Journal of Behavioral and Experimental Finance最新文献

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Tossed by the tides of emotion: The impact of online media sentiment on stock returns 情绪波动：网络媒体情绪对股票回报的影响

IF 4.3 2区经济学 Q1 BUSINESS, FINANCE

Journal of Behavioral and Experimental Finance

Pub Date : 2025-06-01 Epub Date: 2025-04-01 DOI: 10.1016/j.jbef.2025.101045

Liang Chang , Xiaojun Liang , Na Tan

This study examines the impact of online media sentiment on stock returns using a dataset of over 8.3 million online financial media reports covering Chinese A-share listed companies. The findings reveal that more positive media sentiment towards a company is associated with higher average monthly stock returns. A zero-investment arbitrage strategy, constructed by buying stocks with high media sentiment and selling those with low media sentiment, yields a significant monthly premium of 4%. These effects are particularly pronounced for stocks with higher investor attention and lower liquidity. Moreover, even after controlling for known risk factors or during IPO quiet periods when no new information is introduced, companies with positive media sentiment continue to exhibit higher stock returns. Further analysis shows that media sentiment can explain approximately 4% to 12% of various market anomalies, and the media sentiment premium exhibits return reversals. This research uncovers the unique mechanisms of media effects in emerging markets and provides robust support for the limited attention theory from behavioral finance.

本研究使用涵盖中国a股上市公司的830多万篇网络财经媒体报道的数据集，考察了网络媒体情绪对股票回报的影响。研究结果显示，媒体对一家公司的正面评价越高，其平均月股票回报率就越高。零投资套利策略是通过买入媒体人气高的股票，卖出媒体人气低的股票来构建的，它的月溢价高达4%。这些影响对于投资者关注度较高、流动性较低的股票尤为明显。此外，即使在控制了已知的风险因素之后，或者在没有新信息发布的IPO静默期，拥有积极媒体情绪的公司仍然表现出更高的股票回报。进一步分析表明，媒体情绪可以解释约4%至12%的各种市场异常，媒体情绪溢价表现出回报逆转。本研究揭示了新兴市场媒体效应的独特机制，为行为金融学的有限注意理论提供了有力支持。

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引用次数: 0

Inter-industry risk spillovers in the Chinese stock market under epidemic outbreaks 疫情背景下中国股市行业间风险溢出效应分析

IF 4.3 2区经济学 Q1 BUSINESS, FINANCE

Journal of Behavioral and Experimental Finance

Pub Date : 2025-06-01 Epub Date: 2025-04-20 DOI: 10.1016/j.jbef.2025.101054

Qianqian Feng , Yiran Shen , Jianping Li , Xiaolei Sun

This paper reviews six major epidemic outbreaks of the COVID-19 pandemic in China, with a particular focus on downside risk transmission among industry stock indices. Utilizing 136 Wind industry stock indices, this paper constructs marginal spillover networks and extracts transmission pathways during each outbreak, summarizing the risk accumulation and transmission characteristics. Empirical research findings indicate that during the outbreak of the pandemic, market downside risk initially spread in the healthcare sector and related industries such as pharmaceutical retail, life science tools and service. Due to the dual nature of silver as a crucial industrial raw material and a financial instrument, the silver index is more sensitive to the impact of the pandemic than is the gold index. Additionally, owing to variations in functional orientation and industry characteristics across cities, there are differences in downside risk spillovers among stock market industries following the outbreak of the pandemic.

本文回顾了新冠肺炎疫情在中国发生的6次重大疫情，重点分析了行业股指的下行风险传导。利用136个风电行业股票指数，构建边际溢出网络，提取每次疫情的传播路径，总结风险积累和传播特征。实证研究发现，疫情期间，市场下行风险首先在医药零售、生命科学工具和服务等医疗保健行业及相关行业蔓延。由于白银作为重要的工业原材料和金融工具的双重性质，白银指数比黄金指数对疫情的影响更为敏感。此外，由于各城市的职能定位和行业特征存在差异，疫情爆发后股市行业的下行风险溢出效应存在差异。

引用次数: 0

Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin 害怕错过和加密货币矿工：来自狗狗币和莱特币的证据

IF 4.3 2区经济学 Q1 BUSINESS, FINANCE

Journal of Behavioral and Experimental Finance

Pub Date : 2025-06-01 Epub Date: 2025-04-30 DOI: 10.1016/j.jbef.2025.101059

Geul Lee , Doojin Ryu

We examine how fear of missing out (FoMO), defined as persistent anxiety that others might be enjoying valuable experiences from which one is absent, influences cryptocurrency miners’ behavior, focusing on Dogecoin (DOGE) and Litecoin (LTC). These two cryptocurrencies present a naturally developed experimental setting that allows us to investigate how FoMO-driven price fluctuations affect mining decisions without the need to account for additional variables such as mining costs. Our quantile vector autoregressive connectedness approach suggests that FoMO influences mining decisions. Returns influence DOGE-LTC mining participation more than vice versa when there are abrupt positive spikes in the DOGE price, whereas this tendency does not appear when LTC experiences price surges or when the DOGE price plunges. Given DOGE’s significantly stronger FoMO exposure, despite its other similarities to LTC, we interpret these findings as evidence that FoMO influences mining decisions.

