The DOI matches its Crossref record; 39 of the 39 references it cites were found in a registry or an index.
Measuring investor sentiment with mutual fund flows
Overview
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
In the citing paper
“Moreover, retail investors have limited capital and tend to actively reallocate investments across different funds (see, e.g., Del Guercio and Tkac (2008), Frazzini and Lamont (2008), Ben-Rephael, Kandel, and Wohl (2012), Wang and Young (2020), and Ceccarelli, Ramelli, and Wagner (2021)).”
From Sustainability Preferences Under Stress: Evidence from COVID-19 (2020) · cites this paper as Ben-Rephael, Kandel, and Wohl (2012)
Citations
Cites
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
White, H. (1980) · Econometrica · doi:10.2307/1912934 · Cited by 25,861
Breitung, J., & Hamilton, J. D. (1995) · Contemporary Sociology · doi:10.2307/2076916 · Cited by 10,966
Noise Trader Risk in Financial Markets
De Long, J. B., Shleifer, A., Summers, L. H., & Waldmann, R. J. (1990) · Journal of Political Economy · doi:10.1086/261703 · Cited by 6,234
Investor Sentiment and the Cross‐Section of Stock Returns
BAKER, M., & WURGLER, J. (2006) · The Journal of Finance · doi:10.1111/j.1540-6261.2006.00885.x · Cited by 6,049
Shleifer, A., & Vishny, R. W. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03807.x · Cited by 5,291
Tests for parameter instability and structural change with unknown change point.
Andrews, D. W. K. (1993) · Econometrica · doi:10.2307/2951764 · Cited by 4,334
Integración de los mercados financieros Latinoamericanos por medio de MILA
Garzon Mosquera, S. N. (2020) · Aaltodoc (Aalto University) · Cited by 3,709
Asset fire sales (and purchases) in equity markets
Coval, J., & Stafford, E. (2007) · Journal of Financial Economics · doi:10.1016/j.jfineco.2006.09.007 · Cited by 1,672
Stambaugh, R. F. (1999) · Journal of Financial Economics · doi:10.1016/s0304-405x(99)00041-0 · Cited by 1,595
Henriksson, R. D., & Merton, R. C. (1981) · The Journal of Business · doi:10.1086/296144 · Cited by 1,321
Research works printed but not linked: 2
- Baker, 2007, Investor sentiment in the stock market, Journal of Economic Perspectives, 21, 129, 10.1257/jep.21.2.129 · DOI · Paper page
- Treynor, 1966, Can mutual funds outguess the market?, Harvard Business Review, 44, 131
Cited by
Sustainability Preferences Under Stress: Evidence from COVID-19
Döttling, R., & Kim, S. (2020) · SSRN Working Paper · doi:10.2139/ssrn.3656756 · Cited by 161
Metadata
- Authors
- Ben-Rephael, A., Kandel, S., & Wohl, A.
- Affiliations
- Tel Aviv University (IL)
- Center for Economic and Policy Research (US)
- Corresponding author
- Wohl, Avi
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2012-05
- Volume
- 104
- Issue
- 2
- Pages
- 363-382
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2158796147
- Cited by
- 358
- References
- 39
- Citations by year
- 2026: 8 · 2025: 22 · 2024: 29 · 2023: 20 · 2022: 36 · 2021: 38 · 2020: 29 · 2019: 22 · 2018: 19 · 2017: 21 · 2016: 19 · 2015: 29 · 2014: 23 · 2013: 11 · 2012: 19
- FWCI
- 21.85
- Type
- journal article
- Language
- en
- Open access
- closed
- Licence
- www.elsevier.com/tdm/userlicense/1.0/ (tdm)
- Locations
- Journal of Financial Economics (publishedVersion)
- Rutgers University Community Repository (Rutgers University) (submittedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Risk and Volatility Modeling
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Market Dynamics and Volatility
- Keywords
- investor sentiment, mutual fund flows, bond funds, VIX, noise trading, small stocks, growth stocks
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Measuring investor sentiment with mutual fund flows. https://app.cochat.ai/papers/10.1016/j.jfineco.2010.08.018
- The paper
- Ben-Rephael, A., Kandel, S., & Wohl, A. (2012). Measuring investor sentiment with mutual fund flows. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2010.08.018
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
