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 6 275 5 12 54 800
Asset Pricing with Liquidity Risk 0 0 9 527 2 4 46 1,463
Asset Pricing with Liquidity Risk 1 1 3 432 3 11 44 1,364
Betting Against Beta 0 0 2 5 1 1 16 45
Betting Against Beta 0 0 11 162 4 10 54 742
Buffett's Alpha 2 6 24 127 11 31 97 364
Buffett’s Alpha 0 1 13 87 5 14 106 346
Carry 0 0 0 49 1 5 12 193
Carry 0 0 1 33 5 7 17 210
Carry Trades and Currency Crashes 1 7 17 610 9 30 95 2,112
Demand-Based Option Pricing 0 0 0 120 1 3 14 500
Demand-Based Option Pricing 0 0 0 97 1 3 18 483
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 2 100 2 3 12 282
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 1 30 1 5 11 131
Early Option Exercise: Never Say Never 0 0 1 14 2 2 29 114
Efficiently Inefficient Markets for Assets and Asset Management 0 0 3 68 3 4 23 178
Embedded Leverage 0 0 0 32 0 5 16 168
Generalized Recovery 0 0 1 11 0 1 11 61
How Sovereign is Sovereign Credit Risk? 0 0 0 289 2 7 20 859
Liquidity and Asset Prices 1 1 10 170 1 5 25 313
Liquidity and Risk Management 0 0 1 216 0 3 13 435
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 1 35 0 1 15 163
Market Liquidity and Funding Liquidity 0 0 5 193 5 12 74 831
Market Liquidity and Funding Liquidity 1 2 15 735 7 21 115 2,624
Market liquidity and funding liquidity 2 4 12 43 2 9 82 296
Measuring Systemic Risk 0 0 12 560 8 25 91 1,328
Measuring systemic risk 4 6 42 1,056 21 48 186 3,407
Monitoring Leverage 1 1 2 132 4 9 32 385
Over-the-Counter Markets 1 1 2 215 2 2 11 733
Predatory Trading 0 1 2 116 0 4 21 574
Predatory Trading 1 1 3 200 3 20 79 738
Predatory Trading 0 0 0 90 2 3 18 430
Principal Portfolios 1 9 18 18 2 19 31 31
Slow Moving Capital 1 1 2 56 2 3 16 245
Slow Moving Capital 0 0 1 76 2 3 15 302
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 25 1 2 14 157
Two Monetary Tools: Interest Rates and Haircuts 0 1 2 76 0 2 8 338
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 16 1 3 10 82
Valuation in Dynamic Bargaining Markets 0 0 0 1 1 2 6 210
Valuation in Over-the-Counter Markets 0 0 0 41 1 3 7 216
Valuation in Over-the-Counter Markets 0 0 0 135 0 0 8 472
When Everyone Runs for the Exit 0 0 2 31 0 3 13 133
When Everyone Runs for the Exit 0 0 0 83 1 3 11 325
Total Working Papers 17 43 227 7,387 124 363 1,596 25,183

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 1 1 5 281
Asset pricing with liquidity risk 0 5 41 883 15 48 205 2,775
Betting against beta 3 5 28 162 11 32 145 873
Demand-Based Option Pricing 0 1 2 49 4 10 32 343
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 3 36 0 0 15 139
Dynamic portfolio choice with frictions 0 2 3 14 0 6 14 62
Early option exercise: Never say never 0 0 0 6 1 1 11 48
How Sovereign Is Sovereign Credit Risk? 0 3 20 390 9 26 112 1,261
Liquidity and Asset Prices 0 0 3 33 1 2 15 119
Liquidity and Risk Management 0 0 0 88 1 3 14 345
Margin-based Asset Pricing and Deviations from the Law of One Price 1 1 2 64 4 7 32 336
Market Liquidity and Funding Liquidity 8 26 82 708 27 76 294 2,503
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 0 239 1 1 11 662
Over-the-Counter Markets 1 1 2 373 7 12 29 1,267
Predatory Trading 0 0 1 251 4 12 94 989
Securities lending, shorting, and pricing 3 4 15 318 4 9 36 805
Slow Moving Capital 0 0 4 79 5 7 33 388
Time series momentum 5 14 62 257 16 47 200 1,034
Valuation in Over-the-Counter Markets 0 0 3 55 0 0 10 240
Value and Momentum Everywhere 1 3 24 103 15 34 121 546
When Everyone Runs for the Exit 0 0 3 73 0 3 24 313
Total Journal Articles 22 65 299 4,240 126 337 1,452 15,329

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 8 19 92 231
Market Liquidity 0 0 0 0 0 1 10 44
Market Liquidity 0 0 0 0 0 5 21 77
Total Books 0 0 0 0 8 25 123 352

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 3 7 222 4 10 39 663
How to Calculate Systemic Risk Surcharges 0 0 0 88 0 3 13 249
Introduction 0 0 0 46 1 1 6 96
Monitoring Leverage 0 0 1 20 2 5 18 80
TAXING SYSTEMIC RISK 1 2 10 56 2 5 25 140
Two Monetary Tools: Interest Rates and Haircuts 0 0 5 103 0 0 26 333
Total Chapters 2 5 23 535 9 24 127 1,561

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Statistics updated 2020-11-03