Journal of Behavioral Finance
2014 - 2025
Current editor(s): Brian Bruce From Taylor & Francis Journals Bibliographic data for series maintained by Chris Longhurst (). Access Statistics for this journal.
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Volume 26, issue 3, 2025
- Love Me Do: Twitter Likes and Earnings Surprise pp. 283-302

- Khaled Alsabah
- Behavioral Biases of Financial Planners: The Case of Retirement Funding Recommendations pp. 303-316

- Vishaal Baulkaran and Pawan Jain
- Attention Allocation of Investors on Social Media: The Role of Prospect Theory pp. 317-334

- Felix Reichenbach and Martin Walther
- Non-Deal Roadshows, Post-Earnings Announcement Drift, & the Implications of Private Meetings pp. 335-350

- Dylan A. Howell
- Employee Satisfaction and Market Sentiment During COVID-19 pp. 351-366

- Feng Dong and Son D. Wilson
- Factors Affecting the Risk Perceptions of Cryptocurrency Investors pp. 367-379

- Jayashree Bhattacharjee, Lata Pandey, Ranjit Singh and H Kent Baker
- How Do Entrepreneurs Hedge? pp. 380-390

- Yosef Bonaparte, Frank J. Fabozzi and David Koslowsky
- How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? pp. 391-405

- Joshua Laubsch, Lee Smales and Duc Vo
- Stock Market Participation: When No Priming Works Best pp. 406-427

- Luc Meunier, Sima Ohadi and Olga Tatarnikova
Volume 26, issue 2, 2025
- Anxiety in Returns pp. 155-171

- Uta Pigorsch and Sebastian Schäfer
- To Correct or Not to Correct: Are Investors Able to Discern Fake Financial News? pp. 172-186

- Ning Du, Tawei Wang and Hui Lin
- From Shanghai to Wall Street: The Influence of Chinese News Sentiment on US Stocks pp. 187-200

- Kingstone Nyakurukwa and Yudhvir Seetharam
- Reconciling Self-Assessed with Psychometric Risk Tolerance: A New Framework for Profiling Risk among Investors pp. 201-214

- Camilla Mazzoli and Fabrizio Palmucci
- Inflation, Salience, and Analyst Forecast pp. 215-228

- Rajesh Kumar Sinha
- Do Emotions Influence Investor Behavior? pp. 229-250

- Ron Bird, David R. Gallagher, Ahmed Khan and Danny Yeung
- Financial Advisor Compensation Structure and Client Equity Allocations pp. 251-259

- David Blanchett, Michael Guillemette and Qi Sun
- Does investor sentiment predict the S&P500? Evidence from the 1990s to the Covid-19 pandemic pp. 260-282

- Ryan R. Brady
Volume 26, issue 1, 2025
- Unlearning investment biases pp. 1-19

- Moritz Mosenhauer
- A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency pp. 20-45

- Pankaj Agrrawal and Rajat Agarwal
- Degree of Personal Responsibility in Decisions and the Likelihood to Abandon an Investment among Professionals: Evidence from a Lab-in-the-Field Experiment pp. 46-63

- Kevin Trutmann, Steve Heinke and Céline Rudin
- Correlation Between Investor Sentiment and Carbon Price Considering Economic Policy Uncertainty pp. 64-81

- Yanping Liu and Bo Yan
- Anchor Reversion: The Case of the 52-Week High and Asset Prices pp. 82-94

- Benjamin Blau, Todd G. Griffith, Ryan J. Whitby and Darren Woodward
- 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) pp. 95-117

- Mohammad Sharik Essa and Evangelos Giouvris
- Connectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter? pp. 118-140

- Oguzhan Cepni, Linh Pham and Ugur Soytas
- Analysts’ Recommendations and Press Sentiment: Complementary or Alternative to Drive Investors’ Trading Behavior? pp. 141-153

- Riccardo Ferretti, Enrico Rubaltelli and Andrea Sciandra
Volume 25, issue 4, 2024
- Managerial Strategic Earnings Disclosure via Social Media: Evidence from 18 Million Corporate Tweets pp. 389-409

- Xinyuan Tao, Shaoqing Zhang and Xuewu Wang
- Information Processing in the Brain and Financial Innovations pp. 410-419

- Hammad Siddiqi
- The Influence of Emotions on Cross-Section Returns: Tests for Cognitive Appraisal Theory pp. 420-435

- Jiancheng Shen, Mohammad Najand and Chen Chen
- Trading Simulations and Real Money Outcomes* pp. 436-448

