Journal of Behavioral Finance

Papers
(The TQCC of Journal of Behavioral Finance is 2. 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 2021-02-01 to 2025-02-01.)
ArticleCitations
Do Behavioral Biases Influence the Length of Sell-Side Analysts’ Observable Careers?55
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith23
Founder-Led Firms and Operational Litigation Risk16
The Sustainability of Investment Decision Making16
Anchor Reversion: The Case of the 52-Week High and Asset Prices15
High-Frequency Effects of Novel News on the EURUSD Exchange Rate10
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy9
Love Me Do: Twitter Likes and Earnings Surprise8
Independence of Intrinsic Valuations and Stock Recommendations – Experimental Evidence from Equity Research Analysts and Investors8
Employee Satisfaction and Market Sentiment During COVID-198
How Do Entrepreneurs Hedge?7
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?6
Risk Preference Elicitation and Financial Advice Taking6
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment5
Investor Confidence and Reaction to a Stock Market Crash5
Price Magnitude, Trading Behavior and Mispricing: An Experiment5
Confirmation Bias in Analysts’ Response to Consensus Forecasts5
Do Emotions Influence Investor Behavior?4
Can Investors Adjust for Managerial Bias?3
An Analysis of the Discrepancy Between Elicited- and Revealed-Portfolio Risk Among Individual Investors: Understanding the Role of Financial Advisors3
Chasing Winners in the Gray Wave: Aging Population and Its Effects on Long-Horizon Momentum Profits3
To Correct or Not to Correct: Are Investors Able to Discern Fake Financial News?3
Momentum, Information, and Herding3
Social Media, Investment Knowledge, and Meme Stock Trading3
An Experimental Study of the Effect of the Anchor of the Option's Underlying Asset on Investors’ Pricing Decisions3
Irrational Exuberance or the Money-Trust Power Grab: Was the Panic of 1907 Truly a Speculative Bubble or a Financial Coup D'état?3
Ambiguous Text3
The Impact of Google Searches, Put-Call Ratio, and Trading Volume on Stock Performance Using Wavelet Coherence Analysis: The AMC Case3
Does investor sentiment predict the S&P500? Evidence from the 1990s to the Covid-19 pandemic3
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets3
Implied Volatility Spread and Stock Mispricing2
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?2
How Dictators Use Information about Recipients2
Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning2
GREEDS and Stock Returns: Evidence from Global Stock Markets2
Central Bank Information Shocks, Value Gains, and Value Crashes2
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)2
Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties2
Effects of price path shapes and decision frames on emotions and investment decisions: Experimental evidence2
Attention Allocation of Investors on Social Media: The Role of Prospect Theory2
Investor Sentiment and Market-Wide Liquidity Pricing2
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors2
Impact of Firm-Initiated Tweets on Stock Return and Trading Volume2
Are All the Sentiment Measures the Same?2
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