Journal of Behavioral Finance

Papers
(The median citation count of Journal of Behavioral Finance is 2. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-06-01 to 2026-06-01.)
ArticleCitations
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith14
Social Media, Investment Knowledge, and Meme Stock Trading12
Overreaction to News Concentration in Financial Markets*11
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy11
Attention Allocation of Investors on Social Media: The Role of Prospect Theory10
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors10
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?10
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets9
Information Processing in the Brain and Financial Innovations8
Do Mutual Fund Managers Herd Toward Sustainability?8
Emotion-Aware Decision Support System for Real-Time Financial Sentiment and Behavior-Based Trading Risk Advisory7
Did the Recognition of Operating Leases Cause a Decline in Equity Valuations?7
How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades6
Unlearning investment biases6
Mechanisms Underlying U.S.-China Tensions and Stock Price Crash Risk: Evidence from China6
Decoding High-Volume Stock Momentum: Disagreement or Disposition?6
Financial Advisor Compensation Structure and Client Equity Allocations5
Visual Attention, Incentives, and Herding: Insights from a Laboratory Asset Trading Game5
Those Who Learn from History Are Doomed to Repeat It5
Nominal Price (Dis)Illusion: Fractional Shares on Neobroker Trading Platforms5
Limited or Biased: Modeling Subrational Human Investors in Financial Markets5
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?4
Subjective Risk Perceptions and Peer Effects: Evidence from a Laboratory Experiment Using Cryptocurrency4
A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency4
The determinants of predatory trading: experimental evidence4
The Importance of Risk Preference Parameters in Prospect Theory: Evidence from Mutual Fund Flows4
Limits to Arbitrage, Market Sentiment, and Return Anomalies Around Earnings Announcements4
Attention, ESG, and Retail Investor Stock Holdings4
How Do Entrepreneurs Hedge?3
What is the Effect of VIX and (un)Expected Illiquidity on Sectoral Herding in US REITs during (Non)Crises? Evidence from a Markov Switching Model (2014 – 2022)3
From Shanghai to Wall Street: The Influence of Chinese News Sentiment on US Stocks3
Anxiety in Returns3
How Dictators Use Information about Recipients3
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
Behavioral Biases of Financial Planners: The Case of Retirement Funding Recommendations3
Asymmetric information, liquidity needs, and migration to ETFs: An experimental investigation3
Investor Sentiment and Market-Wide Liquidity Pricing3
Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties3
To Correct or Not to Correct: Are Investors Able to Discern Fake Financial News?3
Motives for Cooperation in the One-Shot Prisoner’s Dilemma3
The Impact of AI Risk Sentiment on Stock Market Reactions to DeepSeek_R13
Investor opinion formation and the distribution of stock returns2
The Fear Generating Function: A Behavioral Model of VIX Decay with Momentum-Conditioned Persistence2
The Language of Evasion: How Semantic Similarity Between Questions and Answers Predicts Stock Returns2
Trading Simulations and Real Money Outcomes*2
Stock Boundary Behavior2
High-Frequency Effects of Novel News on the EURUSD Exchange Rate2
The Value of “Brand” in the Chinese Stock Market: The Impact of Brand Attention on Stock Performance and the Moderation Role of Investor Sentiment2
The Influence of Social Media Emotions: Evidence from the Kodak Manic Episode2
The Influence of Emotions on Cross-Section Returns: Tests for Cognitive Appraisal Theory2
Cultural norms and CEO turnover during litigation: face-saving behaviors in the CEO turnover announcements2
The Impact of Offsetting Internal Attributions on Investor Judgments2
Debiasing Recency: Evidence from Individual Investor Stock Sales2
Question Design Matters: Presented Response Options Influence Reported Financial Planning Horizons2
Corporate Digitization Disclosures and Investor Behavior: A Behavioral Approach to Stock Mispricing2
An Experimental Study of the Effect of the Anchor of the Option's Underlying Asset on Investors’ Pricing Decisions2
Resilient Leadership and Behavioral Commitment: Unpacking the Psychology Behind Green Innovation2
The Effect of Analysts’ Reports on Stock Liquidity: The Interaction of Ratings and Qualitative Indicators2
Does investor sentiment predict the S&P500? Evidence from the 1990s to the Covid-19 pandemic2
Revisiting Stock Option Exercise and CEO Overconfidence2
Chasing Winners in the Gray Wave: Aging Population and Its Effects on Long-Horizon Momentum Profits2
Start Small and Stay Small: Anchoring in App-Based Investing2
Behavioral Origins of Implied Volatility: Loss Aversion and Risk Asymmetry2
Momentum and Investors’ Lottery-Like Preference2
Return Predictability in Laboratory Asset Markets2
The Cost of Gambling Investors: Evidence from Reverse Splits2
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