我们研究了错失恐惧（FoMO）是如何影响加密货币矿工的行为的，它被定义为持续的焦虑，即其他人可能正在享受自己没有的宝贵经验，重点是狗狗币（DOGE）和莱特币（LTC）。这两种加密货币提供了一个自然发展的实验环境，使我们能够研究fomo驱动的价格波动如何影响采矿决策，而无需考虑采矿成本等其他变量。我们的分位数向量自回归连通性方法表明，FoMO影响挖掘决策。当DOGE价格突然出现正峰值时，回报对DOGE-LTC挖矿参与的影响大于反之，而当LTC经历价格飙升或DOGE价格暴跌时，这种趋势不会出现。鉴于DOGE的FoMO曝光率明显更高，尽管它与LTC有其他相似之处，我们将这些发现解释为FoMO影响采矿决策的证据。

引用次数: 0

Gamified risk-taking Gamified冒险

IF 4.3 2区经济学 Q1 BUSINESS, FINANCE

Journal of Behavioral and Experimental Finance

Pub Date : 2025-06-01 Epub Date: 2025-05-01 DOI: 10.1016/j.jbef.2025.101049

Philipp Chapkovski , Mariana Khapko , Marius Zoican

We conduct a randomized online experiment to examine how digital nudges to hold volatile assets, a form of trading gamification, influence retail investors’ risk-taking behavior. A sample of 605 participants from four countries traded a virtual asset on an experimental platform. The gamified platform incorporates digital nudges, such as achievement badges and motivational prompts, explicitly designed to encourage holding decisions. We find that nudges significantly amplify risk-taking, particularly in high-volatility environments. The effect is most pronounced among inexperienced traders with lower financial literacy, with a one standard deviation increase in financial literacy reducing the impact by 56%.

我们进行了一项随机在线实验，以检验持有波动性资产（一种交易游戏化形式）的数字推动如何影响散户投资者的冒险行为。来自四个国家的605名参与者在一个实验平台上交易虚拟资产。游戏化平台整合了数字推动，如成就徽章和激励提示，明确设计用于鼓励持有决策。我们发现，推动显著放大了风险承担，尤其是在高波动性环境中。这种影响在缺乏经验、金融知识水平较低的交易员中最为明显，金融知识水平每提高一个标准差，其影响就会降低56%。

引用次数: 0

Impression management by Indian female entrepreneurs: Mitigating investor bias in early-stage funding 印度女企业家的印象管理：减轻早期融资中的投资者偏见

IF 4.3 2区经济学 Q1 BUSINESS, FINANCE

Journal of Behavioral and Experimental Finance

Pub Date : 2025-06-01 Epub Date: 2025-05-24 DOI: 10.1016/j.jbef.2025.101064

Ashish Vazirani , Soumya Sarkar , Mayank Jyotsna Soni , Titas Bhattacharjee , Mousumi Singha Mahapatra

Despite growing recognition of female entrepreneurship, gender bias from investors continues to impede access to early-stage funding. As a countermeasure, female entrepreneurs often employ impression management (IM) techniques to shape investor perceptions and improve the prospects of funding. Yet, empirical investigations into the efficacy of such strategies remains nascent. This study examines the influence of IM on investor decision-making in the context of Indian female entrepreneurs. Employing an experimental design, 234 participants evaluated investment proposals online, yielding 694 notional investment decisions. Results from t-tests reveal a statistically significant bias against women entrepreneurs. However, findings also demonstrate IM strategies can attenuate this bias, particularly when coupled with favorable combinations of risk coverage and return potential. The study contributes to the literature on entrepreneurial finance and gender by offering evidence-based insights into the conditions under which IM may be most effective for females.

