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 0 438 6 12 22 1,452
Asset Pricing with Liquidity Risk 0 1 3 288 7 13 39 902
Asset Pricing with Liquidity Risk 0 1 1 547 11 13 23 1,573
Betting Against Beta 0 1 3 19 9 17 24 168
Betting Against Beta 0 1 3 181 12 18 25 871
Betting Against Correlation: Testing Theories of the Low-Risk Effect 0 0 2 57 2 3 10 184
Buffett's Alpha 0 2 2 173 10 30 42 616
Buffett?s Alpha 0 1 4 120 4 12 30 498
Carry 1 2 2 69 6 12 15 295
Carry 0 0 2 45 6 14 28 359
Carry Trades and Currency Crashes 0 0 3 7 1 6 11 20
Carry Trades and Currency Crashes 0 0 3 642 5 9 28 2,318
Deep Value 0 0 1 46 2 5 10 171
Demand-Based Option Pricing 0 0 1 129 12 21 25 565
Demand-Based Option Pricing 1 1 3 103 11 18 23 527
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 1 102 24 75 84 385
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 1 33 6 16 20 169
Early Option Exercise: Never Say Never 0 0 0 15 6 7 9 188
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 18 5 6 8 92
Efficiently Inefficient Markets for Assets and Asset Management 1 1 1 82 4 5 8 241
Embedded Leverage 0 0 0 39 9 13 19 246
Generalized Recovery 0 0 0 12 3 5 7 86
Generalized Recovery 0 0 0 15 1 3 3 76
How Sovereign is Sovereign Credit Risk? 0 0 1 306 8 15 21 929
Is There A Replication Crisis In Finance? 0 5 15 85 6 38 66 373
Liquidity and Asset Prices 1 2 6 191 7 16 23 395
Liquidity and Risk Management 0 0 0 219 3 6 9 461
Margin-Based Asset Pricing and Deviations from the Law of One Price 2 2 3 42 7 15 21 222
Market Liquidity and Funding Liquidity 0 0 5 212 14 26 49 1,022
Market Liquidity and Funding Liquidity 3 5 7 755 24 41 67 2,917
Market liquidity and funding liquidity 0 0 6 65 2 5 19 476
Measuring Systemic Risk 0 1 2 584 7 11 28 1,529
Measuring systemic risk 0 1 5 1,111 32 103 130 3,964
Monitoring Leverage 0 0 0 140 4 5 6 444
Over-the-Counter Markets 0 0 0 217 8 16 20 775
Predatory Trading 0 0 0 95 2 10 16 490
Predatory Trading 1 1 3 205 4 4 12 792
Predatory Trading 0 0 0 118 13 29 32 634
Principal Portfolios 0 0 1 23 7 15 22 113
Principal Portfolios 0 0 0 26 5 6 9 87
Risk Everywhere: Modeling and Managing Volatility 0 2 5 84 3 13 27 194
Size Matters, if You Control Your Junk 0 0 2 41 6 12 25 276
Slow Moving Capital 0 0 0 78 9 12 18 349
Slow Moving Capital 0 0 0 60 2 6 12 280
Two Monetary Tools: Interest Rates and Haircuts 0 1 1 31 17 19 24 204
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 94 5 7 10 410
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 23 5 8 11 134
Valuation in Dynamic Bargaining Markets 0 0 0 1 6 8 10 226
Valuation in Over-the-Counter Markets 0 0 0 41 1 5 6 235
Valuation in Over-the-Counter Markets 0 0 0 136 3 8 8 492
When Everyone Runs for the Exit 0 0 0 84 6 13 14 350
When Everyone Runs for the Exit 0 0 0 31 14 16 19 177
Total Working Papers 10 31 99 8,278 392 821 1,247 30,952

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 0 68 2 5 5 308
Asset pricing with liquidity risk 2 9 25 1,028 16 95 174 3,439
Betting against beta 4 7 13 245 16 39 72 1,336
Betting against correlation: Testing theories of the low-risk effect 3 3 9 67 10 24 43 258
Carry 3 9 24 670 19 43 101 1,672
Demand-Based Option Pricing 0 4 7 80 5 16 42 500
Dynamic Trading with Predictable Returns and Transaction Costs 1 2 8 58 7 23 52 239
Dynamic portfolio choice with frictions 0 0 8 47 1 7 27 158
Early option exercise: Never say never 0 0 1 8 6 8 15 113
Economics with Market Liquidity Risk 0 1 3 27 4 6 12 92
Efficiently Inefficient Markets for Assets and Asset Management 0 0 2 38 2 5 15 152
Embedded Leverage 0 0 1 11 8 12 18 52
Generalized recovery 1 1 2 10 4 5 8 86
How Sovereign Is Sovereign Credit Risk? 2 7 23 455 10 24 65 1,484
Liquidity and Asset Prices 0 2 9 65 7 17 43 240
Liquidity and Risk Management 0 0 0 94 2 7 8 392
Margin-based Asset Pricing and Deviations from the Law of One Price 0 0 1 72 9 15 24 418
Market Liquidity and Funding Liquidity 8 23 58 932 25 77 203 3,521
Measuring Systemic Risk 3 11 52 522 18 83 204 1,756
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 3 252 7 7 12 706
Over-the-Counter Markets 1 2 9 403 36 45 76 1,464
Predatory Trading 1 2 11 309 9 19 47 1,258
Quality minus junk 8 21 51 204 34 104 228 974
Responsible investing: The ESG-efficient frontier 6 17 56 552 25 80 242 1,685
Risk Everywhere: Modeling and Managing Volatility 0 1 2 29 5 9 17 127
Securities lending, shorting, and pricing 0 0 1 391 8 13 20 977
Size matters, if you control your junk 0 0 2 34 9 20 34 224
Slow Moving Capital 0 0 1 92 7 11 22 496
Time series momentum 16 34 95 592 84 240 453 2,188
Valuation in Over-the-Counter Markets 0 0 0 63 5 10 16 302
Value and Momentum Everywhere 0 3 8 173 8 39 67 865
When Everyone Runs for the Exit 0 0 0 77 4 9 12 362
Total Journal Articles 59 159 485 7,668 412 1,117 2,377 27,844

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 10 26 52 549
Market Liquidity 0 0 0 0 2 3 5 65
Market Liquidity 0 0 0 0 1 2 8 173
Total Books 0 0 0 0 13 31 65 787

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Carry Trades and Currency Crashes 2 3 8 262 18 38 79 985
How to Calculate Systemic Risk Surcharges 0 0 0 92 4 11 16 297
Introduction 0 0 1 48 0 0 4 115
Monitoring Leverage 0 0 1 24 6 6 8 104
TAXING SYSTEMIC RISK 0 0 0 66 4 7 10 189
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 114 2 3 4 372
Total Chapters 2 3 10 606 34 65 121 2,062

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Statistics updated 2026-02-12