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 2021-04-01 to 2025-04-01.)
ArticleCitations
Do Behavioral Biases Influence the Length of Sell-Side Analysts’ Observable Careers?55
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith23
The Sustainability of Investment Decision Making21
Confirmation Bias in Analysts’ Response to Consensus Forecasts17
Founder-Led Firms and Operational Litigation Risk15
High-Frequency Effects of Novel News on the EURUSD Exchange Rate10
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy10
Love Me Do: Twitter Likes and Earnings Surprise9
Employee Satisfaction and Market Sentiment During COVID-198
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?8
Anchor Reversion: The Case of the 52-Week High and Asset Prices7
Independence of Intrinsic Valuations and Stock Recommendations – Experimental Evidence from Equity Research Analysts and Investors7
Social Media, Investment Knowledge, and Meme Stock Trading6
Risk Preference Elicitation and Financial Advice Taking6
How Do Entrepreneurs Hedge?6
An Analysis of the Discrepancy Between Elicited- and Revealed-Portfolio Risk Among Individual Investors: Understanding the Role of Financial Advisors5
An Experimental Study of the Effect of the Anchor of the Option's Underlying Asset on Investors’ Pricing Decisions5
Do Emotions Influence Investor Behavior?5
Price Magnitude, Trading Behavior and Mispricing: An Experiment5
Can Investors Adjust for Managerial Bias?4
The Impact of Google Searches, Put-Call Ratio, and Trading Volume on Stock Performance Using Wavelet Coherence Analysis: The AMC Case4
Does investor sentiment predict the S&P500? Evidence from the 1990s to the Covid-19 pandemic4
Investor Confidence and Reaction to a Stock Market Crash4
Momentum, Information, and Herding3
Irrational Exuberance or the Money-Trust Power Grab: Was the Panic of 1907 Truly a Speculative Bubble or a Financial Coup D'état?3
GREEDS and Stock Returns: Evidence from Global Stock Markets3
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
Central Bank Information Shocks, Value Gains, and Value Crashes3
Are All the Sentiment Measures the Same?3
Chasing Winners in the Gray Wave: Aging Population and Its Effects on Long-Horizon Momentum Profits3
To Correct or Not to Correct: Are Investors Able to Discern Fake Financial News?3
Attention Allocation of Investors on Social Media: The Role of Prospect Theory3
Ambiguous Text3
Impact of Firm-Initiated Tweets on Stock Return and Trading Volume2
From Shanghai to Wall Street: The Influence of Chinese News Sentiment on US Stocks2
Sentiment, Attention, and Earnings Pricing2
How Dictators Use Information about Recipients2
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors2
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning2
Investor Sentiment and Market-Wide Liquidity Pricing2
Behavioral Biases and the Asset Growth Anomaly2
Implied Volatility Spread and Stock Mispricing2
Effects of price path shapes and decision frames on emotions and investment decisions: Experimental evidence2
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?2
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets2
The Relationship between Analyst Coverage and Overinvestment, and the Mediating Role of Corporate Governance. Evidence From China2
To Herd or Not to Herd: Do Intangible Assets Affect the Behavior of Financial Analyst Recommendations?2
Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties2
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)2
Synchronicity and Sentiment: Decoding Earnings Quality and Market Returns in EU under Economic Policy Uncertainty1
Start Small and Stay Small: Anchoring in App-Based Investing1
The Role of Investor Sentiment and Valuation Uncertainty in the Changes around Analyst Recommendations: Evidence from U.S. Firms1
The Mediating Effect of Trading Volume on the Relationship between Investor Sentiment and the Return of Tech Companies1
Corporate Digitization Disclosures and Investor Behavior: A Behavioral Approach to Stock Mispricing1
Anxiety in Returns1
A Behavior Perspective of Distress Anomaly: Evidence From Overnight Returns1
How Do Limit Orders Affect the Disposition Effect on Highly Liquid Markets – Experimental Finance Evidence1
Information Processing in the Brain and Financial Innovations1
How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low?1
Behavioral Biases of Financial Planners: The Case of Retirement Funding Recommendations1
Past Stock Returns and the MAX Effect1
An Economic Profit Analysis of Monetary Information Shocks: Implications for Active Investors and Portfolio Managers1
Motives for Cooperation in the One-Shot Prisoner’s Dilemma1
Hype as a Factor on the Global Market: The Case of Bitcoin1
Did the Recognition of Operating Leases Cause a Decline in Equity Valuations?1
Factors Affecting the Risk Perceptions of Cryptocurrency Investors1
Revisiting Stock Option Exercise and CEO Overconfidence1
V-Shaped Disposition Effect, Stock Prices, and Post-Earnings-Announcement Drift: Evidence from Korea1
Does Analyst Optimism Fuel Stock Price Momentum?1
The Impact of Offsetting Internal Attributions on Investor Judgments1
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