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 2022-08-01 to 2026-08-01.)
ArticleCitations
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy17
Social Media, Investment Knowledge, and Meme Stock Trading14
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?13
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors12
Overreaction to News Concentration in Financial Markets*10
The Behavioral Characteristics of Fund Managers9
Attention Allocation of Investors on Social Media: The Role of Prospect Theory9
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?8
Mechanisms Underlying U.S.-China Tensions and Stock Price Crash Risk: Evidence from China7
Information Processing in the Brain and Financial Innovations7
Visual Attention, Incentives, and Herding: Insights from a Laboratory Asset Trading Game6
How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades6
Limited or Biased: Modeling Subrational Human Investors in Financial Markets6
Unlearning investment biases5
Nominal Price (Dis)Illusion: Fractional Shares on Neobroker Trading Platforms5
Financial Advisor Compensation Structure and Client Equity Allocations5
Decoding High-Volume Stock Momentum: Disagreement or Disposition?5
The Importance of Risk Preference Parameters in Prospect Theory: Evidence from Mutual Fund Flows4
The determinants of predatory trading: experimental evidence4
Attention, ESG, and Retail Investor Stock Holdings4
Subjective Risk Perceptions and Peer Effects: Evidence from a Laboratory Experiment Using Cryptocurrency4
How Do Entrepreneurs Hedge?3
To Correct or Not to Correct: Are Investors Able to Discern Fake Financial News?3
Behavioral Biases of Financial Planners: The Case of Retirement Funding Recommendations3
Asymmetric information, liquidity needs, and migration to ETFs: An experimental investigation3
The Effect of Analysts’ Reports on Stock Liquidity: The Interaction of Ratings and Qualitative Indicators3
From Shanghai to Wall Street: The Influence of Chinese News Sentiment on US Stocks3
Limits to Arbitrage, Market Sentiment, and Return Anomalies Around Earnings Announcements3
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?3
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
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
The Influence of Emotions on Cross-Section Returns: Tests for Cognitive Appraisal Theory3
Investor opinion formation and the distribution of stock returns3
A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency3
The Impact of AI Risk Sentiment on Stock Market Reactions to DeepSeek_R13
Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties3
Anxiety in Returns3
The Cost of Gambling Investors: Evidence from Reverse Splits3
The Role of Information Format in Sustainable Investment Choice3
Cultural norms and CEO turnover during litigation: face-saving behaviors in the CEO turnover announcements2
Behavioral Origins of Implied Volatility: Loss Aversion and Risk Asymmetry2
Debiasing Recency: Evidence from Individual Investor Stock Sales2
Stock Boundary Behavior2
The Influence of Social Media Emotions: Evidence from the Kodak Manic Episode2
High-Frequency Effects of Novel News on the EURUSD Exchange Rate2
The Fear Generating Function: A Behavioral Model of VIX Decay with Momentum-Conditioned Persistence2
Start Small and Stay Small: Anchoring in App-Based Investing2
Corporate Digitization Disclosures and Investor Behavior: A Behavioral Approach to Stock Mispricing2
Resilient Leadership and Behavioral Commitment: Unpacking the Psychology Behind Green Innovation2
Does investor sentiment predict the S&P500? Evidence from the 1990s to the Covid-19 pandemic2
Chasing Winners in the Gray Wave: Aging Population and Its Effects on Long-Horizon Momentum Profits2
The Language of Evasion: How Semantic Similarity Between Questions and Answers Predicts Stock Returns2
Question Design Matters: Presented Response Options Influence Reported Financial Planning Horizons2
Momentum and Investors’ Lottery-Like Preference2
Revisiting Stock Option Exercise and CEO Overconfidence1
Retail Trading Around Earnings Announcements: Evidence from Robinhood Traders1
Narrative Emotions and Market Crises1
Reserve Price Preferences and Auction Design1
Debt and stock market participation: evidence and implications of impulsivity1
Stock Price Reaction to Impromptu Managerial Soft Information in Conference Calls1
Stock Market Participation: When No Priming Works Best1
Non-Deal Roadshows, Post-Earnings Announcement Drift, & the Implications of Private Meetings1
Investor Emotions and the Psychodynamics of Asset Pricing Bubbles: A Chinese Perspective1
Trading Simulations and Real Money Outcomes*1
The Impact of Offsetting Internal Attributions on Investor Judgments1
Aggregate X-Sentiment and ETF Returns1
Managerial Strategic Earnings Disclosure via Social Media: Evidence from 18 Million Corporate Tweets1
Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility1
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