Journal of Behavioral Finance

Papers
(The median citation count of Journal of Behavioral Finance is 1. 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 2021-11-01 to 2025-11-01.)
ArticleCitations
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith13
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy11
Social Media, Investment Knowledge, and Meme Stock Trading9
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors8
GREEDS and Stock Returns: Evidence from Global Stock Markets7
Did the Recognition of Operating Leases Cause a Decline in Equity Valuations?7
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?7
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets7
Attention Allocation of Investors on Social Media: The Role of Prospect Theory7
Overreaction to News Concentration in Financial Markets*7
Information Processing in the Brain and Financial Innovations5
Decoding High-Volume Stock Momentum: Disagreement or Disposition?5
Hype as a Factor on the Global Market: The Case of Bitcoin5
Unlearning investment biases5
How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades5
Does Analyst Optimism Fuel Stock Price Momentum?4
Nominal Price (Dis)Illusion: Fractional Shares on Neobroker Trading Platforms4
Attention, ESG, and Retail Investor Stock Holdings4
Those Who Learn from History Are Doomed to Repeat It4
Emotional Differences between Isomorphic Auctions4
Limited or Biased: Modeling Subrational Human Investors in Financial Markets4
The determinants of predatory trading: experimental evidence3
The Importance of Risk Preference Parameters in Prospect Theory: Evidence from Mutual Fund Flows3
How Dictators Use Information about Recipients3
Ambiguous Text3
A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency3
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
Limits to Arbitrage, Market Sentiment, and Return Anomalies Around Earnings Announcements3
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
Subjective Risk Perceptions and Peer Effects: Evidence from a Laboratory Experiment Using Cryptocurrency3
Financial Advisor Compensation Structure and Client Equity Allocations3
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?3
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
How Do Entrepreneurs Hedge?3
Return Predictability in Laboratory Asset Markets2
The Influence of Emotions on Cross-Section Returns: Tests for Cognitive Appraisal Theory2
The Effect of Analysts’ Reports on Stock Liquidity: The Interaction of Ratings and Qualitative Indicators2
Anxiety in Returns2
Behavioral Biases of Financial Planners: The Case of Retirement Funding Recommendations2
Bank Monitoring Prevents Managerial Procrastination: Evidence from the Timing of Earnings Announcements2
The Value of “Brand” in the Chinese Stock Market: The Impact of Brand Attention on Stock Performance and the Moderation Role of Investor Sentiment2
A Behavior Perspective of Distress Anomaly: Evidence From Overnight Returns2
From Shanghai to Wall Street: The Influence of Chinese News Sentiment on US Stocks2
Asymmetric information, liquidity needs, and migration to ETFs: An experimental investigation2
Investor opinion formation and the distribution of stock returns2
High-Frequency Effects of Novel News on the EURUSD Exchange Rate2
Motives for Cooperation in the One-Shot Prisoner’s Dilemma2
Investor Sentiment and Market-Wide Liquidity Pricing2
The Influence of Social Media Emotions: Evidence from the Kodak Manic Episode2
An Experimental Study of the Effect of the Anchor of the Option's Underlying Asset on Investors’ Pricing Decisions1
Corporate Digitization Disclosures and Investor Behavior: A Behavioral Approach to Stock Mispricing1
Debiasing Recency: Evidence from Individual Investor Stock Sales1
Media Sentiment and Institutional Ownership1
Debt and stock market participation: evidence and implications of impulsivity1
Retail Trading Around Earnings Announcements: Evidence from Robinhood Traders1
Chasing Winners in the Gray Wave: Aging Population and Its Effects on Long-Horizon Momentum Profits1
Stock Boundary Behavior1
Revisiting Stock Option Exercise and CEO Overconfidence1
Stock Price Reaction to Impromptu Managerial Soft Information in Conference Calls1
Stock Market Participation: When No Priming Works Best1
Non-Deal Roadshows, Post-Earnings Announcement Drift, & the Implications of Private Meetings1
Behavioral Origins of Implied Volatility: Loss Aversion and Risk Asymmetry1
Does investor sentiment predict the S&P500? Evidence from the 1990s to the Covid-19 pandemic1
Start Small and Stay Small: Anchoring in App-Based Investing1
Trading Simulations and Real Money Outcomes*1
Narrative Emotions and Market Crises1
Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility1
The Impact of Offsetting Internal Attributions on Investor Judgments1
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