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 2021-12-01 to 2025-12-01.)
ArticleCitations
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith13
Social Media, Investment Knowledge, and Meme Stock Trading12
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy9
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors9
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?8
Overreaction to News Concentration in Financial Markets*8
GREEDS and Stock Returns: Evidence from Global Stock Markets8
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets7
Information Processing in the Brain and Financial Innovations7
Attention Allocation of Investors on Social Media: The Role of Prospect Theory7
Does Analyst Optimism Fuel Stock Price Momentum?5
How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades5
Unlearning investment biases5
Hype as a Factor on the Global Market: The Case of Bitcoin5
Limited or Biased: Modeling Subrational Human Investors in Financial Markets5
Did the Recognition of Operating Leases Cause a Decline in Equity Valuations?5
Decoding High-Volume Stock Momentum: Disagreement or Disposition?5
Attention, ESG, and Retail Investor Stock Holdings4
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
Limits to Arbitrage, Market Sentiment, and Return Anomalies Around Earnings Announcements4
Financial Advisor Compensation Structure and Client Equity Allocations4
Mechanisms Underlying U.S.-China Tensions and Stock Price Crash Risk: Evidence from China4
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
Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties3
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency3
Ambiguous Text3
How Do Entrepreneurs Hedge?3
Investor Sentiment and Market-Wide Liquidity Pricing3
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
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?3
The determinants of predatory trading: experimental evidence3
How Dictators Use Information about Recipients3
To Correct or Not to Correct: Are Investors Able to Discern Fake Financial News?3
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