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 2021-06-01 to 2025-06-01.)
ArticleCitations
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith73
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy40
Social Media, Investment Knowledge, and Meme Stock Trading22
Risk Preference Elicitation and Financial Advice Taking12
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets10
Impact of Firm-Initiated Tweets on Stock Return and Trading Volume10
Attention Allocation of Investors on Social Media: The Role of Prospect Theory9
GREEDS and Stock Returns: Evidence from Global Stock Markets9
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors8
Are All the Sentiment Measures the Same?8
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?8
Information Processing in the Brain and Financial Innovations8
How Do Limit Orders Affect the Disposition Effect on Highly Liquid Markets – Experimental Finance Evidence7
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
Unlearning investment biases5
Those Who Learn from History Are Doomed to Repeat It5
Limited or Biased: Modeling Subrational Human Investors in Financial Markets5
Does Analyst Optimism Fuel Stock Price Momentum?5
How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades5
Decoding High-Volume Stock Momentum: Disagreement or Disposition?5
The determinants of predatory trading: experimental evidence4
Nominal Price (Dis)Illusion: Fractional Shares on Neobroker Trading Platforms4
Limits to Arbitrage, Market Sentiment, and Return Anomalies Around Earnings Announcements4
Emotional Differences between Isomorphic Auctions4
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
The Importance of Risk Preference Parameters in Prospect Theory: Evidence from Mutual Fund Flows3
How Dictators Use Information about Recipients3
Behavioral Biases of Financial Planners: The Case of Retirement Funding Recommendations3
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
Investor Sentiment and Market-Wide Liquidity Pricing3
Ambiguous Text3
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
Subjective Risk Perceptions and Peer Effects: Evidence from a Laboratory Experiment Using Cryptocurrency3
Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties3
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
To Herd or Not to Herd: Do Intangible Assets Affect the Behavior of Financial Analyst Recommendations?3
How Do Entrepreneurs Hedge?3
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