Journal of Behavioral Finance

2014 - 2025

Current editor(s): Brian Bruce

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Volume 18, issue 4, 2017

Firm Performance in the Face of Fear: How CEO Moods Affect Firm Performance pp. 373-389

Ali Akansu, James Cicon, Stephen P. Ferris and Yanjia Sun

Investor Attention Strategy pp. 390-399

Xuewu (Wesley) Wang

Herding Behavior in CEE Stock Markets Under Asymmetric Conditions: A Quantile Regression Analysis pp. 400-416

Maria-Miruna Pochea, Angela-Maria Filip and Andreea-Maria Pece

New Evidence on Psychology and Stock Returns pp. 417-426

Nicholas Mangee

Crossing of Psychological Price Levels: The Price Dynamics and Interaction between S&P500 Index and Index Futures pp. 427-447

Chueh-Yung Tsao, Chun I Lee and Yih-Wen Shyu

What Explains Herd Behavior in the Chinese Stock Market? pp. 448-456

Terence Tai Leung Chong, Xiaojin Liu and Chenqi Zhu

New Evidence of Psychological Barrier from the Oil Market pp. 457-469

Paresh Narayan, Kumari Ranjeeni and Deepa Bannigidadmath

Financial Advertising in the Second Generation of Behavioral Finance pp. 470-477

Meir Statman

Herding, Faith-Based Investments and the Global Financial Crisis: Empirical Evidence From Static and Dynamic Models pp. 478-489

Stavros Stavroyiannis and Vassilios Babalos

Erratum pp. 490-490

The Editors

EOV Editorial Board pp. ebi-ebi

The Editors

Volume 18, issue 3, 2017

Emotions Matter: Sentiment and Momentum in Foreign Exchange pp. 249-257

Matthias W. Uhl

Are Oil Price News Headlines Statistically and Economically Significant for Investors? pp. 258-270

Seema Narayan and Paresh Kumar Narayan

Disposition Effect and Tolerance to Losses in Stock Investment Decisions: An Experimental Study pp. 271-280

Robson Braga and Luiz Paulo Lopes Fávero

The Efficiency of Stock-Based Incentives: Experimental Evidence pp. 281-303

Steven Huddart and Abdullah Yavas

Stock Price Reaction to News: The Joint Effect of Tone and Attention on Momentum pp. 304-328

Thanh Huynh and Daniel R. Smith

Investor Overreaction to Analyst Reference Points pp. 329-343

Jean-Sébastien Michel

Do Psychological Fallacies Influence Trading in Financial Markets? Evidence from the Foreign Exchange Market pp. 344-357

Michael Bleaney, Spiros Bougheas and Zhiyong Li

Investor Attention and Global Stock Returns pp. 358-372

Tao Chen

Volume 18, issue 2, 2017

What You Think You Know: The Effects of Prior Financial Education and Readability on Financial Disclosure Processing pp. 125-142

Taejun (David) Lee, TaiWoong Yun and Eric Haley

Implications from Biased Probability Judgments for International Disparities in Momentum Returns pp. 143-151

Kai Duttle and Keigo Inukai

Behavioral Timing, Valuation and Postissue Performance of UK Initial Public Offerings pp. 152-166

Heba Ahmed Abass Ali

Stock and Industry Return Characteristics Around Price Shocks pp. 167-179

Michael B. McDonald IV

Name-Based Behavioral Biases: Are Expert Investors Immune? pp. 180-188

Jennifer Itzkowitz and Jesse Itzkowitz

Disposition Effect and Diminishing Sensitivity: An Analysis Based on a Simulated Experimental Stock Market pp. 189-201

Youki Kohsaka, Grzegorz Mardyla, Shinji Takenaka and Yoshiro Tsutsui

The Information Environment, Informed Trading, and Volatility pp. 202-218

Natividad Blasco and Pilar Corredor

Mind the Gap: Inconsistencies Between Subjective and Objective Financial Risk Tolerance pp. 219-230

Nicoletta Marinelli, Camilla Mazzoli and Fabrizio Palmucci

The Use of EDGAR Filings by Investors pp. 231-248

Tim Loughran and Bill McDonald

Volume 18, issue 1, 2017

Investment Professionals' Ability to Detect Deception: Accuracy, Bias and Metacognitive Realism pp. 1-13

Maria Hartwig, Jason A. Voss, Laure Brimbal and D. Brian Wallace

Cognitive Dissonance as an Explanation of Goodwill Write-Offs pp. 14-28

Sohyung Kim and Darlene Bay

Belief in Mean Reversion and the Disposition Effect: An Experimental Test pp. 29-44

