Journal of Behavioral Finance

2014 - 2025

Current editor(s): Brian Bruce

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Volume 21, issue 4, 2020

Potential Underdog Bias, Overconfidence and Risk Propensity in Investor Decision-Making Behavior pp. 337-351

Sean Combrink and Charlene Lew

A Cointegrated VAR Analysis of Stock Price Models: Fundamentals, Psychology and Structural Change pp. 352-368

Nicholas Mangee and Michael D. Goldberg

Investor Overconfidence in Experimental Asset Markets across Market States pp. 369-384

Chris Meier and Lurion De Mello

Attention: Implied Volatility Spreads and Stock Returns pp. 385-398

Xuechen Gao, Xuewu (Wesley) Wang and Zhipeng Yan

Does the Value Premium Decline with Investor Interest in Value? pp. 399-411

Gunter Löffler

Forecasting Foreign Exchange Markets Using Google Trends: Prediction Performance of Competing Models pp. 412-422

Jordan Wilcoxson, Lendie Follett and Sean Severe

The Role of Market Sentiment in Asset Allocations and Stock Returns pp. 423-441

Jitka Hilliard, Arun Narayanasamy and Shen Zhang

Content and Characteristics of Private in-House Meetings pp. 442-455

Jian Chen, Yixiao Zhou and Zhen Qi

Volume 21, issue 3, 2020

S&P 500 Affiliation and Stock Price Informativeness pp. 219-232

Shinhua Liu

Does Probability Weighting Drive Lottery Preferences? pp. 233-247

Benjamin Blau, Jared DeLisle and Ryan J. Whitby

Unexpected Share Repurchase Announcements pp. 248-265

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

Why do Households Leave Money on the Table? The Case of Subsidized Pension Products pp. 266-283

Tobias Meyll, Thomas Pauls and Andreas Walter

Underperformance of Actively Managed Portfolios: Some Behavioral Insights pp. 284-300

Eben Otuteye and Mohammad Siddiquee

Development of Scale to Measure Objectives-Oriented Investment Behavior pp. 301-310

Sanjay Rastogi and Saurabh Gupta

Private Information Transmission, Momentum and Reversal pp. 311-322

Haijun Yang and Wei Xia

Numerosity: Forward and Reverse Stock Splits pp. 323-335

Jessica West, Carol Azab, K. C. Ma and Michael Bitter

Volume 21, issue 2, 2020

Crash Fears and Stock Market Effects: Evidence From Web Searches and Printed News Articles pp. 117-127

Jussi Nikkinen and Jarkko Peltomäki

Exuberance in Financial Markets: Evidence from Machine Learning Algorithms pp. 128-135

Jan Viebig

Are Time Preference and Risk Preference Associated with Cognitive Intelligence and Emotional Intelligence? pp. 136-156

Lucy Ackert, Richard Deaves, Jennifer Miele and Quang Nguyen

Does Implied Volatility Pricing Follow the Tenets of Prospect Theory? pp. 157-173

François Desmoulins-Lebeault, Luc Meunier and Sima Ohadi

Country herding in the global market pp. 174-185

Tao Chen

Short Selling Pressure, Reporting Transparency, and the Use of Real and Accruals Earnings Management to Meet Benchmarks pp. 186-204

Kristina Rennekamp, Kathy Rupar and Nicholas Seybert

Overnight Returns: An International Sentiment Measure pp. 205-217

Florian Weißofner and Ulrich Wessels

Volume 21, issue 1, 2020

The Power of Peers: Prompting Savings Behavior Through Social Comparison pp. 1-13

Martina Raue, Lisa A. D'Ambrosio and Joseph F. Coughlin

Heaping on Dividends: The Role of Dividend Size and Information Uncertainty pp. 14-26

Keith Jakob and Yoonsoo Nam

Does Investor Sentiment Drive Stock Market Bubbles? Beware of Excessive Optimism! pp. 27-41

Wei-Fong Pan

Emotions in the Stock Market pp. 42-56

John Griffith, Mohammad Najand and Jiancheng Shen

Investor Sentiment and Mutual Fund Alpha pp. 57-65

Qiang Bu

A Closer Look at the Disposition Effect in U.S. Equity Option Markets pp. 66-77

Kelley Bergsma, Andy Fodor and Emily Tedford

Perceived Attractiveness of Structured Financial Products: The Role of Presentation Format and Reference Instruments pp. 78-102

Vladimir Anic and Martin Wallmeier

Investor Attention and Cryptocurrency Returns: Evidence from Quantile Causality Approach pp. 103-115

