Azi Ben-Rephael

Rutgers Business School - Rutgers University

SCHOLARLY PAPERS

15

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8,098

SSRN CITATIONS
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Top 6,764

in Total Papers Citations

125

CROSSREF CITATIONS

74

Scholarly Papers (15)

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 1,758 (12,130)
Citation 11

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 1,332 (18,662)
Citation 28

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liquidity, illiquidity, liquidity premium, stock returns

3.

How Do Short Sellers Interact with Other Professional Investors? Evidence from the Daily Trades of Active Fund Managers

Rock Center for Corporate Governance at Stanford University Working Paper No. 195, Finance Down Under 2016 Building on the Best from the Cellars of Finance, Stanford University Graduate School of Business Research Paper No. 14-35
Number of pages: 70 Posted: 17 Sep 2014 Last Revised: 30 Sep 2020
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 925 (31,826)
Citation 5

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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 889 (33,579)
Citation 50

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 - Coller School of Management and Tel Aviv University - Coller School of Management
Downloads 564 (61,516)
Citation 9

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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 544 (64,378)

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

7.
Downloads 460 ( 79,151)
Citation 9

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 406 (90,855)
Citation 8

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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 Last Revised: 06 Aug 2021
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 54 (471,004)

Abstract:

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8.

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 435 (84,540)
Citation 16

Abstract:

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

9.

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 412 (90,096)
Citation 14

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

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 273 (141,444)
Citation 4

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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 182 (207,852)
Citation 9

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

12.

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

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 162 (229,567)
Citation 2

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

13.

Foreign Sentiment

Baruch College Zicklin School of Business Research Paper No. 2020-01-01
Number of pages: 94 Posted: 23 Dec 2019 Last Revised: 11 Jun 2021
Azi Ben-Rephael, Xi Dong, Massimo Massa and Changyun Zhou
Rutgers Business School - Rutgers University, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, INSEAD - Finance and Baruch College / City University of New York
Downloads 152 (242,158)

Abstract:

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

14.

Uncovering the Hidden Effort Problem

NBER Working Paper No. w28441
Number of pages: 52 Posted: 08 Feb 2021 Last Revised: 18 Sep 2021
Azi Ben-Rephael, Bruce Carlin, Zhi Da and Ryan D. Israelsen
Rutgers Business School - Rutgers University, Rice University, University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance
Downloads 10 (717,705)
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15.

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

Rutgers Business School, 2020
Posted: 14 Jul 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

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