Azi Ben-Rephael

Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics

111 Washington Avenue

Newark, NJ 07102

United States

http://sites.google.com/site/abenreph

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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SSRN RANKINGS

Top 8,179

in Total Papers Citations

51

CROSSREF CITATIONS

75

Scholarly Papers (12)

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 University, Newark, School of Business-Newark, Department of Finance & Economics, Deceased and Tel Aviv University - Coller School of Management
Downloads 1,646 (10,421)
Citation 5

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 University, Newark, School of Business-Newark, Department of Finance & Economics, Washington University in St. Louis - John M. Olin Business School and Tel Aviv University - Coller School of Management
Downloads 1,282 (15,447)
Citation 19

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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, 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: 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 University, Newark, School of Business-Newark, Department of Finance & Economics and Stanford University - Graduate School of Business
Downloads 835 (29,054)
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 University, Newark, School of Business-Newark, Department of Finance & Economics, University of Notre Dame - Mendoza College of Business and Michigan State University - Department of Finance
Downloads 758 (33,234)
Citation 27

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 University, Newark, School of Business-Newark, Department of Finance & Economics, Tel Aviv University - Faculty of Management and Tel Aviv University - Coller School of Management
Downloads 536 (52,548)
Citation 4

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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 University, Newark, School of Business-Newark, Department of Finance & Economics, University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Accountancy and Michigan State University - Department of Finance
Downloads 407 (73,855)

Abstract:

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

7.

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 University, Newark, School of Business-Newark, Department of Finance & Economics
Downloads 389 (77,763)
Citation 8

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

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 University, Newark, School of Business-Newark, Department of Finance & Economics, Deceased and Tel Aviv University - Coller School of Management
Downloads 386 (78,439)
Citation 12

Abstract:

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

9.

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 University, Newark, School of Business-Newark, Department of Finance & Economics and Michigan State University - Department of Finance
Downloads 171 (180,588)
Citation 8

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

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 University, Newark, School of Business-Newark, Department of Finance & Economics, University of Illinois at Urbana-Champaign - Department of Finance and University of Pennsylvania - The Wharton School - Finance Department
Downloads 169 (182,448)
Citation 3

Abstract:

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

11.
Downloads 157 (194,233)
Citation 1

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 University, Newark, School of Business-Newark, Department of Finance & Economics, 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 119 (243,128)

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 University, Newark, School of Business-Newark, Department of Finance & Economics, 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 38 (456,140)

Abstract:

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12.

Foreign Sentiment

Number of pages: 62 Posted: 23 Dec 2019
Azi Ben-Rephael, Xi Dong, Massimo Massa and Changyun Zhou
Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics, Baruch College / City University of New York, INSEAD - Finance and Baruch College / City University of New York
Downloads 38 (446,262)

Abstract:

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