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 4 8 14 1,444
Asset Pricing with Liquidity Risk 1 1 2 547 1 1 14 1,561
Asset Pricing with Liquidity Risk 1 2 3 288 6 8 35 895
Betting Against Beta 0 1 2 18 2 4 9 153
Betting Against Beta 0 1 2 180 2 3 9 855
Betting Against Correlation: Testing Theories of the Low-Risk Effect 0 0 2 57 0 2 13 181
Buffett's Alpha 0 0 2 171 1 4 23 587
Buffett?s Alpha 0 0 3 119 2 7 21 488
Carry 1 1 3 68 3 4 10 286
Carry 0 0 4 45 3 11 23 348
Carry Trades and Currency Crashes 0 1 3 7 1 3 6 15
Carry Trades and Currency Crashes 0 1 4 642 2 8 25 2,311
Deep Value 0 0 1 46 3 4 9 169
Demand-Based Option Pricing 0 0 1 129 3 5 7 547
Demand-Based Option Pricing 0 0 2 102 2 3 8 511
Dynamic Trading with Predictable Returns and Transaction Costs 0 1 1 102 2 6 12 312
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 2 33 4 4 9 157
Early Option Exercise: Never Say Never 0 0 0 15 1 2 3 182
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 18 0 0 2 86
Efficiently Inefficient Markets for Assets and Asset Management 0 0 0 81 0 2 3 236
Embedded Leverage 0 0 0 39 2 3 8 235
Generalized Recovery 0 0 0 15 1 1 1 74
Generalized Recovery 0 0 0 12 2 2 5 83
How Sovereign is Sovereign Credit Risk? 0 0 2 306 3 3 11 917
Is There A Replication Crisis In Finance? 4 7 16 84 14 21 50 349
Liquidity and Asset Prices 0 1 5 189 5 7 13 384
Liquidity and Risk Management 0 0 0 219 0 2 3 455
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 1 2 40 4 5 13 211
Market Liquidity and Funding Liquidity 0 2 6 212 2 7 30 998
Market Liquidity and Funding Liquidity 1 1 3 751 6 15 34 2,882
Market liquidity and funding liquidity 0 4 7 65 1 7 20 472
Measuring Systemic Risk 1 2 3 584 2 6 23 1,520
Measuring systemic risk 0 0 4 1,110 9 14 37 3,870
Monitoring Leverage 0 0 0 140 1 1 2 440
Over-the-Counter Markets 0 0 0 217 2 4 6 761
Predatory Trading 0 0 0 118 1 2 4 606
Predatory Trading 0 0 0 95 7 10 15 487
Predatory Trading 0 2 2 204 0 6 9 788
Principal Portfolios 0 0 0 26 0 3 4 81
Principal Portfolios 0 0 1 23 2 5 10 100
Risk Everywhere: Modeling and Managing Volatility 1 2 4 83 8 11 23 189
Size Matters, if You Control Your Junk 0 0 3 41 1 6 19 265
Slow Moving Capital 0 0 0 60 3 5 10 277
Slow Moving Capital 0 0 0 78 3 5 10 340
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 94 0 0 4 403
Two Monetary Tools: Interest Rates and Haircuts 1 1 1 31 2 5 7 187
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 23 2 2 6 128
Valuation in Dynamic Bargaining Markets 0 0 0 1 1 2 3 219
Valuation in Over-the-Counter Markets 0 0 0 41 2 3 4 232
Valuation in Over-the-Counter Markets 0 0 0 136 3 3 3 487
When Everyone Runs for the Exit 0 0 0 31 1 1 4 162
When Everyone Runs for the Exit 0 0 0 84 3 3 4 340
Total Working Papers 11 32 98 8,258 135 259 650 30,266

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 2 2 305
Asset pricing with liquidity risk 6 8 26 1,025 47 79 135 3,391
Betting against beta 0 3 9 238 8 20 47 1,305
Betting against correlation: Testing theories of the low-risk effect 0 2 6 64 8 16 27 242
Carry 5 11 30 666 10 24 98 1,639
Demand-Based Option Pricing 0 0 4 76 3 8 33 487
Dynamic Trading with Predictable Returns and Transaction Costs 1 5 7 57 7 23 37 223
Dynamic portfolio choice with frictions 0 1 8 47 3 6 25 154
Early option exercise: Never say never 0 1 1 8 2 7 9 107
Economics with Market Liquidity Risk 0 0 2 26 0 3 7 86
Efficiently Inefficient Markets for Assets and Asset Management 0 1 2 38 1 3 12 148
Embedded Leverage 0 0 2 11 2 3 9 42
Generalized recovery 0 0 1 9 0 0 3 81
How Sovereign Is Sovereign Credit Risk? 1 8 17 449 3 17 53 1,463
Liquidity and Asset Prices 2 5 10 65 5 12 33 228
Liquidity and Risk Management 0 0 1 94 1 1 3 386
Margin-based Asset Pricing and Deviations from the Law of One Price 0 0 2 72 2 3 12 405
Market Liquidity and Funding Liquidity 9 14 51 918 22 57 172 3,466
Measuring Systemic Risk 7 18 51 518 36 68 174 1,709
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 4 252 0 0 8 699
Over-the-Counter Markets 0 2 8 401 3 8 37 1,422
Predatory Trading 0 3 11 307 4 10 43 1,243
Quality minus junk 8 19 40 191 26 62 161 896
Responsible investing: The ESG-efficient frontier 7 16 57 542 26 72 228 1,631
Risk Everywhere: Modeling and Managing Volatility 0 1 1 28 2 7 12 120
Securities lending, shorting, and pricing 0 0 3 391 4 4 17 968
Size matters, if you control your junk 0 0 3 34 5 9 25 209
Slow Moving Capital 0 0 1 92 2 6 14 487
Time series momentum 8 32 76 566 63 148 299 2,011
Valuation in Over-the-Counter Markets 0 0 1 63 2 5 10 294
Value and Momentum Everywhere 2 3 9 172 12 21 51 838
When Everyone Runs for the Exit 0 0 0 77 2 2 6 355
Total Journal Articles 56 153 444 7,565 313 706 1,802 27,040

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 7 15 39 530
Market Liquidity 0 0 0 0 0 3 7 171
Market Liquidity 0 0 0 0 0 1 2 62
Total Books 0 0 0 0 7 19 48 763

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 7 259 10 23 70 957
How to Calculate Systemic Risk Surcharges 0 0 1 92 4 6 10 290
Introduction 0 0 1 48 0 0 4 115
Monitoring Leverage 0 0 1 24 0 0 3 98
TAXING SYSTEMIC RISK 0 0 2 66 2 2 7 184
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 114 1 2 2 370
Total Chapters 0 2 12 603 17 33 96 2,014

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Statistics updated 2025-12-06