尽管越来越多的人认识到女性创业，但投资者的性别偏见仍然阻碍着获得早期融资。作为对策，女性企业家经常采用印象管理（IM）技术来塑造投资者的看法和改善融资前景。然而，对这些策略有效性的实证调查仍处于起步阶段。本研究考察了在印度女性企业家的背景下，IM对投资者决策的影响。采用实验设计，234名参与者在线评估投资建议，产生694个名义投资决策。t检验的结果显示，统计上对女性企业家存在显著的偏见。然而，研究结果也表明，即时投资策略可以减轻这种偏见，特别是在风险覆盖和回报潜力的有利组合下。该研究通过提供基于证据的见解来了解IM可能对女性最有效的条件，从而对创业融资和性别的文献做出了贡献。

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引用次数: 0

Images and investment: Experimental evidence on the effects of visual stimuli on financial decisions 图像与投资：视觉刺激对财务决策影响的实验证据

IF 4.3 2区经济学 Q1 BUSINESS, FINANCE

Journal of Behavioral and Experimental Finance

Pub Date : 2025-06-01 Epub Date: 2025-03-19 DOI: 10.1016/j.jbef.2025.101041

Koen van Boxel , Philipp Decke , Sven Nolte , Judith C. Schneider

We investigate the effect of emotional images on financial decision-making in an incentivized and pre-registered experiment. Utilizing a set of images rated on the emotional dimensions of valence and arousal from the Open Affective Standardized Image Set (OASIS) (Kurdi et al., 2017), we develop an experimental framework that can be easily applied to other contexts such as the use of images in corporate reporting. Further, we introduce a set of nature-related images which are pervasive in the advertisement of sustainable investment products. We show that negative images cause lower investments in risky mutual funds compared to neutral images, while positive images do not exhibit the opposite effect. Nature-related images do not cause investors to invest more than comparable non-nature images. Our results offer insights for financial regulators who are concerned with the impact of selective company disclosure and providers of financial products about the influence on emotional images on financial decisions.

我们在一个激励和预注册的实验中研究了情绪图像对财务决策的影响。利用开放情感标准化图像集（OASIS）（Kurdi等人，2017）中对效价和唤醒的情感维度进行评级的一组图像，我们开发了一个实验框架，可以很容易地应用于其他环境，例如在公司报告中使用图像。进一步，我们引入了一组在可持续投资产品广告中普遍存在的与自然相关的图像。我们发现，与中性形象相比，负面形象会导致风险共同基金的投资减少，而正面形象则不会表现出相反的效果。与自然相关的图像并不会比类似的非自然图像引起投资者更多的投资。我们的研究结果为关注选择性公司披露影响的金融监管机构和金融产品提供商提供了有关情感形象对财务决策影响的见解。

引用次数: 0

Investor sentiment and cross-section of cryptocurrency returns 投资者情绪和加密货币回报的横截面

IF 4.3 2区经济学 Q1 BUSINESS, FINANCE

Journal of Behavioral and Experimental Finance

Pub Date : 2025-06-01 Epub Date: 2025-03-21 DOI: 10.1016/j.jbef.2025.101043

SeungOh Han

This study investigates the cross-sectional pricing of sentiment risk in cryptocurrencies, defined as price sensitivity to changes in the Crypto Fear and Greed Index, from November 2018 to July 2024. Controlling for market, size, reversal, and liquidity factors, cryptocurrencies with intermediate sentiment risk yield a risk-adjusted weekly return 3.57% higher than those with low or high risk, revealing a negative sentiment risk premium in cryptocurrencies with high positive sentiment beta. This negative risk premium is partially attributed to overpayment for lottery-like cryptocurrencies. These findings remain robust across cross-sectional regressions, various quantile portfolios, alternative risk factors, and diverse illiquidity measures.

本研究调查了2018年11月至2024年7月期间加密货币情绪风险的横截面定价，定义为对加密货币恐惧和贪婪指数变化的价格敏感性。在控制市场、规模、反转和流动性因素后，具有中等情绪风险的加密货币的风险调整周收益率比具有低风险或高风险的加密货币高3.57%，这表明具有高积极情绪beta的加密货币存在负情绪风险溢价。这种负风险溢价部分归因于对类似彩票的加密货币的超额支付。这些发现在横截面回归、各种分位数组合、替代风险因素和各种非流动性措施中都保持稳健。

引用次数: 0

Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach 评估供应链代币与其他资产之间的联系：来自时频分位数连通性方法的证据

IF 4.3 2区经济学 Q1 BUSINESS, FINANCE

Journal of Behavioral and Experimental Finance

Pub Date : 2025-06-01 Epub Date: 2025-03-01 DOI: 10.1016/j.jbef.2025.101029

Marouene Mbarek , Badreddine Msolli

This study assesses return spillovers and hedging dynamics between supply chain tokens and traditional assets, including equities, currencies, bonds, gold, oil, and Bitcoin, using a time-frequency quantile connectedness approach. Findings reveal that while supply chain tokens exhibit weak connectedness with traditional assets during stable periods, heightened market volatility, such as during the COVID-19 pandemic, significantly increases return spillovers, particularly from equities and Bitcoin. Supply chain tokens offer some diversification potential, especially when paired with oil (WTI), but their effectiveness as hedging instruments varies by time horizon and market conditions. Optimal portfolio weights and hedge ratios suggest that investors should dynamically adjust allocations to mitigate risks effectively, particularly during market instability. These insights emphasize the need for adaptable portfolio strategies when integrating supply chain tokens with traditional assets.

