Journal of Behavioral Finance

2014 - 2025

Current editor(s): Brian Bruce

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Volume 23, issue 4, 2022

Letter from the Editor pp. 367-367

Brian Bruce

Introduction to the Special Issue in Honor of Professor Vernon Lomax Smith pp. 368-370

Mark DeSantis and David Porter

My Risk, Your Risk, and Our Risk: Costly Deviation in Delegated Risk-Taking Environments pp. 371-387

Jason Aimone and Xiaofei Pan

Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets pp. 388-407

Jason Shachat and Anand Srinivasan

How Dictators Use Information about Recipients pp. 408-426

Joy Buchanan and Laura Razzolini

Emotional Differences between Isomorphic Auctions pp. 427-437

Adriana Breaban, Cary Deck and Erik Johnson

Motives for Cooperation in the One-Shot Prisoner’s Dilemma pp. 438-456

Mark Schneider and Timothy Shields

Return Predictability in Laboratory Asset Markets pp. 457-465

Zhongming Cheng and Shengle Lin

Volume 23, issue 3, 2022

Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment pp. 241-261

Petre Caraiani, Rangan Gupta, Chi Keung Lau and Hardik A. Marfatia

Does Perception Matter in Asset Pricing? Modeling Volatility Jumps Using Twitter-Based Sentiment Indices pp. 262-280

Anthony Sanford

The Sobering Up Effect: Why Analysts Become Less Optimistic as the Release of Actual Earnings Gets Closer pp. 281-300

Woan-Yuh Jang and Chun-Ching Ho

Price Clustering, Preferences for Round Prices, and Expected Returns pp. 301-315

Benjamin Blau, Todd G. Griffith and Ryan J. Whitby

Dispersed Analysts’ Forecasts of Firms’ Operational Uncertainties and Stock Returns pp. 316-326

Chang Liu, Haiyue Liu, Xi Chen, Yin Zhang and Min Guo

Investors’ Uncertainty and Forecasting Stock Market Volatility pp. 327-337

Ruipeng Liu and Rangan Gupta

Past Stock Returns and the MAX Effect pp. 338-352

Surya Chelikani, Osman Kilic and Xuewu (Wesley) Wang

Employing Google Trends and Deep Learning in Forecasting Financial Market Turbulence pp. 353-365

Anastasios Petropoulos, Vasileios Siakoulis, Evangelos Stavroulakis, Panagiotis Lazaris and Nikolaos Vlachogiannakis

Volume 23, issue 2, 2022

Thought Viruses and Asset Prices pp. 123-131

Wolfgang Kuhle

Strategic Announcement Sequencing: Earnings and M&A Announcements pp. 132-149

Huajing Hu, Katarzyna Platt and Chih-Huei (Debby) Su

Bitcoin Sentiment Index, Bitcoin Performance and US Dollar Exchange Rate pp. 150-165

Suresh Kumar Oad Rajput, Ishfaque Ahmed Soomro and Najma Ali Soomro

Retail Investors Use XBRL Structured Data? Evidence from the SEC’s Server Log pp. 166-174

Ken H. Guo and Xiaoxiao Yu

Negativity Bias of Analyst Forecasts pp. 175-188

Yuk Ying (Candie) Chang and Wei Hao

Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties pp. 189-209

Hardik A. Marfatia, Christophe André and Rangan Gupta

Selective Attention in Exchange Rate Forecasting pp. 210-229

Svatopluk Kapounek, Zuzana Kucerova and Evžen Kočenda

What Drives Herding Behavior in the Cryptocurrency Market? pp. 230-239

Mouna Youssef

Volume 23, issue 1, 2022

Feedback Trading in Currency Markets: International Evidence pp. 1-22

Mohammad Tayeh and Vasileios Kallinterakis

Are Business Valuators Biased? A Psychological Perspective on the Causes of Valuation Disputes pp. 23-42

Marc J. R. Broekema, Niek Strohmaier, Jan A. A. Adriaanse and Jean-Pierre I. van der Rest

Market Stress and Herding: A New Approach to the Cryptocurrency Market pp. 43-57

Gerson de Souza Raimundo Júnior, Rafael Baptista Palazzi, Ricardo de Souza Tavares and Marcelo Cabus Klotzle

Do Oil Prices and Financial Indicators Drive the Herding Behavior in Commodity Markets? pp. 58-72

Mouna Youssef

Behavioral Heterogeneity in the Stock Market Revisited: What Factors Drive Investors as Fundamentalists or Chartists? pp. 73-91

Leon Li and Peter Miu

Dynamics of Phase Transitions in Expectations for Financial Markets: An Agent-Based, Multicomponent Model pp. 92-105

Steven D. Silver, Marko Raseta and Alina Bazarova

Intuition in Investment Decision-Making Across Cultures pp. 106-122

Haili Wu

Volume 22, issue 4, 2021

How Market Sentiment Drives Forecasts of Stock Returns pp. 351-367

Roman Frydman, Nicholas Mangee and Josh Stillwagon

Does Investor Attention Affect Stock Trading and Returns? Evidence from Publicly Listed Firms in China pp. 368-381

