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 24, issue 4, 2023
- Herding in Imperial Russia: Evidence from the St. Petersburg Stock Exchange (1865–1914) pp. 383-397

- Konstantinos Gavriilidis and Vasileios Kallinterakis
- Prediction of Investor-Specific Trading Trends in South Korean Stock Markets Using a BiLSTM Prediction Model Based on Sentiment Analysis of Financial News Articles pp. 398-410

- Jae Jung Han and Hyun-jung Kim
- Does Analyst Optimism Fuel Stock Price Momentum? pp. 411-427

- Jimmy Lockwood, Larry Lockwood, Hong Miao, Mohammad Riaz Uddin and Keming Li
- Bank Monitoring Prevents Managerial Procrastination: Evidence from the Timing of Earnings Announcements pp. 428-449

- Chih-Huei (Debby) Su Banks
- Reassessing the Predictability of the Investor Sentiments on US Stocks: The Role of Uncertainty and Risks pp. 450-465

- Mobeen Ur Rehman, Ibrahim Raheem, Abdel Razzaq Al Rababa’a, Nasir Ahmad and Xuan Vinh Vo
- Ambiguous Text pp. 466-478

- Eric Tham
- GREEDS and Stock Returns: Evidence from Global Stock Markets pp. 479-494

- Garima Goel and Saumya Ranjan Dash
- The Relationship between Analyst Coverage and Overinvestment, and the Mediating Role of Corporate Governance. Evidence From China pp. 495-510

- Chia-Hsien Tang, Yen-Hsien Lee, Wan-Zhu Lu and Li Wei
- Behavioral Biases and the Asset Growth Anomaly pp. 511-529

- Qingzhong Ma, David Whidbee and Wei Zhang
Volume 24, issue 3, 2023
- Risk Preference Elicitation and Financial Advice Taking pp. 259-275

- David J. Streich
- The Impact of Investor Sentiment on Bitcoin Returns and Conditional Volatilities during the Era of Covid-19 pp. 276-289

- Derya Güler
- How Do Limit Orders Affect the Disposition Effect on Highly Liquid Markets – Experimental Finance Evidence pp. 290-302

- Hana Dvorackova, Tomas Tichy and Marek Jochec
- Determinants of Put-Call Disparity: Kospi 200 Index Options pp. 303-314

- Sam Kim, Jimmy Lockwood, Larry Lockwood and Hong Miao
- The Resource-Constrained Brain: A New Perspective on the Equity Premium Puzzle pp. 315-332

- Hammad Siddiqi and Austin Murphy
- Predicting Stock and Bond Market Returns with Emotions: Evidence from Futures Markets pp. 333-344

- Jiancheng Shen, John Griffith, Mohammad Najand and Licheng Sun
- V-Shaped Disposition Effect, Stock Prices, and Post-Earnings-Announcement Drift: Evidence from Korea pp. 345-364

- Minki Kim, Toyoung Kim and Tong Suk Kim
- Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries pp. 365-381

- Oguzhan Cepni, Rangan Gupta and Qiang Ji
Volume 24, issue 2, 2023
- The Effects of Herding on Betas and Idiosyncratic Risk pp. 131-146

- Petros Messis, Antonis Alexandridis and Achilleas Zapranis
- Independence of Intrinsic Valuations and Stock Recommendations – Experimental Evidence from Equity Research Analysts and Investors pp. 147-160

- Ran Barniv, Wei Li and Timothy Miller
- Are All the Sentiment Measures the Same? pp. 161-170

- Qiang Bu
- Impact of Firm-Initiated Tweets on Stock Return and Trading Volume pp. 171-182

- Aditya Ganesh and Subramanian Iyer
- Founder-Led Firms and Operational Litigation Risk pp. 183-201

- Mohammad Hashemi Joo, Edward Lawrence and Yuka Nishikawa
- Does Sentiment Impact Cryptocurrency? pp. 202-218

- Anamika, Madhumita Chakraborty and Sowmya Subramaniam
- Momentum, Information, and Herding pp. 219-237

- Zhilu Lin, Wentao Wu and Haoran Zhang
- News Credibility and Influence within the Financial Markets pp. 238-257

- Zhen Yu, Michael D. Wang, Xiangdong Wei and Jie Lou
Volume 24, issue 1, 2023
- Institutional Overcrowding Everyday pp. 1-21

- Numan Ülkü and Olena Onishchenko
- Languages and Dividend Policy pp. 22-40

- Yuka Nishikawa, Mohammad Hashemi Joo and Ali M. Parhizgari
- Can Investors Adjust for Managerial Bias? pp. 41-55

- James Smith and Lisa Koonce
- Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data pp. 56-72

- Xolani Sibande, Rangan Gupta, Riza Demirer and Elie Bouri
- The Role of Investor Sentiment and Valuation Uncertainty in the Changes around Analyst Recommendations: Evidence from U.S. Firms pp. 73-96

- Ahmed Bouteska and Mehdi Mili
- To Herd or Not to Herd: Do Intangible Assets Affect the Behavior of Financial Analyst Recommendations? pp. 97-110

- Reuben Segara, Bochen Wu and Juan Yao
- Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning pp. 111-122

- Rangan Gupta, Jacobus Nel and Christian Pierdzioch
- Irrational Exuberance or the Money-Trust Power Grab: Was the Panic of 1907 Truly a Speculative Bubble or a Financial Coup D'état? pp. 123-130

- Richard LaRocca, Randall Valentine and Thomas Cunningham
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
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