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 3 11 527 3 14 51 1,457
Asset Pricing with Liquidity Risk 2 2 2 431 7 14 40 1,350
Asset Pricing with Liquidity Risk 1 5 6 275 3 14 47 786
Betting Against Beta 1 3 20 162 3 12 69 728
Betting Against Beta 0 1 2 5 1 8 22 44
Buffett's Alpha 2 7 18 119 9 37 73 326
Buffett’s Alpha 0 3 16 84 2 18 120 327
Carry 0 0 0 49 1 2 10 188
Carry 0 0 2 33 0 2 17 201
Carry Trades and Currency Crashes 2 6 18 602 4 23 101 2,075
Demand-Based Option Pricing 0 0 0 120 0 1 14 496
Demand-Based Option Pricing 0 0 0 97 0 1 18 480
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 2 30 0 1 13 125
Dynamic Trading with Predictable Returns and Transaction Costs 0 2 9 100 1 5 19 279
Early Option Exercise: Never Say Never 0 0 1 14 0 7 30 108
Efficiently Inefficient Markets for Assets and Asset Management 0 0 3 68 2 5 24 172
Embedded Leverage 0 0 0 32 0 3 18 161
Generalized Recovery 0 1 1 11 0 2 17 59
How Sovereign is Sovereign Credit Risk? 0 0 2 289 0 4 27 851
Liquidity and Asset Prices 1 2 15 169 3 6 30 306
Liquidity and Risk Management 0 0 3 216 1 2 16 431
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 1 35 2 7 21 161
Market Liquidity and Funding Liquidity 2 4 12 732 7 32 107 2,596
Market Liquidity and Funding Liquidity 2 2 7 193 8 25 78 813
Market liquidity and funding liquidity 3 3 8 38 7 25 89 283
Measuring Systemic Risk 1 3 17 559 8 19 115 1,300
Measuring systemic risk 4 9 47 1,048 25 52 182 3,351
Monitoring Leverage 0 0 5 131 1 8 30 373
Over-the-Counter Markets 0 1 1 214 1 5 12 731
Predatory Trading 0 0 1 90 3 7 23 427
Predatory Trading 0 1 1 115 3 7 25 569
Predatory Trading 0 0 4 199 3 14 93 717
Principal Portfolios 3 3 3 3 5 5 5 5
Slow Moving Capital 0 0 1 76 4 6 16 298
Slow Moving Capital 0 0 1 55 2 4 19 241
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 25 1 2 20 155
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 75 1 2 9 336
Two Monetary Tools: Interest-Rates and Haircuts 0 0 1 16 1 3 10 78
Valuation in Dynamic Bargaining Markets 0 0 0 1 0 3 5 208
Valuation in Over-the-Counter Markets 0 0 0 135 0 2 11 472
Valuation in Over-the-Counter Markets 0 0 0 41 0 2 11 213
When Everyone Runs for the Exit 0 0 1 83 0 2 12 321
When Everyone Runs for the Exit 0 1 3 31 0 4 14 130
Total Working Papers 24 62 247 7,328 122 417 1,683 24,728


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 59 0 2 8 280
Asset pricing with liquidity risk 5 16 39 876 17 57 194 2,718
Betting against beta 0 7 26 156 9 45 156 833
Demand-Based Option Pricing 0 0 1 48 1 2 25 331
Dynamic Trading with Predictable Returns and Transaction Costs 1 2 4 36 1 5 19 138
Dynamic portfolio choice with frictions 0 0 2 12 0 4 13 55
Early option exercise: Never say never 0 0 0 6 2 6 12 46
How Sovereign Is Sovereign Credit Risk? 0 2 30 387 6 19 134 1,230
Liquidity and Asset Prices 1 2 3 33 3 7 16 115
Liquidity and Risk Management 0 0 1 88 1 5 13 341
Margin-based Asset Pricing and Deviations from the Law of One Price 0 1 5 63 7 15 39 328
Market Liquidity and Funding Liquidity 10 26 65 674 35 100 279 2,409
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 0 239 2 4 13 661
Over-the-Counter Markets 0 0 1 372 2 6 32 1,255
Predatory Trading 0 1 1 251 5 19 103 973
Securities lending, shorting, and pricing 3 6 13 314 5 14 35 795
Slow Moving Capital 1 3 5 79 5 11 26 377
Time series momentum 10 26 72 242 26 65 203 976
Valuation in Over-the-Counter Markets 1 2 4 55 1 6 17 240
Value and Momentum Everywhere 3 11 23 99 12 39 96 504
When Everyone Runs for the Exit 0 0 5 73 1 2 27 310
Total Journal Articles 35 105 301 4,162 141 433 1,460 14,915


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 20 94 206
Market Liquidity 0 0 0 0 1 2 11 43
Market Liquidity 0 0 0 0 0 6 18 72
Total Books 0 0 0 0 5 28 123 321


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 2 7 219 5 10 46 650
How to Calculate Systemic Risk Surcharges 0 0 0 88 1 3 14 245
Introduction 0 0 0 46 0 1 6 93
Monitoring Leverage 0 0 1 20 1 4 16 75
TAXING SYSTEMIC RISK 0 1 11 53 3 6 25 134
Two Monetary Tools: Interest Rates and Haircuts 1 3 6 103 6 10 29 331
Total Chapters 2 6 25 529 16 34 136 1,528


Statistics updated 2020-07-04