Journal of Behavioral Finance
2014 - 2026
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 27, issue 2, 2026
- Limited or Biased: Modeling Subrational Human Investors in Financial Markets pp. 157-180

- Penghang Liu, Kshama Dwarakanath, Svitlana S. Vyetrenko and Tucker Balch
- Attention, ESG, and Retail Investor Stock Holdings pp. 181-199

- Matthias Horn and Andreas Oehler
- A Narrative Perspective on Investor Uncertainty: Evidence from Earnings Conference Calls pp. 200-214

- Daniel Perico Ortiz, Matthias Schnaubelt and Oleg Seifert
- Digital Sentiment and the Retail Crowd: How Finfluencers Shape IPO Valuations pp. 215-237

- Kavitha Bharath Raja Guru, Krishna Prasad, Sandhya Parasnath Dubey and Simran Kharbanda
- Trading on Emotion: Behavioral and Predictive Determinants of Algorithmic Trading Adoption pp. 238-251

- Ali Habibnia and Parya Golshani Nasab
- Investor opinion formation and the distribution of stock returns pp. 252-271

- Maria Osipenko and Rui Ren
- Are analysts’ Forecasts Reliable? A Machine Learning-Based Analysis of the Target Price Accuracy pp. 272-288

- Rongzhao Ou and Qiao Wang
- Oil Market Dynamics and US Monetary Policy Uncertainty: Evidence from Explainable Artificial Intelligence Models pp. 289-306

- Baris Kocaarslan
- Modeling Investor Herding Behavior Through Social Media Sentiment: A Machine Learning Approach Using YouTube Shorts pp. 307-319

- LG Honey Singh, Kishlay Kumar and Goutam Tanty
- The Impact of AI Risk Sentiment on Stock Market Reactions to DeepSeek_R1 pp. 320-334

- Yue Yu, Bin Liu, Tina Prodromou and Sandy Suardi
- Emotion-Aware Decision Support System for Real-Time Financial Sentiment and Behavior-Based Trading Risk Advisory pp. 335-358

- Tristan Lim
Volume 27, issue 1, 2026
- Business Cycle Variations in Manager and Investor Sentiment Indices pp. 1-12

- Haitham A. Al-Zoubi
- The Influence of Social Media Emotions: Evidence from the Kodak Manic Episode pp. 13-40

- Iulia Cioroianu, Thomas Conlon, Shaen Corbet, Charles Larkin, Les Oxley and Richard Taffler
- The Effect of Analysts’ Reports on Stock Liquidity: The Interaction of Ratings and Qualitative Indicators pp. 41-53

- Gaoshan Wang, Yue Wang, Yilin Dong and Xiaohong Shen
- Effects of price path shapes and decision frames on emotions and investment decisions: Experimental evidence pp. 54-68

- Henning Cordes, Philipp Decke, Sven Nolte and Judith C. Schneider
- Revisiting Stock Option Exercise and CEO Overconfidence pp. 69-90

- Chris Mace
- The determinants of predatory trading: experimental evidence pp. 91-112

- Brian Kluger and Mehmet Sağlam
- Retail Trading Around Earnings Announcements: Evidence from Robinhood Traders pp. 113-136

- Qiqi Liang, Mohammad Najand, David Selover and Licheng Sun
- An Economic Profit Analysis of Monetary Information Shocks: Implications for Active Investors and Portfolio Managers pp. 137-155

- Li Ai, Atreya Chakraborty, James L. Grant and Emery A. Trahan
Volume 26, issue 4, 2025
- Synchronicity and Sentiment: Decoding Earnings Quality and Market Returns in EU under Economic Policy Uncertainty pp. 429-449

- Antonios Persakis and Andreas Koutoupis
- Chasing Winners in the Gray Wave: Aging Population and Its Effects on Long-Horizon Momentum Profits pp. 450-464

- King Fuei Lee
- The Importance of Risk Preference Parameters in Prospect Theory: Evidence from Mutual Fund Flows pp. 465-484

- Nikolaos Artavanis and Asli Eksi
- Salience, Fundamentals, and Mispricing pp. 485-505

- Xiaofang Li, Daye Li, Tianyang Li and Minchong Chen
- The Impact of Offsetting Internal Attributions on Investor Judgments pp. 506-519

- Kimberly Moreno and Yue (May) Zhang
- Social Media, Investment Knowledge, and Meme Stock Trading pp. 520-536

- Ichchha Pandey and Michael Guillemette
- Narrative Emotions and Market Crises pp. 537-557

- Richard J. Taffler, Vineet Agarwal and Maximilian Obring
- Buy Now, Pay Later Loans, Social Norms, and Consumer Indebtedness pp. 558-569

- Lucy Ackert, Amine Khayati and Zeynep Kelani
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 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
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