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 1 1 9 1,427
Asset Pricing with Liquidity Risk 0 0 4 284 0 1 14 855
Asset Pricing with Liquidity Risk 0 0 0 545 0 0 7 1,546
Betting Against Beta 0 0 1 14 0 2 20 127
Betting Against Beta 0 0 0 177 0 2 12 841
Betting Against Correlation: Testing Theories of the Low-Risk Effect 1 2 4 55 2 5 17 156
Buffett's Alpha 1 1 9 168 4 6 36 553
Buffett?s Alpha 1 3 3 116 2 8 16 462
Carry 0 0 2 40 1 5 33 310
Carry 0 0 4 62 1 5 17 271
Carry Trades and Currency Crashes 0 0 0 2 0 0 3 7
Carry Trades and Currency Crashes 1 1 5 635 3 4 20 2,276
Deep Value 0 0 1 44 2 3 6 153
Demand-Based Option Pricing 0 0 1 128 0 0 5 538
Demand-Based Option Pricing 0 0 1 100 0 0 2 501
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 0 31 0 1 2 148
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 0 100 0 0 4 299
Early Option Exercise: Never Say Never 0 0 1 15 0 1 3 179
Efficiently Inefficient Markets for Assets and Asset Management 0 0 0 17 0 1 2 83
Efficiently Inefficient Markets for Assets and Asset Management 1 3 7 80 1 4 17 228
Embedded Leverage 1 1 1 37 1 3 17 221
Generalized Recovery 0 0 0 15 1 1 2 73
Generalized Recovery 0 0 1 12 0 0 1 76
How Sovereign is Sovereign Credit Risk? 1 1 3 303 1 2 10 902
Is There A Replication Crisis In Finance? 1 3 20 64 6 16 65 281
Liquidity and Asset Prices 0 1 4 183 0 5 14 366
Liquidity and Risk Management 0 0 1 218 0 0 3 450
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 0 38 0 0 2 196
Market Liquidity and Funding Liquidity 0 0 2 204 2 6 23 959
Market Liquidity and Funding Liquidity 0 2 3 746 5 10 23 2,841
Market liquidity and funding liquidity 0 2 2 55 2 5 9 446
Measuring Systemic Risk 1 1 5 580 1 3 15 1,487
Measuring systemic risk 0 0 7 1,104 1 6 35 3,822
Monitoring Leverage 1 1 1 140 3 5 14 436
Over-the-Counter Markets 0 0 0 217 1 1 4 755
Predatory Trading 0 0 0 118 0 1 4 602
Predatory Trading 0 0 0 201 0 2 12 770
Predatory Trading 0 0 0 93 0 0 4 469
Principal Portfolios 0 0 1 26 0 0 3 76
Principal Portfolios 0 0 1 21 0 3 14 88
Risk Everywhere: Modeling and Managing Volatility 0 1 2 77 0 2 11 159
Size Matters, if You Control Your Junk 0 1 3 37 1 9 18 238
Slow Moving Capital 0 0 0 78 0 0 1 330
Slow Moving Capital 0 0 1 58 0 0 4 264
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 30 0 0 0 179
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 93 0 2 3 399
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 22 1 1 5 116
Valuation in Dynamic Bargaining Markets 0 0 0 1 0 0 2 216
Valuation in Over-the-Counter Markets 0 0 0 41 0 0 2 228
Valuation in Over-the-Counter Markets 0 0 1 136 0 0 1 484
When Everyone Runs for the Exit 0 0 0 31 0 0 2 156
When Everyone Runs for the Exit 0 0 1 84 0 0 4 335
Total Working Papers 10 24 104 8,114 43 132 572 29,380


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 2 3 67 0 2 5 302
Asset pricing with liquidity risk 2 8 31 990 6 19 112 3,224
Betting against beta 1 4 17 223 5 19 89 1,237
Betting against correlation: Testing theories of the low-risk effect 0 1 6 53 3 7 19 197
Carry 2 13 43 627 4 27 111 1,515
Demand-Based Option Pricing 1 2 8 71 1 6 18 446
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 1 47 0 1 5 182
Dynamic portfolio choice with frictions 1 3 7 37 2 8 24 124
Early option exercise: Never say never 0 0 0 7 0 0 2 97
Economics with Market Liquidity Risk 0 1 3 23 0 3 9 75
Efficiently Inefficient Markets for Assets and Asset Management 1 1 2 35 1 5 8 134
Embedded Leverage 1 2 4 8 3 5 14 26
Generalized recovery 0 0 0 8 0 0 1 78
How Sovereign Is Sovereign Credit Risk? 0 5 14 431 1 9 29 1,402
Liquidity and Asset Prices 0 0 3 53 1 3 18 185
Liquidity and Risk Management 0 1 3 93 0 3 10 381
Margin-based Asset Pricing and Deviations from the Law of One Price 0 2 3 69 1 7 11 388
Market Liquidity and Funding Liquidity 2 12 32 846 14 48 143 3,219
Measuring Systemic Risk 0 3 16 457 7 23 97 1,486
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 1 1 4 246 1 1 6 688
Over-the-Counter Markets 1 1 2 389 4 7 20 1,371
Predatory Trading 0 2 11 292 2 8 55 1,177
Quality minus junk 2 5 18 141 6 18 92 696
Responsible investing: The ESG-efficient frontier 12 41 150 454 29 122 446 1,299
Risk Everywhere: Modeling and Managing Volatility 0 2 2 26 0 4 9 105
Securities lending, shorting, and pricing 1 2 8 385 1 2 24 942
Size matters, if you control your junk 1 2 5 27 6 17 41 171
Slow Moving Capital 0 1 5 91 0 6 25 468
Time series momentum 4 15 49 478 14 49 132 1,673
Valuation in Over-the-Counter Markets 0 0 1 62 0 2 5 284
Value and Momentum Everywhere 1 2 10 160 5 15 40 766
When Everyone Runs for the Exit 0 0 0 77 0 1 6 348
Total Journal Articles 34 134 461 6,973 117 447 1,626 24,686


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 9 36 479
Market Liquidity 0 0 0 0 2 2 14 161
Market Liquidity 0 0 0 0 1 1 6 59
Total Books 0 0 0 0 5 12 56 699


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 0 3 246 8 15 56 853
How to Calculate Systemic Risk Surcharges 0 0 0 90 1 2 5 279
Introduction 0 0 0 47 0 0 1 110
Monitoring Leverage 0 0 0 23 0 0 2 95
TAXING SYSTEMIC RISK 0 0 0 63 0 0 0 176
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 113 0 0 4 364
Total Chapters 0 0 3 582 9 17 68 1,877


Statistics updated 2024-07-03