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 2022-06-01 to 2026-06-01.)
ArticleCitations
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith14
Social Media, Investment Knowledge, and Meme Stock Trading12
Overreaction to News Concentration in Financial Markets*11
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy11
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors10
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?10
Attention Allocation of Investors on Social Media: The Role of Prospect Theory10
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets9
Information Processing in the Brain and Financial Innovations8
Do Mutual Fund Managers Herd Toward Sustainability?8
Did the Recognition of Operating Leases Cause a Decline in Equity Valuations?7
Emotion-Aware Decision Support System for Real-Time Financial Sentiment and Behavior-Based Trading Risk Advisory7
Unlearning investment biases6
Mechanisms Underlying U.S.-China Tensions and Stock Price Crash Risk: Evidence from China6
Decoding High-Volume Stock Momentum: Disagreement or Disposition?6
How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades6
Those Who Learn from History Are Doomed to Repeat It5
Nominal Price (Dis)Illusion: Fractional Shares on Neobroker Trading Platforms5
Limited or Biased: Modeling Subrational Human Investors in Financial Markets5
Financial Advisor Compensation Structure and Client Equity Allocations5
Visual Attention, Incentives, and Herding: Insights from a Laboratory Asset Trading Game5
Subjective Risk Perceptions and Peer Effects: Evidence from a Laboratory Experiment Using Cryptocurrency4
A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency4
The determinants of predatory trading: experimental evidence4
The Importance of Risk Preference Parameters in Prospect Theory: Evidence from Mutual Fund Flows4
Limits to Arbitrage, Market Sentiment, and Return Anomalies Around Earnings Announcements4
Attention, ESG, and Retail Investor Stock Holdings4
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?4
Anxiety in Returns3
How Dictators Use Information about Recipients3
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
Behavioral Biases of Financial Planners: The Case of Retirement Funding Recommendations3
Asymmetric information, liquidity needs, and migration to ETFs: An experimental investigation3
Investor Sentiment and Market-Wide Liquidity Pricing3
Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties3
To Correct or Not to Correct: Are Investors Able to Discern Fake Financial News?3
Motives for Cooperation in the One-Shot Prisoner’s Dilemma3
The Impact of AI Risk Sentiment on Stock Market Reactions to DeepSeek_R13
How Do Entrepreneurs Hedge?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
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