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 1 1 2 548 3 15 25 1,576
Asset Pricing with Liquidity Risk 0 0 3 288 1 8 27 903
Asset Pricing with Liquidity Risk 0 0 0 438 0 8 18 1,452
Betting Against Beta 0 1 3 19 10 25 34 178
Betting Against Beta 1 2 4 182 12 28 37 883
Betting Against Correlation: Testing Theories of the Low-Risk Effect 0 0 2 57 2 5 12 186
Buffett's Alpha 0 2 2 173 11 40 51 627
Buffett?s Alpha 0 1 4 120 5 15 35 503
Carry 0 0 1 45 1 12 28 360
Carry 0 1 2 69 2 11 17 297
Carry Trades and Currency Crashes 0 0 2 7 0 5 10 20
Carry Trades and Currency Crashes 0 0 3 642 3 10 28 2,321
Deep Value 0 0 1 46 1 3 10 172
Demand-Based Option Pricing 0 0 1 129 6 24 31 571
Demand-Based Option Pricing 0 1 3 103 2 18 24 529
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 1 33 1 13 19 170
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 1 102 3 76 85 388
Early Option Exercise: Never Say Never 0 0 0 15 1 7 9 189
Efficiently Inefficient Markets for Assets and Asset Management 0 1 1 82 1 6 9 242
Efficiently Inefficient Markets for Assets and Asset Management 1 1 2 19 1 7 9 93
Embedded Leverage 0 0 0 39 1 12 19 247
Generalized Recovery 0 0 0 15 0 2 3 76
Generalized Recovery 0 0 0 12 0 3 6 86
How Sovereign is Sovereign Credit Risk? 0 0 1 306 8 20 29 937
Is There A Replication Crisis In Finance? 1 2 14 86 9 33 69 382
Liquidity and Asset Prices 3 5 9 194 10 21 33 405
Liquidity and Risk Management 0 0 0 219 0 6 9 461
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 2 3 42 3 14 24 225
Market Liquidity and Funding Liquidity 1 1 6 213 5 29 51 1,027
Market Liquidity and Funding Liquidity 0 4 7 755 26 61 90 2,943
Market liquidity and funding liquidity 0 0 6 65 5 9 24 481
Measuring Systemic Risk 0 0 2 584 2 11 26 1,531
Measuring systemic risk 1 2 5 1,112 4 98 132 3,968
Monitoring Leverage 0 0 0 140 1 5 7 445
Over-the-Counter Markets 0 0 0 217 3 17 23 778
Predatory Trading 1 1 1 119 3 31 35 637
Predatory Trading 1 1 1 96 5 8 21 495
Predatory Trading 0 1 3 205 0 4 10 792
Principal Portfolios 1 1 1 27 2 8 11 89
Principal Portfolios 0 0 1 23 2 15 23 115
Risk Everywhere: Modeling and Managing Volatility 0 1 5 84 5 10 29 199
Size Matters, if You Control Your Junk 0 0 1 41 3 14 26 279
Slow Moving Capital 0 0 0 60 8 11 20 288
Slow Moving Capital 0 0 0 78 2 11 20 351
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 31 7 24 30 211
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 94 0 7 9 410
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 23 0 6 10 134
Valuation in Dynamic Bargaining Markets 0 0 0 1 1 8 10 227
Valuation in Over-the-Counter Markets 0 0 0 41 0 3 6 235
Valuation in Over-the-Counter Markets 0 0 0 136 3 8 11 495
When Everyone Runs for the Exit 0 0 0 84 0 10 14 350
When Everyone Runs for the Exit 0 0 0 31 0 15 18 177
Total Working Papers 12 32 105 8,290 184 870 1,366 31,136

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 0 3 5 308
Asset pricing with liquidity risk 3 6 24 1,031 16 64 183 3,455
Betting against beta 1 8 14 246 14 45 84 1,350
Betting against correlation: Testing theories of the low-risk effect 1 4 10 68 7 23 50 265
Carry 3 7 26 673 14 47 108 1,686
Demand-Based Option Pricing 1 5 6 81 5 18 43 505
Dynamic Trading with Predictable Returns and Transaction Costs 1 2 8 59 2 18 52 241
Dynamic portfolio choice with frictions 1 1 8 48 3 7 26 161
Early option exercise: Never say never 0 0 1 8 1 7 16 114
Economics with Market Liquidity Risk 0 1 3 27 0 6 12 92
Efficiently Inefficient Markets for Assets and Asset Management 0 0 2 38 2 6 16 154
Embedded Leverage 0 0 0 11 3 13 19 55
Generalized recovery 0 1 2 10 2 7 10 88
How Sovereign Is Sovereign Credit Risk? 4 10 27 459 12 33 75 1,496
Liquidity and Asset Prices 2 2 11 67 8 20 49 248
Liquidity and Risk Management 0 0 0 94 0 6 8 392
Margin-based Asset Pricing and Deviations from the Law of One Price 1 1 2 73 5 18 28 423
Market Liquidity and Funding Liquidity 5 19 56 937 23 78 207 3,544
Measuring Systemic Risk 7 11 54 529 18 65 209 1,774
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 1 252 3 10 13 709
Over-the-Counter Markets 0 2 8 403 20 62 95 1,484
Predatory Trading 2 4 12 311 8 23 53 1,266
Quality minus junk 8 21 57 212 39 117 258 1,013
Responsible investing: The ESG-efficient frontier 1 11 55 553 16 70 249 1,701
Risk Everywhere: Modeling and Managing Volatility 0 1 2 29 3 10 20 130
Securities lending, shorting, and pricing 1 1 2 392 8 17 27 985
Size matters, if you control your junk 2 2 4 36 7 22 40 231
Slow Moving Capital 1 1 2 93 6 15 28 502
Time series momentum 14 40 103 606 54 231 492 2,242
Valuation in Over-the-Counter Markets 0 0 0 63 2 10 17 304
Value and Momentum Everywhere 1 2 8 174 8 35 72 873
When Everyone Runs for the Exit 0 0 0 77 3 10 14 365
Total Journal Articles 60 163 508 7,728 312 1,116 2,578 28,156

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 27 58 557
Market Liquidity 0 0 0 0 2 5 6 67
Market Liquidity 0 0 0 0 2 4 7 175
Total Books 0 0 0 0 12 36 71 799

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 4 9 263 10 38 87 995
How to Calculate Systemic Risk Surcharges 0 0 0 92 1 8 17 298
Introduction 0 0 1 48 1 1 4 116
Monitoring Leverage 0 0 1 24 2 8 10 106
TAXING SYSTEMIC RISK 0 0 0 66 2 7 10 191
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 114 4 6 8 376
Total Chapters 1 4 11 607 20 68 136 2,082

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Statistics updated 2026-03-04