In this class, we discuss frontier research in behavioral finance, a field that builds models that are psychologically more realistic than their predecessors in order to explain empirical facts in economics and finance. The course covers a wide range of research papers, both theoretical and empirical, so that by the end of the course, students become knowledgeable about market inefficiencies and some trading strategies implemented by hedge funds, psychology and human irrationalities, investor trading behavior, and basic tools that help people to make better investment and saving decisions. The class can be useful for graduate students from all divisions with strong analytical skills and some basic knowledge about economics and finance.