Peiran Jiao

Diversification Bias and the Law of One Price: An Experiment on Index Mutual Funds pp. 45-53

Nathan Mauck and Leigh Salzsieder

From Returns to Tweets and Back: An Investigation of the Stocks in the Dow Jones Industrial Average pp. 54-64

Pieter de Jong, Sherif Elfayoumy and Oliver Schnusenberg

An Investigation of Analysts' Praise of Management During Earnings Conference Calls pp. 65-77

Jonathan A. Milian and Antoinette L. Smith

An Experimental Study of Influences of Performance-Related Payments on Timing of Delegated Stock Purchases pp. 78-85

Tommy Gärling, Maria Andersson, Martin Hedesström and Anders Biel

Archetypes as Triggers of Financial Bubbles pp. 86-98

Niklas Hageback

Information Sharing within the Networks of Delegated Portfolio Managers: Evidence from Plan Sponsors and Their Subadvisers pp. 99-113

Ning Ding, Jerry Parwada and Jianfeng Shen

The Neural Inhibition of Learning Increases Asset Market Bubbles: Experimental Evidence pp. 114-124

Levan Efremidze, George Sarraf, Karen Miotto and Paul J. Zak

Volume 17, issue 4, 2016

The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns pp. 309-320

Marc W. Simpson and Axel Grossman

Predicting Equity Markets with Digital Online Media Sentiment: Evidence from Markov-switching Models pp. 321-335

Steven J. Nooijen and Simon Broda

Career Risk pp. 336-341

Joachim Klement

A Study of Social Network Effects on the Stock Market pp. 342-351

Markum Reed

When and Where Are Informed Traders? What Is Their Relationship with Analysts in the Price Discovery Process? pp. 352-364

Natividad Blasco and Pilar Corredor

Information Transmission Through Rumors in Stock Markets: A New Evidence pp. 365-381

Chun-Da Chen and Ali Kutan

Culture in Preferences for Income Equality and Safety Nets pp. 382-388

Meir Statman

EOV Editorial Board pp. 389-389

The Editors

Volume 17, issue 3, 2016

Analyst Behavior: The Geography of Social Interaction pp. 201-216

Frederik König

The Effect of Style, Feedback, and Context on Portfolio Exploratory Behavior pp. 217-228

Sheridan Taylor and Roger Taylor

What Is Common Among Return Anomalies? Evidence from Insider Trading pp. 229-243

Levon Goukasian, Qingzhong Ma and Wei Zhang

Reputational Herding in Financial Markets: A Laboratory Experiment pp. 244-266

Andreas Roider and Andrea Voskort

Behavioral Factors Affecting the Home Bias Phenomenon: Experimental Tests pp. 267-279

Sivan Riff and Yossi Yagil

Overconfidence and Bubbles in Experimental Asset Markets pp. 280-292

Julija Michailova and Ulrich Schmidt

Predatory-Prey Decision Making During Market Bubbles—Preliminary Evidence from a Neurobiological Study pp. 293-308

Olivier Mesly and Stéphane Bouchard

Volume 17, issue 2, 2016

Irrational Mutual Fund Managers: Explaining Differences in Their Behavior pp. 99-123

Sina Wulfmeyer

The Idiosyncratic Risk-Return Relation: A Quantile Regression Approach Based on the Prospect Theory pp. 124-143

Bong-Soo Lee and Leon Li

Pension Fund Herding and the Influence of Management Style pp. 144-156

Mercedes Alda and Luis Ferruz

Identifying the Transition from Efficient-Market to Herding Behavior: Using a Method from Econophysics pp. 157-182

María José Muñoz Torrecillas, Rossitsa Yalamova and Bill McKelvey

Stock Characteristics, Investor Type, and Market Myopia pp. 183-199

Cristina Del Rio and Rafael Santamaria

Volume 17, issue 1, 2016

Soft Strategic Information and IPO Underpricing pp. 1-17

James C. Brau, James Cicon and Grant McQueen

Changes in Investors' Market Attention and Near-Term Stock Market Returns pp. 18-30

Antti Klemola, Jussi Nikkinen and Jarkko Peltomäki

Management Speaks, Investors Listen: Are Investors Too Focused on Managerial Disclosures? pp. 31-44

Lisa Koonce, Nick Seybert and James Smith

Investor Attention on the Social Web pp. 45-59

Xian Li, James A. Hendler and John L. Teall

Interviews with Institutional Investors: The How and Why of Active Investing pp. 60-84

F. Douglas Foster and Geoffrey J. Warren

Psychological Points of Equilibrium in Asset Valuation During Market Bubbles pp. 85-98

Olivier Mesly and David Tessier