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 2021-08-01 to 2025-08-01.)
ArticleCitations
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith80
Social Media, Investment Knowledge, and Meme Stock Trading43
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy12
Risk Preference Elicitation and Financial Advice Taking10
Attention Allocation of Investors on Social Media: The Role of Prospect Theory10
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?10
GREEDS and Stock Returns: Evidence from Global Stock Markets9
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets9
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors8
Overreaction to News Concentration in Financial Markets*8
Information Processing in the Brain and Financial Innovations7
How Do Limit Orders Affect the Disposition Effect on Highly Liquid Markets – Experimental Finance Evidence6
How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades6
Hype as a Factor on the Global Market: The Case of Bitcoin6
Did the Recognition of Operating Leases Cause a Decline in Equity Valuations?6
Decoding High-Volume Stock Momentum: Disagreement or Disposition?5
Unlearning investment biases5
Limited or Biased: Modeling Subrational Human Investors in Financial Markets5
A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency4
Financial Advisor Compensation Structure and Client Equity Allocations4
Emotional Differences between Isomorphic Auctions4
The determinants of predatory trading: experimental evidence4
Attention, ESG, and Retail Investor Stock Holdings4
Those Who Learn from History Are Doomed to Repeat It4
Limits to Arbitrage, Market Sentiment, and Return Anomalies Around Earnings Announcements4
Nominal Price (Dis)Illusion: Fractional Shares on Neobroker Trading Platforms4
Does Analyst Optimism Fuel Stock Price Momentum?4
How Do Entrepreneurs Hedge?3
Subjective Risk Perceptions and Peer Effects: Evidence from a Laboratory Experiment Using Cryptocurrency3
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
To Correct or Not to Correct: Are Investors Able to Discern Fake Financial News?3
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?3
The Importance of Risk Preference Parameters in Prospect Theory: Evidence from Mutual Fund Flows3
Investor Sentiment and Market-Wide Liquidity Pricing3
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
Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties3
Ambiguous Text3
How Dictators Use Information about Recipients3
Behavioral Biases of Financial Planners: The Case of Retirement Funding Recommendations3
The Resource-Constrained Brain: A New Perspective on the Equity Premium Puzzle2
An Experimental Study of the Effect of the Anchor of the Option's Underlying Asset on Investors’ Pricing Decisions2
Investor opinion formation and the distribution of stock returns2
A Behavior Perspective of Distress Anomaly: Evidence From Overnight Returns2
The Influence of Emotions on Cross-Section Returns: Tests for Cognitive Appraisal Theory2
Return Predictability in Laboratory Asset Markets2
The Value of “Brand” in the Chinese Stock Market: The Impact of Brand Attention on Stock Performance and the Moderation Role of Investor Sentiment2
Chasing Winners in the Gray Wave: Aging Population and Its Effects on Long-Horizon Momentum Profits2
Motives for Cooperation in the One-Shot Prisoner’s Dilemma2
Asymmetric information, liquidity needs, and migration to ETFs: An experimental investigation2
Anxiety in Returns2
News Credibility and Influence within the Financial Markets2
High-Frequency Effects of Novel News on the EURUSD Exchange Rate2
The Influence of Social Media Emotions: Evidence from the Kodak Manic Episode2
From Shanghai to Wall Street: The Influence of Chinese News Sentiment on US Stocks2
The Effect of Analysts’ Reports on Stock Liquidity: The Interaction of Ratings and Qualitative Indicators2
Bank Monitoring Prevents Managerial Procrastination: Evidence from the Timing of Earnings Announcements2
Behavioral Origins of Implied Volatility: Loss Aversion and Risk Asymmetry1
Start Small and Stay Small: Anchoring in App-Based Investing1
Stock Price Reaction to Impromptu Managerial Soft Information in Conference Calls1
Herding in Imperial Russia: Evidence from the St. Petersburg Stock Exchange (1865–1914)1
Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility1
Debiasing Recency: Evidence from Individual Investor Stock Sales1
Does investor sentiment predict the S&P500? Evidence from the 1990s to the Covid-19 pandemic1
Trading Simulations and Real Money Outcomes*1
Stock Market Participation: When No Priming Works Best1
Managerial Strategic Earnings Disclosure via Social Media: Evidence from 18 Million Corporate Tweets1
Revisiting Stock Option Exercise and CEO Overconfidence1
The Impact of Offsetting Internal Attributions on Investor Judgments1
Corporate Digitization Disclosures and Investor Behavior: A Behavioral Approach to Stock Mispricing1
Debt and stock market participation: evidence and implications of impulsivity1
Narrative Emotions and Market Crises1
Retail Trading Around Earnings Announcements: Evidence from Robinhood Traders1
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