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 1 546 1 4 5 1,551
Asset Pricing with Liquidity Risk 0 0 1 285 13 16 22 876
Asset Pricing with Liquidity Risk 0 0 0 438 4 4 8 1,434
Betting Against Beta 0 0 1 178 0 0 8 846
Betting Against Beta 0 0 2 16 0 0 21 144
Betting Against Correlation: Testing Theories of the Low-Risk Effect 0 0 2 55 0 6 25 174
Buffett's Alpha 0 2 5 171 2 12 33 576
Buffett?s Alpha 0 0 3 116 0 1 16 468
Carry 1 3 4 44 1 7 28 332
Carry 0 2 5 67 0 4 15 280
Carry Trades and Currency Crashes 1 1 3 5 1 1 3 10
Carry Trades and Currency Crashes 0 1 5 639 3 7 22 2,293
Deep Value 0 0 1 45 1 2 12 162
Demand-Based Option Pricing 0 0 0 128 0 0 2 540
Demand-Based Option Pricing 0 0 0 100 1 2 4 505
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 1 101 2 3 6 303
Dynamic Trading with Predictable Returns and Transaction Costs 0 1 1 32 2 3 4 151
Early Option Exercise: Never Say Never 0 0 0 15 1 1 2 180
Efficiently Inefficient Markets for Assets and Asset Management 0 0 4 81 0 0 12 233
Efficiently Inefficient Markets for Assets and Asset Management 0 0 0 17 0 0 2 84
Embedded Leverage 0 0 3 39 1 1 13 228
Generalized Recovery 0 0 0 15 0 0 1 73
Generalized Recovery 0 0 0 12 1 2 4 80
How Sovereign is Sovereign Credit Risk? 0 1 3 305 0 2 9 908
Is There A Replication Crisis In Finance? 2 4 13 72 6 14 57 313
Liquidity and Asset Prices 0 1 4 185 0 1 12 372
Liquidity and Risk Management 0 0 1 219 0 0 3 452
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 1 1 39 0 3 5 201
Market Liquidity and Funding Liquidity 0 1 3 207 3 8 25 976
Market Liquidity and Funding Liquidity 0 0 4 748 3 5 24 2,853
Market liquidity and funding liquidity 0 1 6 59 0 5 16 457
Measuring Systemic Risk 0 1 3 582 4 8 21 1,505
Measuring systemic risk 1 1 3 1,107 2 3 23 3,836
Monitoring Leverage 0 0 1 140 0 0 10 438
Over-the-Counter Markets 0 0 0 217 0 0 1 755
Predatory Trading 0 0 1 202 2 3 14 782
Predatory Trading 0 0 2 95 0 2 5 474
Predatory Trading 0 0 0 118 0 0 1 602
Principal Portfolios 0 0 1 26 0 1 3 78
Principal Portfolios 0 0 2 22 1 2 9 92
Risk Everywhere: Modeling and Managing Volatility 0 0 3 79 3 4 16 170
Size Matters, if You Control Your Junk 1 2 4 40 2 7 27 253
Slow Moving Capital 0 0 0 78 0 1 1 331
Slow Moving Capital 0 0 3 60 0 1 5 268
Two Monetary Tools: Interest Rates and Haircuts 0 1 1 94 1 2 4 401
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 30 1 1 2 181
Two Monetary Tools: Interest-Rates and Haircuts 0 0 1 23 1 2 9 124
Valuation in Dynamic Bargaining Markets 0 0 0 1 1 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 1 1 229
When Everyone Runs for the Exit 0 0 0 31 1 1 3 159
When Everyone Runs for the Exit 0 0 0 84 0 0 1 336
Total Working Papers 6 25 102 8,185 65 154 576 29,770

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 4 8 28 1,007 7 16 80 3,272
Betting against beta 0 3 17 232 2 8 61 1,266
Betting against correlation: Testing theories of the low-risk effect 0 0 6 58 0 0 26 215
Carry 1 11 34 647 7 37 97 1,578
Demand-Based Option Pricing 2 3 8 75 4 8 24 462
Dynamic Trading with Predictable Returns and Transaction Costs 1 1 4 51 2 3 8 189
Dynamic portfolio choice with frictions 1 1 6 40 4 6 19 135
Early option exercise: Never say never 0 0 0 7 0 0 1 98
Economics with Market Liquidity Risk 0 0 2 24 0 1 9 80
Efficiently Inefficient Markets for Assets and Asset Management 0 0 2 36 1 2 9 138
Embedded Leverage 1 2 5 11 2 3 18 36
Generalized recovery 0 0 0 8 0 0 0 78
How Sovereign Is Sovereign Credit Risk? 0 0 7 432 2 11 33 1,421
Liquidity and Asset Prices 0 1 3 56 2 4 19 199
Liquidity and Risk Management 0 1 3 94 0 1 8 384
Margin-based Asset Pricing and Deviations from the Law of One Price 0 1 4 71 1 2 15 395
Market Liquidity and Funding Liquidity 7 14 50 881 19 43 183 3,337
Measuring Systemic Risk 5 8 23 475 13 30 110 1,565
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 2 3 7 251 2 5 11 696
Over-the-Counter Markets 1 2 7 395 1 4 27 1,389
Predatory Trading 1 3 9 299 2 13 48 1,213
Quality minus junk 2 4 20 155 9 20 89 755
Responsible investing: The ESG-efficient frontier 2 13 96 498 9 49 323 1,452
Risk Everywhere: Modeling and Managing Volatility 0 0 3 27 0 2 10 110
Securities lending, shorting, and pricing 0 2 8 390 1 7 22 958
Size matters, if you control your junk 0 1 8 32 1 7 42 191
Slow Moving Capital 0 0 1 91 0 1 12 474
Time series momentum 6 13 47 503 15 38 138 1,750
Valuation in Over-the-Counter Markets 0 1 1 63 1 3 5 287
Value and Momentum Everywhere 1 3 10 166 3 14 55 801
When Everyone Runs for the Exit 0 0 0 77 1 2 5 351
Total Journal Articles 37 99 422 7,220 111 340 1,510 25,578

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 8 33 499
Market Liquidity 0 0 0 0 3 4 9 168
Market Liquidity 0 0 0 0 1 1 3 61
Total Books 0 0 0 0 6 13 45 728

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 8 254 2 21 74 908
How to Calculate Systemic Risk Surcharges 0 1 2 92 0 1 6 281
Introduction 0 0 0 47 1 1 2 112
Monitoring Leverage 0 0 0 23 0 1 1 96
TAXING SYSTEMIC RISK 0 2 3 66 2 4 5 181
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 114 0 0 4 368
Total Chapters 0 5 14 596 5 28 92 1,946

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Statistics updated 2025-03-03