Student or educator? Sign up with your school email and get 6 months of Pro free.
CoChat
Sign Up
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
Open this paper in CoChat — free account

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

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

See all 358

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

About these checks

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.

Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.

What counts as a claim ›How we measure confidence ›How we check this ›

Are you an author, or do you see a problem with this page? Request a review

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.