本研究使用时频分位数连通性方法评估了供应链代币与传统资产（包括股票、货币、债券、黄金、石油和比特币）之间的回报溢出效应和对冲动态。调查结果显示，虽然供应链代币在稳定时期与传统资产的关联性较弱，但市场波动加剧（例如在2019冠状病毒病大流行期间）会显著增加回报溢出效应，尤其是来自股票和比特币的溢出效应。供应链代币提供了一些多样化的潜力，特别是当与石油（WTI）配对时，但它们作为对冲工具的有效性因时间范围和市场条件而异。最优投资组合权重和对冲比率表明，投资者应动态调整配置，以有效降低风险，特别是在市场不稳定时期。这些见解强调了在将供应链代币与传统资产集成时需要适应性强的投资组合策略。

引用次数: 0

Leading safely: The impact of generalist CEOs on workplace safety 安全领导：多面手ceo对工作场所安全的影响

IF 4.3 2区经济学 Q1 BUSINESS, FINANCE

Journal of Behavioral and Experimental Finance

Pub Date : 2025-06-01 Epub Date: 2025-04-24 DOI: 10.1016/j.jbef.2025.101056

Tony Xiaochi Zhang , Alexander Molchanov , Harvey Nguyen , Mia Hang Pham

Businesses are expected to operate as responsible corporate entities, with employee safety serving as a cornerstone of this responsibility. Executives, as corporate leaders, bear moral and ethical obligations to ensure the well-being of their workforce. Drawing on human capital and upper echelons theories, we examine the influence of executives' transferable skills on workplace safety outcomes. We find that chief executive officers (CEOs) with general managerial human capital significantly contribute to the creation of safer work environments. The relation is more pronounced in firms facing financing constraints or intense market competition. These CEOs improve safety outcomes by making more prudent labor investment decisions, reducing employee workloads, and maintaining high information quality. Overall, our study underscores the pivotal role of CEOs' general managerial human capital in promoting employee well-being and mitigating the potential adverse consequences of occupational hazards on firm performance. JEL classification: J28; M12; M54

企业应作为负责任的企业实体运营，员工安全是这一责任的基石。高管作为企业领导者，承担着道德和伦理义务，以确保其员工的福祉。利用人力资本和上层理论，我们研究了高管的可转移技能对工作场所安全结果的影响。我们发现，拥有一般管理人力资本的首席执行官（ceo）对创造更安全的工作环境做出了重大贡献。这种关系在面临融资约束或激烈市场竞争的企业中更为明显。这些首席执行官通过做出更谨慎的劳动力投资决策、减少员工工作量和保持高信息质量来改善安全结果。总体而言，我们的研究强调了ceo的一般管理人力资本在促进员工福祉和减轻职业危害对公司绩效的潜在不利影响方面的关键作用。JEL分类：J28；M12;M54

引用次数: 0

The impact of peer returns in social trading 同伴回报在社会交易中的影响

IF 4.3 2区经济学 Q1 BUSINESS, FINANCE

Journal of Behavioral and Experimental Finance

Pub Date : 2025-06-01 Epub Date: 2025-05-16 DOI: 10.1016/j.jbef.2025.101057

Nina Klocke , Daniel Müller-Okesson , Tim Hasso , Matthias Pelster

This paper studies the impact of peers’ performance on social traders’ trading behavior. We analyze a large sample of trading records from a social trading brokerage service that allows its investors to interact with their peers in a social-media-like setting. We investigate how individuals’ trading activities change with respect to the outcomes of their peers in the network. We show that investors’ trading activities increase in their peers’ trading performance. As a result, the trading performance decreases, and the volatility of returns increases. We exploit plausibly unexpected performance shocks to address the endogeneity concern inherent in the analysis of peer effects.

本文研究同伴绩效对社会交易者交易行为的影响。我们分析了来自社交交易经纪服务的大量交易记录样本，该服务允许投资者在类似社交媒体的环境中与同行互动。我们调查了个人的交易活动如何随着网络中同伴的结果而变化。我们表明，投资者的交易活动增加了他们的同行的交易业绩。因此，交易绩效下降，收益波动性增大。我们利用看似意外的绩效冲击来解决同行效应分析中固有的内生性问题。

引用次数: 0

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Journal of Behavioral and Experimental Finance

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