Dan Yang, Tingyu Ma, Yuetang Wang and Guojun Wang

Social Comparison and Wealth Inequality in a Leveraged Asset Market pp. 382-402

Cary Deck, Li Hao, Weineng Xu and Timothy J. Yeager

Anger, Fear, and Investor’s Information Search Behavior pp. 403-419

Michael J. Wynes

A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns pp. 420-442

Pedro Manuel Nogueira Reis and Carlos Pinho

The Conflicting Links between Forecast-Confidence and Trading Propensity pp. 443-460

Doron Sonsino, Yaron Lahav and Amir Levkowitz

When it Pays to Ignore: Focusing on Top News and their Sentiment pp. 461-479

Matthias W. Uhl and Milos Novacek

Using Deep Learning to Develop a Stock Price Prediction Model Based on Individual Investor Emotions pp. 480-489

Jaeheon Chun, Jaejoon Ahn, Youngmin Kim and Sukjun Lee

High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment pp. 490-498

Mehmet Balcilar, Elie Bouri, Rangan Gupta and Clement Kyei

Volume 22, issue 3, 2021

Political Cognitive Biases Effects on Fund Managers’ Performance pp. 235-253

Marian Moszoro

The Influence of Daily Price Extremes on Short-Term Stock Returns pp. 254-264

Ray R. Sturm

Investor Attention, Divergence of Opinions, and Stock Returns pp. 265-279

Zhen Cao, Osman Kilic and Xuewu (Wesley) Wang

Analyzing the Importance of Forward Orientation in Financial Development-Economic Growth Nexus: Evidence from Big Data pp. 280-288

Taniya Ghosh, Prashant Mehul Parab and Sohini Sahu

On the Rationality of Institutional Investors: The Case of Major Industrial Accidents pp. 289-305

Cécile Carpentier and Jean-Marc Suret

News and Market Efficiency in the Japanese Stock Market pp. 306-319

Wenti Du

Uncertainty, Fear and Herding Behavior: Evidence from Size-Ranked Portfolios pp. 320-337

David Y. Aharon

On the Physiology of Investment Biases: The Role of Cortisol and Testosterone pp. 338-349

John R. Nofsinger, Fernando M. Patterson and Corey A. Shank

Volume 22, issue 2, 2021

The Impact of the Big Fish Effect on Investor Reactions to Financial and Nonfinancial Disclosure pp. 113-125

Kimberly K. Moreno and Yue (May) Zhang

Corporate Divestiture Decisions and Long-Run Performance pp. 126-140

Dung (June) Pham, Thanh Nguyen, Trang Minh Pham and Hari Adhikari

Unfamiliarity Breeds Resentment: Familiarity Bias in Inaugural Credit Ratings pp. 141-154

Douglas Ayres and Steven Dolvin

An Experiment on Diversification and Path Dependence pp. 155-169

Brian Kluger and Jennifer Miele

Investor’s Intrinsic Motives and the Valence of Word-of-Mouth in Sequential Decision-Making pp. 170-188

Fawad Ahmad, Raffaele Oriani and Matteo De Angelis

What Causes the Disposition Effect? Evidence from Corporate Insiders pp. 189-200

Charles Favreau and Ryan Garvey

Spontaneous Volatility: Fooled by Reflexive Randomness pp. 201-213

Patrick Schotanus and Aaron Schurger

Are Markets Efficient? A Quantum Mechanics View pp. 214-220

Evangelos Vasileiou

Social Media Sentiment in International Stock Returns and Trading Activity pp. 221-234

Selin Duz Tan and Oktay Tas

Volume 22, issue 1, 2021

Home Bias and the Power of Branding pp. 1-9

Sivan Riff and Yossi Yagil

A Goals-Based Theory of Utility pp. 10-25

Franklin J. Parker

Net Buyers of Attention-Grabbing Stocks? Who Exactly Are They? pp. 26-45

Liron Reiter Gavish, Mahmoud Qadan and Joseph Yagil

Mutual Fund Alpha: Is It Managerial or Emotional? pp. 46-55

Qiang Bu

Does Country Matter to Investor Herding? Evidence from an Intraday Analysis pp. 56-64

Tao Chen

Can CEOs Change the Market Perception by Giving Interviews to the Media? pp. 65-73

Ela Ostrovsky-Berman

Conditional Risk Premiums and the Value Function of Prospect Theory pp. 74-83

Martin Walther and Markus Münster

Fast and Slow Investments in Asset Markets: Influences on Risk Taking pp. 84-96

Tommy Gärling, Dawei Fang, Martin Holmen and Patrik Michaelsen

Investor Attention and Merger Announcements pp. 97-112

Hongqi Liu and Karolina Krystyniak