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 0 1 546 2 4 12 1,558
Asset Pricing with Liquidity Risk 0 0 2 286 1 6 30 886
Asset Pricing with Liquidity Risk 0 0 0 438 0 1 9 1,436
Betting Against Beta 0 0 2 17 1 3 21 149
Betting Against Beta 1 1 2 179 1 2 8 850
Betting Against Correlation: Testing Theories of the Low-Risk Effect 0 1 1 56 1 2 16 176
Buffett's Alpha 0 0 3 171 3 5 28 582
Buffett?s Alpha 0 2 3 119 1 5 17 480
Carry 0 0 5 67 1 1 10 282
Carry 1 1 5 45 3 5 22 337
Carry Trades and Currency Crashes 0 0 4 6 0 1 5 12
Carry Trades and Currency Crashes 0 1 4 640 0 7 25 2,302
Deep Value 1 1 2 46 1 1 11 165
Demand-Based Option Pricing 1 2 2 102 1 2 6 507
Demand-Based Option Pricing 0 1 1 129 1 2 3 542
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 2 33 0 0 5 153
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 1 101 0 0 5 304
Early Option Exercise: Never Say Never 0 0 0 15 0 0 1 180
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 81 0 1 6 234
Efficiently Inefficient Markets for Assets and Asset Management 0 1 1 18 0 2 3 86
Embedded Leverage 0 0 0 39 0 0 7 230
Generalized Recovery 0 0 0 12 0 0 4 80
Generalized Recovery 0 0 0 15 0 0 0 73
How Sovereign is Sovereign Credit Risk? 0 1 2 306 0 1 6 910
Is There A Replication Crisis In Finance? 0 2 11 76 2 8 42 326
Liquidity and Asset Prices 2 2 5 188 3 4 10 377
Liquidity and Risk Management 0 0 1 219 0 0 3 453
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 1 39 1 4 9 206
Market Liquidity and Funding Liquidity 0 1 4 750 1 4 19 2,861
Market Liquidity and Funding Liquidity 0 2 6 210 1 11 28 989
Market liquidity and funding liquidity 0 1 6 61 0 3 18 464
Measuring Systemic Risk 0 0 2 582 1 5 24 1,513
Measuring systemic risk 0 3 5 1,110 1 14 30 3,854
Monitoring Leverage 0 0 0 140 1 1 2 439
Over-the-Counter Markets 0 0 0 217 1 1 2 757
Predatory Trading 0 0 2 95 1 2 8 477
Predatory Trading 0 0 0 118 0 1 1 603
Predatory Trading 0 0 1 202 0 0 10 782
Principal Portfolios 1 1 2 23 2 3 7 95
Principal Portfolios 0 0 0 26 0 0 2 78
Risk Everywhere: Modeling and Managing Volatility 1 2 2 81 1 4 13 175
Size Matters, if You Control Your Junk 0 0 4 41 1 1 17 257
Slow Moving Capital 0 0 2 60 0 0 7 271
Slow Moving Capital 0 0 0 78 0 0 4 334
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 94 0 0 3 402
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 30 0 1 3 182
Two Monetary Tools: Interest-Rates and Haircuts 0 0 1 23 0 0 8 126
Valuation in Dynamic Bargaining Markets 0 0 0 1 0 0 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 4 160
Total Working Papers 8 26 100 8,223 34 119 537 29,961

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 1 68 0 0 1 303
Asset pricing with liquidity risk 3 3 24 1,015 7 17 73 3,304
Betting against beta 0 3 11 235 4 11 42 1,281
Betting against correlation: Testing theories of the low-risk effect 1 4 9 62 5 9 28 225
Carry 0 1 26 653 7 17 81 1,602
Demand-Based Option Pricing 0 1 5 76 4 11 27 475
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 4 52 1 6 15 198
Dynamic portfolio choice with frictions 0 2 8 45 2 6 22 146
Early option exercise: Never say never 0 0 0 7 0 0 0 98
Economics with Market Liquidity Risk 1 2 3 26 1 2 7 83
Efficiently Inefficient Markets for Assets and Asset Management 1 1 1 37 5 5 8 143
Embedded Leverage 0 0 3 11 0 1 10 39
Generalized recovery 0 1 1 9 2 3 3 81
How Sovereign Is Sovereign Credit Risk? 2 3 7 439 5 12 39 1,443
Liquidity and Asset Prices 1 1 6 59 2 8 25 211
Liquidity and Risk Management 0 0 1 94 0 1 2 385
Margin-based Asset Pricing and Deviations from the Law of One Price 0 1 3 72 0 4 12 401
Market Liquidity and Funding Liquidity 4 13 48 901 7 47 169 3,401
Measuring Systemic Risk 7 13 39 496 19 45 139 1,631
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 1 5 252 0 2 10 699
Over-the-Counter Markets 0 1 8 397 2 11 34 1,408
Predatory Trading 1 2 10 303 4 13 51 1,231
Quality minus junk 3 6 21 164 15 38 110 813
Responsible investing: The ESG-efficient frontier 5 14 65 521 17 47 224 1,529
Risk Everywhere: Modeling and Managing Volatility 0 0 1 27 0 1 7 112
Securities lending, shorting, and pricing 0 0 5 391 1 3 20 963
Size matters, if you control your junk 1 1 6 33 4 5 25 198
Slow Moving Capital 0 1 1 92 0 1 12 480
Time series momentum 4 14 43 522 21 55 140 1,819
Valuation in Over-the-Counter Markets 0 0 1 63 0 0 5 289
Value and Momentum Everywhere 0 1 7 167 3 11 45 814
When Everyone Runs for the Exit 0 0 0 77 0 1 5 353
Total Journal Articles 34 90 373 7,366 138 393 1,391 26,158

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 4 8 28 510
Market Liquidity 0 0 0 0 0 0 7 168
Market Liquidity 0 0 0 0 0 0 2 61
Total Books 0 0 0 0 4 8 37 739

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Carry Trades and Currency Crashes 0 2 10 257 2 8 76 931
How to Calculate Systemic Risk Surcharges 0 0 2 92 2 3 5 284
Introduction 0 1 1 48 1 3 5 115
Monitoring Leverage 0 1 1 24 0 1 2 97
TAXING SYSTEMIC RISK 0 0 3 66 0 0 6 182
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 114 0 0 3 368
Total Chapters 0 4 17 601 5 15 97 1,977

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Statistics updated 2025-08-05