Sowmya Subramaniam and Madhumita Chakraborty

Volume 20, issue 4, 2019

Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment pp. 385-407

Luiz Félix, Roman Kräussl and Philip Stork

The Herds of Bulls and Bears in Leveraged ETF Market pp. 408-423

Stephen Bahadar, Haroon Mahmood and Rashid Zaman

Using Annual Report Sentiment as a Proxy for Financial Distress in U.S. Banks pp. 424-436

Priyank Gandhi, Tim Loughran and Bill McDonald

Institutional Investment Patterns in Gender-Diverse Firms pp. 437-450

Jodonnis Rodriguez and Edward R. Lawrence

Does Asymmetric Information Drive Herding? An Empirical Analysis pp. 451-470

Yaseen S. Alhaj-Yaseen and Xi Rao

Option Market Signals and the Disposition Effect Around Equity Earnings Announcements pp. 471-489

Adam C. Harper and Salil K. Sarkar

Sophisticated Investor Attention and Market Reaction to Earnings Announcements: Evidence From the SEC’s EDGAR Log Files pp. 490-503

Ruihai Li, Xuewu (Wesley) Wang, Zhipeng Yan and Yan Zhao

Volume 20, issue 3, 2019

Risk Willingness and Perceived Utilities to Explain Risky Investment Choices: A Behavioral Model pp. 255-266

Philip Y. K. Cheng

An Empirical Analysis of Investor Confidence Incorporated in Market Prices pp. 267-293

Austin Murphy and Liang Fu

Investor Attention and Stock Price Movement pp. 294-303

Chiao-Ming Cheng, Alex Huang and Ming-Che Hu

Investors’ Uncertainty and Stock Market Risk pp. 304-315

Diego Escobari and Mohammad Jafarinejad

Does Internet Search Volume Predict Market Returns and Investors’ Trading Behavior? pp. 316-338

Bonha Koo, Joon Chae and Hyungjoo Kim

Myopic Loss Aversion, Personality, and Gender pp. 339-353

Robert B. Durand, Lucia Fung and Manapon Limkriangkrai

How Do Investors Determine Stock Prices after Large Price Shocks? pp. 354-368

Kevin Brady and Arjan Premti

The Chinese Media Effect in Bull and Bear Markets pp. 369-383

Tzu-Lun Huang

Volume 20, issue 2, 2019

The Psychological Predictors of Older Preretirees’ Financial Self-Efficacy pp. 127-138

Sarah D. Asebedo, Martin C. Seay, Kristy Archuleta and Gary Brase

Anchoring-Adjusted Option Pricing Models pp. 139-153

Hammad Siddiqi

Exogenous and Endogenous Attention and the Convergence of Analysts’ Forecasts pp. 154-172

Robert B. Durand, Manapon Limkriangkrai and Lucia Fung

Forecaster Overconfidence and Market Survey Performance pp. 173-194

Richard Deaves, Jin Lei and Michael Schröder

Industry Herding and the Profitability of Momentum Strategies During Market Crises pp. 195-212

Riza Demirer and Huacheng Zhang

Does Social Media Get Your Attention? pp. 213-226

Di Wu

Big Data Algorithmic Trading Systems Based on Investors’ Mood pp. 227-238

Raúl Gómez Martínez, Miguel Prado Román and Paola Plaza Casado

Market Moods and Network Dynamics of Stock Returns: The Bipolar Behavior pp. 239-254

Ali Irannezhad Ajirlou, Hamidreza Esmalifalak, Maryam Esmalifalak, Sahar Pordeli Behrouz and Farid Soltanalizadeh

Volume 20, issue 1, 2019

When Are Investors Rational? pp. 1-18

Saptarshi Mukherjee and Sankar De

Price Clustering and Investor Sentiment pp. 19-30

Benjamin Blau

News Sentiment: A New Yield Curve Factor pp. 31-41

Nina Gotthelf and Matthias W. Uhl

Market Volatility and Financial Satisfaction: The Role of Financial Self-Efficacy pp. 42-52

Sarah Asebedo and Patrick Payne

Collective Perception and Exchange Rates pp. 53-65

Markum Reed and Kaotar Ankouri

Is Knowledge Cursed When Forecasting the Forecasts of Others? pp. 66-72

Swee-Hoon Chuah, Robert Hoffmann, Bin Liu and Monica Tan

Does High Stock Price Synchronicity Always Hurt Mutual Fund Industry? Sentiment Matters pp. 73-80

Feng Dong and Son Dang Wilson

Paradigm Conflict and the Wealth Effects of Blockholder Formation in Private Target Acquisitions pp. 81-95

Samer Adra and Elie Menassa

Improved Mutual Fund Investment Choice Architecture pp. 96-106

Philip W. S. Newall and Katie N. Parker

Individual Differences in the Disposition Effect pp. 107-126

Marco Cecchini, Emanuele Bajo, Paolo Maria Russo and Maurizio Sobrero