8
H index
8
i10 index
447
Citations
University of Washington | 8 H index 8 i10 index 447 Citations RESEARCH PRODUCTION: 9 Articles 8 Papers RESEARCH ACTIVITY: 18 years (2003 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pwe308 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mark M. Westerfield. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 3 |
Journal of Financial Economics | 2 |
Journal of Economic Theory | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
Year | Title of citing document |
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2023 | Volatility forecasting with machine learning and intraday commonality. (2022). Zhang, Chao ; Qian, Zhongmin ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2202.08962. Full description at Econpapers || Download paper |
2024 | Ignorance Is Bliss: The Screening Effect of (Noisy) Information. (2023). Zhang, Gaoqing ; Wu, Yufeng ; Wang, Wenyu ; Feng, Felix Zhiyu. In: Papers. RePEc:arx:papers:2302.11128. Full description at Econpapers || Download paper |
2024 | Motives for Delegating Financial Decisions. (2023). Weidenholzer, Simon ; Friedman, Daniel ; Freer, Mikhail. In: Papers. RePEc:arx:papers:2309.03419. Full description at Econpapers || Download paper |
2023 | Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot. (2023). Jacka, Saul D ; Gupta, Puru. In: Papers. RePEc:arx:papers:2309.16047. Full description at Econpapers || Download paper |
2024 | Despite Absolute Information Advantages, All Investors Incur Welfare Loss. (2024). Ye, QI ; Liang, Zongxia. In: Papers. RePEc:arx:papers:2405.08822. Full description at Econpapers || Download paper |
2023 | Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23. Full description at Econpapers || Download paper |
2023 | The Complementarity Between Signal Informativeness and Monitoring. (2023). Sahuguet, Nicolas ; Chaigneau, Pierre. In: Journal of Accounting Research. RePEc:bla:joares:v:61:y:2023:i:1:p:141-185. Full description at Econpapers || Download paper |
2023 | Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001869. Full description at Econpapers || Download paper |
2024 | Financial resource pooling in club deals. (2024). Faverzani, Lara. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001876. Full description at Econpapers || Download paper |
2023 | Hedge funds trading strategies and leverage. (2023). Mu, Congming ; Lu, Lei ; Liu, Wenqiong ; Huang, Wenli. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s016518892300043x. Full description at Econpapers || Download paper |
2023 | Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173. Full description at Econpapers || Download paper |
2023 | Market selection and learning under model misspecification. (2023). Bottazzi, Giulio ; Giachini, Daniele ; Ottaviani, Matteo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001458. Full description at Econpapers || Download paper |
2024 | The effect of regime-switching transaction costs and cash dividends on liquidity premia. (2024). Kim, Taeyoon ; Jang, Bong-Gyu ; Chae, Jiwon. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001182. Full description at Econpapers || Download paper |
2023 | Take your time: How delayed information and restricted decision opportunities improve belief formation in investment decisions. (2023). Rieskamp, Jorg ; Heinke, Steve ; Trutmann, Kevin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006195. Full description at Econpapers || Download paper |
2023 | Robust leverage choice of hedge funds with rare disasters. (2023). Luo, Deqing ; Yan, Qianhui ; Mu, Congming. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000636. Full description at Econpapers || Download paper |
2023 | Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper |
2023 | Optimal financing and investment strategies under asymmetric information on liquidation value. (2023). Shibata, Takashi ; Nishihara, Michi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002898. Full description at Econpapers || Download paper |
2023 | MyPortfolio: The IKEA effect in financial investment decisions. (2023). Mill, Wladislaw ; Gamm, Fabian ; Brunner, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622001236. Full description at Econpapers || Download paper |
2023 | Motivated beliefs, social preferences, and limited liability in financial decision-Making. (2023). Bosch-Rosa, Ciril ; Ahrens, Steffen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623000717. Full description at Econpapers || Download paper |
2023 | Some gains are riskier than others: Volatility changes and the disposition effect. (2023). Vasudevan, Ellapulli V. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:68-81. Full description at Econpapers || Download paper |
2024 | Integrating narrow and wide framing disposition effect: A novel approach incorporating perceived risk and realized asset performance. (2024). Mazzucchelli, Lorenzo ; Guizzardi, Andrea ; Ballestra, Luca Vincenzo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:422-432. Full description at Econpapers || Download paper |
2023 | Renegotiation and dynamic inconsistency: Contracting with non-exponential discounting. (2023). Urgun, Can ; Feng, Felix Zhiyu ; Cetemen, Doruk. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000029. Full description at Econpapers || Download paper |
2024 | Getting tired of your friends: The dynamics of venture capital relationships. (2024). Hellmann, Thomas ; Du, Qianqian. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000160. Full description at Econpapers || Download paper |
2024 | Do you have a choice?: Implications for belief updating and the disposition effect. (2024). Bachmann, Kremena. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:102:y:2024:i:c:s0167487024000266. Full description at Econpapers || Download paper |
2023 | Level-k predatory trading. (2023). Teeple, Keisuke. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:106:y:2023:i:c:s030440682300040x. Full description at Econpapers || Download paper |
2023 | Managerial disposition effect: Evidence from China. (2023). Zhou, Lin ; Zhang, Guanglong ; Wang, Kemin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300032x. Full description at Econpapers || Download paper |
