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 2021-11-01 to 2025-11-01.)
ArticleCitations
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith13
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy11
Social Media, Investment Knowledge, and Meme Stock Trading9
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?7
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?7
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets7
Attention Allocation of Investors on Social Media: The Role of Prospect Theory7
Overreaction to News Concentration in Financial Markets*7
GREEDS and Stock Returns: Evidence from Global Stock Markets7
Information Processing in the Brain and Financial Innovations5
Decoding High-Volume Stock Momentum: Disagreement or Disposition?5
Hype as a Factor on the Global Market: The Case of Bitcoin5
Unlearning investment biases5
How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades5
Does Analyst Optimism Fuel Stock Price Momentum?4
Nominal Price (Dis)Illusion: Fractional Shares on Neobroker Trading Platforms4
Attention, ESG, and Retail Investor Stock Holdings4
Those Who Learn from History Are Doomed to Repeat It4
Emotional Differences between Isomorphic Auctions4
Limited or Biased: Modeling Subrational Human Investors in Financial Markets4
The determinants of predatory trading: experimental evidence3
The Importance of Risk Preference Parameters in Prospect Theory: Evidence from Mutual Fund Flows3
How Dictators Use Information about Recipients3
Ambiguous Text3
A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency3
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
Limits to Arbitrage, Market Sentiment, and Return Anomalies Around Earnings Announcements3
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
Subjective Risk Perceptions and Peer Effects: Evidence from a Laboratory Experiment Using Cryptocurrency3
Financial Advisor Compensation Structure and Client Equity Allocations3
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?3
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
How Do Entrepreneurs Hedge?3
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