We usually don't pursue a PhD in behavioral finance, what we do is to use behavioral finance for our PhDs.
For example, I'm a Marketing PhD student, and people in Marketing research use a lot of stuff from behavioral finance to study consumer's economic decision-making.
You should be able to find a lot of research related to behavioral finance in business-related PhD programs, even if they don't use the label "behavioral finance". I've also seen at my university a PhD student from the MIS using behavioral finance, for example.