Azi Ben-Rephael

Rutgers Business School - Rutgers University

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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77

CROSSREF CITATIONS

75

Scholarly Papers (14)

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
Rutgers Business School - Rutgers University, Deceased and Tel Aviv University - Coller School of Management
Downloads 1,709 (10,479)
Citation 8

Abstract:

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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
Rutgers Business School - Rutgers University, Washington University in St. Louis - John M. Olin Business School and Tel Aviv University - Coller School of Management
Downloads 1,297 (16,142)
Citation 20

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liquidity, illiquidity, liquidity premium, stock returns

3.

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
Number of pages: 54 Posted: 17 Sep 2014 Last Revised: 02 Oct 2016
Salman Arif, Azi Ben-Rephael and Charles M.C. Lee
University of Minnesota - Twin Cities - Carlson School of Management, Rutgers Business School - Rutgers University and Stanford University - Graduate School of Business
Downloads 857 (29,688)
Citation 5

Abstract:

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

4.

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
Rutgers Business School - Rutgers University, University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance
Downloads 797 (32,856)
Citation 37

Abstract:

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

5.

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
Rutgers Business School - Rutgers University, Tel Aviv University - Faculty of Management and Tel Aviv University - Coller School of Management
Downloads 545 (54,343)
Citation 5

Abstract:

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

6.

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
Rutgers Business School - Rutgers University, University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Accountancy and Michigan State University - Department of Finance
Downloads 443 (70,380)

Abstract:

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

7.

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
Rutgers Business School - Rutgers University, Deceased and Tel Aviv University - Coller School of Management
Downloads 404 (78,496)
Citation 16

Abstract:

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

8.

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
Rutgers Business School - Rutgers University
Downloads 395 (80,578)
Citation 11

Abstract:

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

9.
Downloads 212 (156,766)
Citation 3

Information Consumption and Asset Pricing

Number of pages: 43 Posted: 14 Jul 2017 Last Revised: 09 Feb 2019
Azi Ben-Rephael, Bruce I. Carlin, Zhi Da and Ryan D. Israelsen
Rutgers Business School - Rutgers University, 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 169 (192,649)
Citation 2

Abstract:

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Information, Asset Prices, Risk Premia

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
Rutgers Business School - Rutgers University, 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 43 (454,418)

Abstract:

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10.

Mutual Fund Flows and Fluctuations in Credit and Business Cycles

Number of pages: 74 Posted: 17 Aug 2016 Last Revised: 14 Oct 2019
Azi Ben-Rephael, Jaewon Choi and Itay Goldstein
Rutgers Business School - Rutgers University, University of Illinois at Urbana-Champaign - Department of Finance and University of Pennsylvania - The Wharton School - Finance Department
Downloads 200 (165,582)
Citation 3

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Credit Cycle, Business Cycle, Mutual Fund Flows, High-Yield Bonds, Investor Demand, Leading Indicator

11.

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
Rutgers Business School - Rutgers University and Michigan State University - Department of Finance
Downloads 176 (184,965)
Citation 9

Abstract:

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

12.

Foreign Sentiment

Baruch College Zicklin School of Business Research Paper No. 2020-01-01
Number of pages: 62 Posted: 23 Dec 2019 Last Revised: 28 Feb 2020
Azi Ben-Rephael, Xi Dong, Massimo Massa and Changyun Zhou
Rutgers Business School - Rutgers University, Baruch College / City University of New York, INSEAD - Finance and Baruch College / City University of New York
Downloads 61 (381,914)

Abstract:

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sentiment, foreign sentiment, news, flow shifts, international markets

13.

Should I Stay or Should I Go? Trading Behavior Under Ambiguity

Rutgers Business School
Number of pages: 81 Posted: 17 Jun 2020
Azi Ben-Rephael and Yehuda (Yud) Izhakian
Rutgers Business School - Rutgers University and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 37 (475,279)

Abstract:

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Knightian uncertainty, Ambiguity measure, Ambiguity aversion, Limited participation, Portfolio inertia, Information inertia, Liquidity, Expected utility with uncertain probabilities

14.

Do I Really Want to Hear the News? Public Information Arrival and Investor Beliefs

Rutgers Business School
Azi Ben-Rephael and Yehuda (Yud) Izhakian
Rutgers Business School - Rutgers University and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

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Investor Beliefs, Information Arrival, Differences-of-Opinions, Gradual-Information-Diffusion, Investor Disagreement, News, Investor Attention, Ambiguity, Ambiguity Measurement