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 2021-05-01 to 2025-05-01.)
ArticleCitations
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith71
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy36
Social Media, Investment Knowledge, and Meme Stock Trading22
Risk Preference Elicitation and Financial Advice Taking20
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?15
Impact of Firm-Initiated Tweets on Stock Return and Trading Volume11
Are All the Sentiment Measures the Same?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
GREEDS and Stock Returns: Evidence from Global Stock Markets9
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors8
Did the Recognition of Operating Leases Cause a Decline in Equity Valuations?8
How Do Limit Orders Affect the Disposition Effect on Highly Liquid Markets – Experimental Finance Evidence8
Information Processing in the Brain and Financial Innovations6
Does Analyst Optimism Fuel Stock Price Momentum?6
Hype as a Factor on the Global Market: The Case of Bitcoin6
Decoding High-Volume Stock Momentum: Disagreement or Disposition?5
Unlearning investment biases5
Limited or Biased: Modeling Subrational Human Investors in Financial Markets5
How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades5
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
Emotional Differences between Isomorphic Auctions4
Nominal Price (Dis)Illusion: Fractional Shares on Neobroker Trading Platforms4
Those Who Learn from History Are Doomed to Repeat It4
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?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
Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties3
To Herd or Not to Herd: Do Intangible Assets Affect the Behavior of Financial Analyst Recommendations?3
The Importance of Risk Preference Parameters in Prospect Theory: Evidence from Mutual Fund Flows3
Subjective Risk Perceptions and Peer Effects: Evidence from a Laboratory Experiment Using Cryptocurrency3
To Correct or Not to Correct: Are Investors Able to Discern Fake Financial News?3
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
Investor Sentiment and Market-Wide Liquidity Pricing3
Limits to Arbitrage, Market Sentiment, and Return Anomalies Around Earnings Announcements3
How Do Entrepreneurs Hedge?3
Ambiguous Text3
How Dictators Use Information about Recipients3
The Role of Investor Sentiment and Valuation Uncertainty in the Changes around Analyst Recommendations: Evidence from U.S. Firms3
The determinants of predatory trading: experimental evidence3
From Shanghai to Wall Street: The Influence of Chinese News Sentiment on US Stocks2
Asymmetric information, liquidity needs, and migration to ETFs: An experimental investigation2
Anxiety in Returns2
News Credibility and Influence within the Financial 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
Motives for Cooperation in the One-Shot Prisoner’s Dilemma2
The Influence of Emotions on Cross-Section Returns: Tests for Cognitive Appraisal Theory2
Bank Monitoring Prevents Managerial Procrastination: Evidence from the Timing of Earnings Announcements2
Return Predictability in Laboratory Asset Markets2
High-Frequency Effects of Novel News on the EURUSD Exchange Rate2
Behavioral Biases of Financial Planners: The Case of Retirement Funding Recommendations2
A Behavior Perspective of Distress Anomaly: Evidence From Overnight Returns2
The Effect of Analysts’ Reports on Stock Liquidity: The Interaction of Ratings and Qualitative Indicators2
The Influence of Social Media Emotions: Evidence from the Kodak Manic Episode2
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
The Impact of Offsetting Internal Attributions on Investor Judgments1
Herding in Imperial Russia: Evidence from the St. Petersburg Stock Exchange (1865–1914)1
Retail Trading Around Earnings Announcements: Evidence from Robinhood Traders1
Reserve Price Preferences and Auction Design1
Chasing Winners in the Gray Wave: Aging Population and Its Effects on Long-Horizon Momentum Profits1
Corporate Digitization Disclosures and Investor Behavior: A Behavioral Approach to Stock Mispricing1
Trading Simulations and Real Money Outcomes*1
Narrative Emotions and Market Crises1
Debt and stock market participation: evidence and implications of impulsivity1
Media Sentiment and Institutional Ownership1
Does investor sentiment predict the S&P500? Evidence from the 1990s to the Covid-19 pandemic1
Debiasing Recency: Evidence from Individual Investor Stock Sales1
Stock Price Reaction to Impromptu Managerial Soft Information in Conference Calls1
Stock Market Participation: When No Priming Works Best1
Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility1
Revisiting Stock Option Exercise and CEO Overconfidence1
Start Small and Stay Small: Anchoring in App-Based Investing1
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