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 2 286 1 5 30 887
Asset Pricing with Liquidity Risk 0 0 1 546 2 6 13 1,560
Asset Pricing with Liquidity Risk 0 0 0 438 0 0 8 1,436
Betting Against Beta 0 1 2 179 2 3 10 852
Betting Against Beta 0 0 2 17 0 1 21 149
Betting Against Correlation: Testing Theories of the Low-Risk Effect 1 2 2 57 3 5 18 179
Buffett's Alpha 0 0 3 171 1 6 27 583
Buffett?s Alpha 0 0 3 119 1 3 17 481
Carry 0 1 5 45 0 4 21 337
Carry 0 0 4 67 0 1 9 282
Carry Trades and Currency Crashes 1 2 4 641 1 3 22 2,303
Carry Trades and Currency Crashes 0 0 3 6 0 1 4 12
Deep Value 0 1 2 46 0 1 11 165
Demand-Based Option Pricing 0 0 1 129 0 1 2 542
Demand-Based Option Pricing 0 1 2 102 1 2 6 508
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 2 33 0 0 5 153
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 0 101 2 2 6 306
Early Option Exercise: Never Say Never 0 0 0 15 0 0 1 180
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 81 0 1 6 234
Efficiently Inefficient Markets for Assets and Asset Management 0 1 1 18 0 2 3 86
Embedded Leverage 0 0 0 39 2 2 8 232
Generalized Recovery 0 0 0 15 0 0 0 73
Generalized Recovery 0 0 0 12 1 1 5 81
How Sovereign is Sovereign Credit Risk? 0 1 2 306 4 5 10 914
Is There A Replication Crisis In Finance? 1 1 12 77 2 6 42 328
Liquidity and Asset Prices 0 2 5 188 0 3 9 377
Liquidity and Risk Management 0 0 1 219 0 0 3 453
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 1 39 0 4 8 206
Market Liquidity and Funding Liquidity 0 1 4 210 2 6 28 991
Market Liquidity and Funding Liquidity 0 1 3 750 6 10 23 2,867
Market liquidity and funding liquidity 0 0 5 61 1 1 17 465
Measuring Systemic Risk 0 0 2 582 1 3 21 1,514
Measuring systemic risk 0 0 5 1,110 2 8 30 3,856
Monitoring Leverage 0 0 0 140 0 1 1 439
Over-the-Counter Markets 0 0 0 217 0 1 2 757
Predatory Trading 0 0 1 202 0 0 8 782
Predatory Trading 0 0 0 118 1 1 2 604
Predatory Trading 0 0 2 95 0 1 8 477
Principal Portfolios 0 0 0 26 0 0 2 78
Principal Portfolios 0 1 2 23 0 2 7 95
Risk Everywhere: Modeling and Managing Volatility 0 1 2 81 3 5 15 178
Size Matters, if You Control Your Junk 0 0 4 41 2 3 18 259
Slow Moving Capital 0 0 0 78 1 1 5 335
Slow Moving Capital 0 0 2 60 1 1 7 272
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 94 1 1 4 403
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 30 0 0 3 182
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 23 0 0 7 126
Valuation in Dynamic Bargaining Markets 0 0 0 1 0 0 1 217
Valuation in Over-the-Counter Markets 0 0 0 41 0 0 1 229
Valuation in Over-the-Counter Markets 0 0 0 136 0 0 0 484
When Everyone Runs for the Exit 0 0 0 31 1 2 5 161
When Everyone Runs for the Exit 0 0 0 84 1 1 2 337
Total Working Papers 3 17 94 8,226 46 116 542 30,007

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 68 0 0 1 303
Asset pricing with liquidity risk 2 5 25 1,017 8 19 76 3,312
Betting against beta 0 1 10 235 4 11 44 1,285
Betting against correlation: Testing theories of the low-risk effect 0 2 9 62 1 7 27 226
Carry 2 3 24 655 13 27 82 1,615
Demand-Based Option Pricing 0 1 5 76 4 11 30 479
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 3 52 2 5 15 200
Dynamic portfolio choice with frictions 1 3 9 46 2 6 24 148
Early option exercise: Never say never 0 0 0 7 2 2 2 100
Economics with Market Liquidity Risk 0 2 3 26 0 2 7 83
Efficiently Inefficient Markets for Assets and Asset Management 0 1 1 37 2 7 10 145
Embedded Leverage 0 0 2 11 0 0 9 39
Generalized recovery 0 1 1 9 0 3 3 81
How Sovereign Is Sovereign Credit Risk? 2 4 9 441 3 13 42 1,446
Liquidity and Asset Prices 1 2 7 60 5 7 29 216
Liquidity and Risk Management 0 0 1 94 0 0 2 385
Margin-based Asset Pricing and Deviations from the Law of One Price 0 1 3 72 1 3 12 402
Market Liquidity and Funding Liquidity 3 11 47 904 8 35 166 3,409
Measuring Systemic Risk 4 13 41 500 10 38 140 1,641
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 5 252 0 0 10 699
Over-the-Counter Markets 2 2 7 399 6 8 37 1,414
Predatory Trading 1 3 11 304 2 8 50 1,233
Quality minus junk 8 12 28 172 21 45 127 834
Responsible investing: The ESG-efficient frontier 5 15 66 526 30 65 241 1,559
Risk Everywhere: Modeling and Managing Volatility 0 0 1 27 1 1 8 113
Securities lending, shorting, and pricing 0 0 5 391 1 2 20 964
Size matters, if you control your junk 1 2 6 34 2 6 26 200
Slow Moving Capital 0 1 1 92 1 2 11 481
Time series momentum 12 25 54 534 44 94 180 1,863
Valuation in Over-the-Counter Markets 0 0 1 63 0 0 5 289
Value and Momentum Everywhere 2 2 9 169 3 6 48 817
When Everyone Runs for the Exit 0 0 0 77 0 0 4 353
Total Journal Articles 46 112 395 7,412 176 433 1,488 26,334

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 5 11 31 515
Market Liquidity 0 0 0 0 0 0 2 61
Market Liquidity 0 0 0 0 0 0 6 168
Total Books 0 0 0 0 5 11 39 744

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 9 257 3 8 70 934
How to Calculate Systemic Risk Surcharges 0 0 2 92 0 3 5 284
Introduction 0 0 1 48 0 2 5 115
Monitoring Leverage 0 1 1 24 1 2 3 98
TAXING SYSTEMIC RISK 0 0 3 66 0 0 6 182
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 114 0 0 3 368
Total Chapters 0 1 16 601 4 15 92 1,981

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Statistics updated 2025-09-05