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 2021-08-01 to 2025-08-01.)
ArticleCitations
Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith80
Social Media, Investment Knowledge, and Meme Stock Trading43
Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy12
Risk Preference Elicitation and Financial Advice Taking10
Attention Allocation of Investors on Social Media: The Role of Prospect Theory10
Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior?10
GREEDS and Stock Returns: Evidence from Global Stock Markets9
Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets9
Overreaction to News Concentration in Financial Markets*8
Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors8
Information Processing in the Brain and Financial Innovations7
How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades6
Hype as a Factor on the Global Market: The Case of Bitcoin6
Did the Recognition of Operating Leases Cause a Decline in Equity Valuations?6
How Do Limit Orders Affect the Disposition Effect on Highly Liquid Markets – Experimental Finance Evidence6
Decoding High-Volume Stock Momentum: Disagreement or Disposition?5
Unlearning investment biases5
Limited or Biased: Modeling Subrational Human Investors in Financial Markets5
A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency4
Financial Advisor Compensation Structure and Client Equity Allocations4
Emotional Differences between Isomorphic Auctions4
The determinants of predatory trading: experimental evidence4
Attention, ESG, and Retail Investor Stock Holdings4
Those Who Learn from History Are Doomed to Repeat It4
Limits to Arbitrage, Market Sentiment, and Return Anomalies Around Earnings Announcements4
Nominal Price (Dis)Illusion: Fractional Shares on Neobroker Trading Platforms4
Does Analyst Optimism Fuel Stock Price Momentum?4
How Do Entrepreneurs Hedge?3
Subjective Risk Perceptions and Peer Effects: Evidence from a Laboratory Experiment Using Cryptocurrency3
Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness3
To Correct or Not to Correct: Are Investors Able to Discern Fake Financial News?3
Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?3
The Importance of Risk Preference Parameters in Prospect Theory: Evidence from Mutual Fund Flows3
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
Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties3
Ambiguous Text3
How Dictators Use Information about Recipients3
Behavioral Biases of Financial Planners: The Case of Retirement Funding Recommendations3
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