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 2022-01-01 to 2026-01-01.)
ArticleCitations
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith13
Social Media, Investment Knowledge, and Meme Stock Trading12
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy10
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors9
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?8
GREEDS and Stock Returns: Evidence from Global Stock Markets8
Attention Allocation of Investors on Social Media: The Role of Prospect Theory8
Overreaction to News Concentration in Financial Markets*8
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets7
Information Processing in the Brain and Financial Innovations7
Did the Recognition of Operating Leases Cause a Decline in Equity Valuations?6
Hype as a Factor on the Global Market: The Case of Bitcoin6
Do Mutual Fund Managers Herd Toward Sustainability?5
Decoding High-Volume Stock Momentum: Disagreement or Disposition?5
How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades5
Does Analyst Optimism Fuel Stock Price Momentum?5
Unlearning investment biases5
Limited or Biased: Modeling Subrational Human Investors in Financial Markets5
Nominal Price (Dis)Illusion: Fractional Shares on Neobroker Trading Platforms4
Emotional Differences between Isomorphic Auctions4
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
Financial Advisor Compensation Structure and Client Equity Allocations4
Mechanisms Underlying U.S.-China Tensions and Stock Price Crash Risk: Evidence from China4
To Correct or Not to Correct: Are Investors Able to Discern Fake Financial News?3
The determinants of predatory trading: experimental evidence3
The Importance of Risk Preference Parameters in Prospect Theory: Evidence from Mutual Fund Flows3
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
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
Subjective Risk Perceptions and Peer Effects: Evidence from a Laboratory Experiment Using Cryptocurrency3
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?3
The Impact of AI Risk Sentiment on Stock Market Reactions to DeepSeek_R13
Ambiguous Text3
A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency3
How Do Entrepreneurs Hedge?3
How Dictators Use Information about Recipients3
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