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

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CITATIONS
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Top 9,029

in Total Papers Citations

49

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 (8,833)
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 (13,258)
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 473 (47,391)
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 (28,649)

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 (67,956)
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 (71,220)
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 (192,618)

Abstract:

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

8.

Does SEC Form 8-K Provide Information Necessary or Useful for the Protection of Investors?

Kelley School of Business Research Paper No. 17-24
Number of pages: 42 Posted: 29 Mar 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 Indiana University - Kelley School of Business - Department of Finance
Downloads 0 (172,522)

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 Indiana University - Kelley School of Business - Department of Finance
Downloads 0 (394,085)
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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 Indiana University - Kelley School of Business - Department of Finance
Downloads 0 (62,706)

Abstract:

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