Access Statistics for Lasse Heje Pedersen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing with Liquidity Risk 0 1 2 286 1 17 26 880
Asset Pricing with Liquidity Risk 0 0 1 546 2 4 8 1,554
Asset Pricing with Liquidity Risk 0 0 0 438 0 5 9 1,435
Betting Against Beta 0 0 1 178 1 2 8 848
Betting Against Beta 0 1 3 17 1 2 19 146
Betting Against Correlation: Testing Theories of the Low-Risk Effect 0 0 2 55 0 0 23 174
Buffett's Alpha 0 0 4 171 0 3 28 577
Buffett?s Alpha 0 1 2 117 0 7 18 475
Carry 0 0 5 67 1 1 15 281
Carry 0 1 4 44 0 1 26 332
Carry Trades and Currency Crashes 0 2 4 6 0 2 4 11
Carry Trades and Currency Crashes 0 0 5 639 2 5 23 2,295
Deep Value 0 0 1 45 2 3 14 164
Demand-Based Option Pricing 0 0 0 100 0 1 4 505
Demand-Based Option Pricing 0 0 0 128 0 0 2 540
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 1 101 1 3 5 304
Dynamic Trading with Predictable Returns and Transaction Costs 0 1 2 33 1 4 5 153
Early Option Exercise: Never Say Never 0 0 0 15 0 1 1 180
Efficiently Inefficient Markets for Assets and Asset Management 0 0 3 81 0 0 8 233
Efficiently Inefficient Markets for Assets and Asset Management 0 0 0 17 0 0 1 84
Embedded Leverage 0 0 3 39 2 3 11 230
Generalized Recovery 0 0 0 12 0 1 4 80
Generalized Recovery 0 0 0 15 0 0 1 73
How Sovereign is Sovereign Credit Risk? 0 0 3 305 1 1 8 909
Is There A Replication Crisis In Finance? 1 4 12 74 2 11 47 318
Liquidity and Asset Prices 1 1 3 186 1 1 9 373
Liquidity and Risk Management 0 0 1 219 0 1 3 453
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 1 39 1 1 6 202
Market Liquidity and Funding Liquidity 0 1 3 749 3 7 23 2,857
Market Liquidity and Funding Liquidity 0 1 4 208 1 5 24 978
Market liquidity and funding liquidity 0 1 6 60 1 4 19 461
Measuring Systemic Risk 0 0 3 582 1 7 23 1,508
Measuring systemic risk 0 1 3 1,107 4 6 22 3,840
Monitoring Leverage 0 0 1 140 0 0 5 438
Over-the-Counter Markets 0 0 0 217 0 1 2 756
Predatory Trading 0 0 1 202 0 2 14 782
Predatory Trading 0 0 2 95 1 1 6 475
Predatory Trading 0 0 0 118 0 0 0 602
Principal Portfolios 0 0 0 26 0 0 2 78
Principal Portfolios 0 0 1 22 0 1 5 92
Risk Everywhere: Modeling and Managing Volatility 0 0 2 79 1 4 13 171
Size Matters, if You Control Your Junk 0 2 5 41 1 5 24 256
Slow Moving Capital 0 0 2 60 2 3 7 271
Slow Moving Capital 0 0 0 78 1 3 4 334
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 94 0 2 4 402
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 30 0 1 2 181
Two Monetary Tools: Interest-Rates and Haircuts 0 0 1 23 1 3 11 126
Valuation in Dynamic Bargaining Markets 0 0 0 1 0 1 1 217
Valuation in Over-the-Counter Markets 0 0 0 136 0 0 0 484
Valuation in Over-the-Counter Markets 0 0 0 41 0 0 1 229
When Everyone Runs for the Exit 0 0 0 84 0 0 1 336
When Everyone Runs for the Exit 0 0 0 31 0 1 3 159
Total Working Papers 2 18 98 8,197 36 137 552 29,842

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adverse Selection and the Required Return 0 0 2 68 0 0 2 303
Asset pricing with liquidity risk 4 9 26 1,012 9 22 77 3,287
Betting against beta 0 0 10 232 2 6 45 1,270
Betting against correlation: Testing theories of the low-risk effect 0 0 6 58 1 1 25 216
Carry 2 6 33 652 3 14 84 1,585
Demand-Based Option Pricing 0 2 5 75 2 6 22 464
Dynamic Trading with Predictable Returns and Transaction Costs 1 2 5 52 3 5 10 192
Dynamic portfolio choice with frictions 2 4 9 43 4 9 21 140
Early option exercise: Never say never 0 0 0 7 0 0 1 98
Economics with Market Liquidity Risk 0 0 2 24 1 1 9 81
Efficiently Inefficient Markets for Assets and Asset Management 0 0 2 36 0 1 8 138
Embedded Leverage 0 1 4 11 2 4 15 38
Generalized recovery 0 0 0 8 0 0 0 78
How Sovereign Is Sovereign Credit Risk? 3 4 6 436 6 12 31 1,431
Liquidity and Asset Prices 2 2 5 58 3 6 21 203
Liquidity and Risk Management 0 0 2 94 0 0 6 384
Margin-based Asset Pricing and Deviations from the Law of One Price 0 0 4 71 2 3 14 397
Market Liquidity and Funding Liquidity 5 14 50 888 11 36 173 3,354
Measuring Systemic Risk 6 13 27 483 10 34 112 1,586
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 2 6 251 1 3 10 697
Over-the-Counter Markets 1 2 8 396 6 9 31 1,397
Predatory Trading 2 3 10 301 3 7 48 1,218
Quality minus junk 1 5 21 158 7 29 89 775
Responsible investing: The ESG-efficient frontier 6 11 77 507 23 39 257 1,482
Risk Everywhere: Modeling and Managing Volatility 0 0 1 27 0 1 7 111
Securities lending, shorting, and pricing 0 1 7 391 0 3 19 960
Size matters, if you control your junk 0 0 7 32 0 3 33 193
Slow Moving Capital 0 0 0 91 5 5 15 479
Time series momentum 2 11 38 508 8 29 124 1,764
Valuation in Over-the-Counter Markets 0 0 1 63 1 3 6 289
Value and Momentum Everywhere 0 1 7 166 2 5 49 803
When Everyone Runs for the Exit 0 0 0 77 0 2 5 352
Total Journal Articles 37 93 381 7,276 115 298 1,369 25,765

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined 0 0 0 0 2 5 27 502
Market Liquidity 0 0 0 0 0 1 3 61
Market Liquidity 0 0 0 0 0 3 9 168
Total Books 0 0 0 0 2 9 39 731

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Carry Trades and Currency Crashes 1 1 9 255 8 17 80 923
How to Calculate Systemic Risk Surcharges 0 0 2 92 0 0 4 281
Introduction 0 0 0 47 0 1 2 112
Monitoring Leverage 0 0 0 23 0 0 1 96
TAXING SYSTEMIC RISK 0 0 3 66 1 3 6 182
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 114 0 0 4 368
Total Chapters 1 1 15 597 9 21 97 1,962

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Statistics updated 2025-05-12