- Deniz Anginer, Caio Piza, Sugata Ray and Luqi Xu
- Did the Recognition of Operating Leases Cause a Decline in Equity Valuations? pp. 449-463

- Jonathan A. Milian and E. Jin Lee
- Start Small and Stay Small: Anchoring in App-Based Investing pp. 464-480

- Jennifer Itzkowitz, Jesse Itzkowitz and Andrew Schwartz
- Stock Price Reaction to Impromptu Managerial Soft Information in Conference Calls pp. 481-495

- Stephen R. Owen
- Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties pp. 496-508

- Augustine Tarkom and Lukai Yang
Volume 25, issue 3, 2024
- The Price of Happiness: Traders’ Experiences of Work in Investment Banks pp. 245-257

- Daphne Sobolev
- How Do Stockholders Behave at the Onset of Major Crises? Attribution and Reputation over Decades pp. 258-277

- Cécile Carpentier, Frédéric Romon and Jean-Marc Suret
- Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility pp. 278-295

- Zibo Niu, Riza Demirer, Muhammad Tahir Suleman and Hongwei Zhang
- Investor’s Intrinsic Motives and the Valence of Word-of-Mouth in Sequential Decision-Making: Modeling of Triple Serial Mediation pp. 296-308

- Fawad Ahmad
- Investor Emotions and the Psychodynamics of Asset Pricing Bubbles: A Chinese Perspective pp. 309-333

- Richard Taffler, Xijuan Bellotti, Vineet Agarwal and Linglu Li
- Confirmation Bias in Analysts’ Response to Consensus Forecasts pp. 334-355

- Huan Cai, Tong Yao and Xiaodi Zhang
- The Mediating Effect of Trading Volume on the Relationship between Investor Sentiment and the Return of Tech Companies pp. 356-373

- Jesse Hoekstra and Derya Güler
- Investor Confidence and Reaction to a Stock Market Crash pp. 374-388

- Aron Gottesman and Matthew Morey
Volume 25, issue 2, 2024
- Sentiment, Attention, and Earnings Pricing pp. 121-133

- Qiuye Cai and Kenneth Yung
- Media Sentiment and Institutional Ownership pp. 134-150

- Lan Thi Mai Nguyen and Jun Myung Song
- Those Who Learn from History Are Doomed to Repeat It pp. 151-166

- Frank J. Fabozzi, K. C. Chen, K. C. Ma and Ramesh Rao
- An Experimental Study of the Effect of the Anchor of the Option's Underlying Asset on Investors’ Pricing Decisions pp. 167-180

- Naveh Eskinazi, Miki Malul, Mosi Rosenboim and Tal Shavit
- The Sustainability of Investment Decision Making pp. 181-193

- Paul J. M. Klumpes
- High-Frequency Effects of Novel News on the EURUSD Exchange Rate pp. 194-207

- Miha Kebe and Matthias Uhl
- Cross-Market Herding: Do ‘Herds’ Herd with Each Other? pp. 208-228

- Sandra Ferreruela, Vasileios Kallinterakis and Tania Mallor
- Investor Sentiment and Market-Wide Liquidity Pricing pp. 229-243

- Soumaya Yaakoubi
Volume 25, issue 1, 2024
- Hype as a Factor on the Global Market: The Case of Bitcoin pp. 1-14

- Alexander Nepp and Fedor Karpeko
- Central Bank Information Shocks, Value Gains, and Value Crashes pp. 15-29

- Samer Adra and Elie Menassa
- A Behavior Perspective of Distress Anomaly: Evidence From Overnight Returns pp. 30-45

- Ming-Che Hu, Alex Huang, Dan-Liou Yu and Rui-Xiang Zhai
- The Value of “Brand” in the Chinese Stock Market: The Impact of Brand Attention on Stock Performance and the Moderation Role of Investor Sentiment pp. 46-61

- Shuqin Liu, Diandian Ma, Xuerong Li, Xiuting Li and Lijun Yin
- Do Behavioral Biases Influence the Length of Sell-Side Analysts’ Observable Careers? pp. 62-78

- Manapon Limkriangkrai, Robert B. Durand and Lucia Fung
- Implied Volatility Spread and Stock Mispricing pp. 79-91

- Zhen Cao, Surya Chelikani, Osman Kilic and Xuewu (Wesley) Wang
- Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements pp. 92-110

- Tao Chen, Robert K. Larson and Han Mo
- The Impact of Google Searches, Put-Call Ratio, and Trading Volume on Stock Performance Using Wavelet Coherence Analysis: The AMC Case pp. 111-119

- Evangelos Vasileiou and Polydoros Tzanakis
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