Journal of Behavioral Finance

Papers
(The TQCC of Journal of Behavioral Finance is 3. 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 2022-05-01 to 2026-05-01.)
ArticleCitations
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith14
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy13
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?11
Attention Allocation of Investors on Social Media: The Role of Prospect Theory11
Social Media, Investment Knowledge, and Meme Stock Trading11
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets10
Overreaction to News Concentration in Financial Markets*10
Information Processing in the Brain and Financial Innovations9
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors9
Emotion-Aware Decision Support System for Real-Time Financial Sentiment and Behavior-Based Trading Risk Advisory8
Do Mutual Fund Managers Herd Toward Sustainability?8
Did the Recognition of Operating Leases Cause a Decline in Equity Valuations?7
Unlearning investment biases6
Hype as a Factor on the Global Market: The Case of Bitcoin6
Limited or Biased: Modeling Subrational Human Investors in Financial Markets6
Emotional Differences between Isomorphic Auctions5
Decoding High-Volume Stock Momentum: Disagreement or Disposition?5
Those Who Learn from History Are Doomed to Repeat It5
Mechanisms Underlying U.S.-China Tensions and Stock Price Crash Risk: Evidence from China5
How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades5
Visual Attention, Incentives, and Herding: Insights from a Laboratory Asset Trading Game5
The determinants of predatory trading: experimental evidence4
The Importance of Risk Preference Parameters in Prospect Theory: Evidence from Mutual Fund Flows4
Financial Advisor Compensation Structure and Client Equity Allocations4
A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency4
Attention, ESG, and Retail Investor Stock Holdings4
Subjective Risk Perceptions and Peer Effects: Evidence from a Laboratory Experiment Using Cryptocurrency4
Nominal Price (Dis)Illusion: Fractional Shares on Neobroker Trading Platforms4
Limits to Arbitrage, Market Sentiment, and Return Anomalies Around Earnings Announcements3
The Impact of AI Risk Sentiment on Stock Market Reactions to DeepSeek_R13
How Dictators Use Information about Recipients3
Behavioral Biases of Financial Planners: The Case of Retirement Funding Recommendations3
A Behavior Perspective of Distress Anomaly: Evidence From Overnight Returns3
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?3
Investor Sentiment and Market-Wide Liquidity Pricing3
Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties3
Motives for Cooperation in the One-Shot Prisoner’s Dilemma3
Asymmetric information, liquidity needs, and migration to ETFs: An experimental investigation3
How Do Entrepreneurs Hedge?3
To Correct or Not to Correct: Are Investors Able to Discern Fake Financial News?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
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
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