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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

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