Details about Mark M. Westerfield

Access statistics for papers by Mark M. Westerfield.

Last updated 2021-07-30. Update your information in the RePEc Author Service.

Short-id: pwe308

Working Papers

2013

1. Portfolio Choice with Illiquid Assets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (16)
   See also Journal Article Portfolio Choice with Illiquid Assets, Management Science, INFORMS (2014) View citations (38) (2014)

2009

2. Market Selection
   2009 Meeting Papers, Society for Economic Dynamics View citations (13)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (11)
   See also Journal Article Market selection, Journal of Economic Theory, Elsevier (2017) View citations (1) (2017)

2007

3. Disagreement and Learning in a Dynamic Contracting Model
   2007 Meeting Papers, Society for Economic Dynamics View citations (2)
   Also in Staff Reports, Federal Reserve Bank of New York (2006) View citations (2)
   See also Journal Article Disagreement and Learning in a Dynamic Contracting Model, The Review of Financial Studies, Society for Financial Studies (2009) View citations (25) (2009)

2004

4. Price Impact and Survival of Irrational Traders
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)
   Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003) View citations (15)
   NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (10)
   See also Journal Article The Price Impact and Survival of Irrational Traders, Journal of Finance, American Finance Association (2006) View citations (129) (2006)

Journal Articles

2021

1. Dynamic resource allocation with hidden volatility
   Journal of Financial Economics, 2021, 140, (2), 560-581 View citations (2)

2017

2. Market selection
   Journal of Economic Theory, 2017, 168, (C), 209-236 View citations (1)
   See also Working Paper Market Selection, 2009 Meeting Papers (2009) View citations (13) (2009)

2016

3. Looking for Someone to Blame: Delegation, Cognitive Dissonance, and the Disposition Effect
   Journal of Finance, 2016, 71, (1), 267-302 View citations (96)
4. Optimal dynamic contracts with moral hazard and costly monitoring
   Journal of Economic Theory, 2016, 166, (C), 242-281 View citations (28)

2015

5. Resource accumulation through economic ties: Evidence from venture capital
   Journal of Financial Economics, 2015, 118, (2), 245-267 View citations (26)

2014

6. Portfolio Choice with Illiquid Assets
   Management Science, 2014, 60, (11), 2737-2761 View citations (38)
   See also Working Paper Portfolio Choice with Illiquid Assets, NBER Working Papers (2013) View citations (16) (2013)

2009

7. Disagreement and Learning in a Dynamic Contracting Model
   The Review of Financial Studies, 2009, 22, (10), 3873-3906 View citations (25)
   See also Working Paper Disagreement and Learning in a Dynamic Contracting Model, 2007 Meeting Papers (2007) View citations (2) (2007)
8. High‐Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice
   Journal of Finance, 2009, 64, (1), 1-36 View citations (75)

2006

9. The Price Impact and Survival of Irrational Traders
   Journal of Finance, 2006, 61, (1), 195-229 View citations (129)
   See also Working Paper Price Impact and Survival of Irrational Traders, FAME Research Paper Series (2004) View citations (1) (2004)