelsen
Indiana University - Kelley School of Business - Department of Finance, University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Accountancy and Michigan State University - Department of Finance
Downloads 0 (152,506)

Abstract:

SEC 8-K filings, Investor Attention, Price discovery, Price pressure

9.

Demand for Information and Asset Pricing

NBER Working Paper No. w23274
Number of pages: 41 Posted: 27 Mar 2017
Azi Ben-Rephael, Bruce I. Carlin, Zhi Da and Ryan D. Israelsen
Indiana University - Kelley School of Business - Department of Finance, University of California, Los Angeles (UCLA) - Anderson School of Management, University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance
Downloads 0 (396,078)
  • Add to Cart

Abstract:

10.

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 Michigan State University - Department of Finance
Downloads 0 (51,947)

Abstract:

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