2023 | How does the COVID-19 pandemic change the disposition effect in fund investors?. (2023). Zheng, Yijing ; Yu, Bin ; Li, Hongze ; Jin, Xuejun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001907. Full description at Econpapers || Download paper |
2024 | Strategic asset allocation with distorted beliefs. (2024). Wei, Tzu-Wen ; Hung, Mao-Wei ; Chung, San-Lin ; Yeh, Chung-Ying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:804-831. Full description at Econpapers || Download paper |
2023 | When do robo-advisors make us better investors? The impact of social design elements on investor behavior. (2023). Spann, Martin ; Morana, Stefan ; Back, Camila. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:103:y:2023:i:c:s2214804323000101. Full description at Econpapers || Download paper |
2023 | Smallholders Are Not the Same: Under the Hood of Kosovo Agriculture. (2023). Davidova, Sophia ; Kostov, Philip. In: Land. RePEc:gam:jlands:v:12:y:2023:i:1:p:146-:d:1022319. Full description at Econpapers || Download paper |
2023 | Delegation Decisions in Finance. (2023). Wengstrom, Erik ; Stefan, Matthias ; Kirchler, Michael ; Holmen, Martin ; Holzmeister, Felix. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4828-4844. Full description at Econpapers || Download paper |
2023 | At the Top of the Mind: Peak Prices and the Disposition Effect. (2023). Gathergood, John ; Stewart, Neil ; Loewenstein, George ; Hume, David ; Quispe-Torreblanca, Edika. In: Discussion Papers. RePEc:not:notcdx:2023-09. Full description at Econpapers || Download paper |
2024 | Do Nonfinancial Firms Use Financial Assets to Take Risk?. (2024). Duchin, Ran ; Chen, Zhiyao. In: The Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:13:y:2024:i:1:p:1-37.. Full description at Econpapers || Download paper |
2023 | Trade-offs in the design of financial algorithms. (2023). Giannetti, Caterina ; Gaudeul, Alexia. In: Discussion Papers. RePEc:pie:dsedps:2023/288. Full description at Econpapers || Download paper |
2023 | A Rational Theory for Disposition Effects. (). Xu, Jing ; Liu, Hong ; Dai, Min ; Jiang, Yipeng. In: Review of Economic Dynamics. RePEc:red:issued:20-172. Full description at Econpapers || Download paper |
2023 | The Impact of Behavioral Biases on Individuals’ Financial Choices under Uncertainty: An Empirical Approach. (2023). Kundu, Kaushik ; Banerji, Joyita ; Alam, Parveen Ahmed. In: Business Perspectives and Research. RePEc:sae:busper:v:11:y:2023:i:3:p:401-424. Full description at Econpapers || Download paper |
2023 | Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints. (2023). Laurini, Fabrizio ; Gandolfi, Gino ; Arcuri, Maria Cristina. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:2:d:10.1007_s10100-022-00821-5. Full description at Econpapers || Download paper |
2023 | All is not lost that is delayed: overconfidence and investment outcomes. (2023). Volkmann, Christine ; Theissen, Erik ; Schweder, Felix ; Bongard, Inga ; Betzer, Andre. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:7:d:10.1007_s11846-022-00578-w. Full description at Econpapers || Download paper |
2023 | Market selection and learning under model misspecification. (2023). Bottazzi, Giulio ; Ottaviani, Matteo ; Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/18. Full description at Econpapers || Download paper |
2024 | A meta-analysis of disposition effect experiments. (2024). Cheung, Stephen. In: Working Papers. RePEc:syd:wpaper:2024-02. Full description at Econpapers || Download paper |
2023 | Termination as an incentive device. (2022). Zhang, Yuzhe ; Grochulski, Borys. In: Theoretical Economics. RePEc:the:publsh:3881. Full description at Econpapers || Download paper |
2024 | Relational enforcement. (2023). Knoepfle, Jan ; Wagner, Peter. In: Theoretical Economics. RePEc:the:publsh:5183. Full description at Econpapers || Download paper |
2023 | Art collectors as venture capitalists. (2023). Kräussl, Roman ; Kraussl, Roman ; Whitaker, Amy. In: CFS Working Paper Series. RePEc:zbw:cfswop:696. Full description at Econpapers || Download paper |
2023 | How speculative asset characteristics shape retail investors selling behavior. (2023). Loos, Benjamin ; Weber, Martin ; Bernard, Sabine Esther. In: SAFE Working Paper Series. RePEc:zbw:safewp:378. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2006 | The Price Impact and Survival of Irrational Traders In: Journal of Finance. [Full Text][Citation analysis] | article | 135 |
2004 | Price Impact and Survival of Irrational Traders.(2004) In: FAME Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
2003 | The Price Impact and Survival of Irrational Traders.(2003) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
2003 | The Price Impact and Survival of Irrational Traders.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
2009 | High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice In: Journal of Finance. [Full Text][Citation analysis] | article | 71 |
2016 | Looking for Someone to Blame: Delegation, Cognitive Dissonance, and the Disposition Effect In: Journal of Finance. [Full Text][Citation analysis] | article | 93 |
2016 | Optimal dynamic contracts with moral hazard and costly monitoring In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 26 |
2017 | Market selection In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 15 |
2009 | Market Selection.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2009 | Market Selection.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2015 | Resource accumulation through economic ties: Evidence from venture capital In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 26 |
2021 | Dynamic resource allocation with hidden volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1 |
2006 | Disagreement and learning in a dynamic contracting model In: Staff Reports. [Full Text][Citation analysis] | paper | 27 |
2009 | Disagreement and Learning in a Dynamic Contracting Model.(2009) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2007 | Disagreement and Learning in a Dynamic Contracting Model.(2007) In: 2007 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2014 | Portfolio Choice with Illiquid Assets In: Management Science. [Full Text][Citation analysis] | article | 53 |
2013 | Portfolio Choice with Illiquid Assets.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper |
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