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Cited by 358Financial Markets and Investment StrategiesFinancial Risk and Volatility ModelingMarket Dynamics and Volatility

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

Ben-Rephael, Azi, Kandel, Shmuel, Wohl, Avi·2012·Journal of Financial Economics
DOI 10.1016/j.jfineco.2010.08.018
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Overview

Integrity signals

Registry

Crossref · 10.1016/j.jfineco.2010.08.018

Cites

39 of 39 references verified0 citation errors · 0 not checkable

Statistics

Recomputing p-values needs the paper’s full text.

Verification

Claims the paper makes

We couldn’t retrieve this paper’s full text, so its claims and self-check weren’t run. The registry and citation checks still apply.

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?

Citations

Cites

Show all 39 references

Research works printed but not linked: 2

  1. Baker, 2007, Investor sentiment in the stock market, Journal of Economic Perspectives, 21, 129, 10.1257/jep.21.2.129 · DOI · Paper page
  2. Treynor, 1966, Can mutual funds outguess the market?, Harvard Business Review, 44, 131

Cited by

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)
DOI
10.1016/j.jfineco.2010.08.018
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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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.