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 2021-05-01 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
GREEDS and Stock Returns: Evidence from Global Stock Markets9
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset 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
The determinants of predatory trading: experimental evidence3
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
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