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 1 4 6 1,552
Asset Pricing with Liquidity Risk 0 0 0 438 1 5 9 1,435
Asset Pricing with Liquidity Risk 1 1 2 286 3 17 25 879
Betting Against Beta 1 1 3 17 1 1 20 145
Betting Against Beta 0 0 1 178 1 1 8 847
Betting Against Correlation: Testing Theories of the Low-Risk Effect 0 0 2 55 0 1 23 174
Buffett's Alpha 0 0 4 171 1 5 30 577
Buffett?s Alpha 1 1 4 117 7 7 21 475
Carry 0 1 4 44 0 2 27 332
Carry 0 0 5 67 0 1 14 280
Carry Trades and Currency Crashes 0 0 5 639 0 5 21 2,293
Carry Trades and Currency Crashes 1 2 4 6 1 2 4 11
Deep Value 0 0 1 45 0 1 12 162
Demand-Based Option Pricing 0 0 0 100 0 2 4 505
Demand-Based Option Pricing 0 0 0 128 0 0 2 540
Dynamic Trading with Predictable Returns and Transaction Costs 1 1 2 33 1 3 5 152
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 1 101 0 3 4 303
Early Option Exercise: Never Say Never 0 0 0 15 0 1 2 180
Efficiently Inefficient Markets for Assets and Asset Management 0 0 0 17 0 0 2 84
Efficiently Inefficient Markets for Assets and Asset Management 0 0 4 81 0 0 9 233
Embedded Leverage 0 0 3 39 0 1 10 228
Generalized Recovery 0 0 0 12 0 2 4 80
Generalized Recovery 0 0 0 15 0 0 1 73
How Sovereign is Sovereign Credit Risk? 0 0 3 305 0 0 8 908
Is There A Replication Crisis In Finance? 1 5 12 73 3 15 51 316
Liquidity and Asset Prices 0 0 3 185 0 0 11 372
Liquidity and Risk Management 0 0 1 219 1 1 3 453
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 1 39 0 1 5 201
Market Liquidity and Funding Liquidity 1 2 4 208 1 9 24 977
Market Liquidity and Funding Liquidity 1 1 5 749 1 5 23 2,854
Market liquidity and funding liquidity 1 2 7 60 3 7 19 460
Measuring Systemic Risk 0 0 3 582 2 9 23 1,507
Measuring systemic risk 0 1 3 1,107 0 3 20 3,836
Monitoring Leverage 0 0 1 140 0 0 7 438
Over-the-Counter Markets 0 0 0 217 1 1 2 756
Predatory Trading 0 0 0 118 0 0 1 602
Predatory Trading 0 0 2 95 0 2 5 474
Predatory Trading 0 0 1 202 0 3 14 782
Principal Portfolios 0 0 1 22 0 2 7 92
Principal Portfolios 0 0 0 26 0 1 2 78
Risk Everywhere: Modeling and Managing Volatility 0 0 3 79 0 4 13 170
Size Matters, if You Control Your Junk 1 3 5 41 2 7 26 255
Slow Moving Capital 0 0 2 60 1 2 5 269
Slow Moving Capital 0 0 0 78 2 2 3 333
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 94 1 2 5 402
Two Monetary Tools: Interest-Rates and Haircuts 0 0 1 23 1 3 10 125
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 10 21 105 8,195 36 146 558 29,806

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 3 68 0 0 3 303
Asset pricing with liquidity risk 1 7 26 1,008 6 16 73 3,278
Betting against beta 0 1 13 232 2 6 50 1,268
Betting against correlation: Testing theories of the low-risk effect 0 0 6 58 0 0 25 215
Carry 3 7 36 650 4 22 94 1,582
Demand-Based Option Pricing 0 2 6 75 0 6 22 462
Dynamic Trading with Predictable Returns and Transaction Costs 0 1 4 51 0 3 8 189
Dynamic portfolio choice with frictions 1 2 7 41 1 5 20 136
Early option exercise: Never say never 0 0 0 7 0 0 1 98
Economics with Market Liquidity Risk 0 0 2 24 0 0 8 80
Efficiently Inefficient Markets for Assets and Asset Management 0 0 2 36 0 2 9 138
Embedded Leverage 0 2 5 11 0 3 15 36
Generalized recovery 0 0 0 8 0 0 0 78
How Sovereign Is Sovereign Credit Risk? 1 1 7 433 4 12 32 1,425
Liquidity and Asset Prices 0 0 3 56 1 4 18 200
Liquidity and Risk Management 0 1 2 94 0 1 6 384
Margin-based Asset Pricing and Deviations from the Law of One Price 0 0 4 71 0 1 14 395
Market Liquidity and Funding Liquidity 2 14 49 883 6 41 172 3,343
Measuring Systemic Risk 2 9 23 477 11 35 113 1,576
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 2 6 251 0 3 9 696
Over-the-Counter Markets 0 2 7 395 2 4 27 1,391
Predatory Trading 0 2 9 299 2 10 46 1,215
Quality minus junk 2 4 21 157 13 25 90 768
Responsible investing: The ESG-efficient frontier 3 11 88 501 7 34 282 1,459
Risk Everywhere: Modeling and Managing Volatility 0 0 3 27 1 2 10 111
Securities lending, shorting, and pricing 1 2 8 391 2 5 20 960
Size matters, if you control your junk 0 0 7 32 2 6 39 193
Slow Moving Capital 0 0 1 91 0 0 12 474
Time series momentum 3 13 43 506 6 29 132 1,756
Valuation in Over-the-Counter Markets 0 0 1 63 1 2 6 288
Value and Momentum Everywhere 0 2 8 166 0 9 50 801
When Everyone Runs for the Exit 0 0 0 77 1 2 5 352
Total Journal Articles 19 85 400 7,239 72 288 1,411 25,650

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 1 5 30 500
Market Liquidity 0 0 0 0 0 4 9 168
Market Liquidity 0 0 0 0 0 1 3 61
Total Books 0 0 0 0 1 10 42 729

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 1 8 254 7 17 77 915
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 1 1 96
TAXING SYSTEMIC RISK 0 2 3 66 0 4 5 181
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 114 0 0 4 368
Total Chapters 0 3 14 596 7 23 93 1,953

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Statistics updated 2025-04-04