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 13 14 31 1,466
Asset Pricing with Liquidity Risk 0 0 2 288 15 18 40 920
Asset Pricing with Liquidity Risk 2 4 5 551 13 19 38 1,592
Betting Against Beta 0 0 2 19 10 26 48 194
Betting Against Beta 0 1 4 182 9 30 53 901
Betting Against Correlation: Testing Theories of the Low-Risk Effect 1 2 4 59 6 11 21 195
Buffett's Alpha 0 0 2 173 23 42 81 658
Buffett?s Alpha 0 0 3 120 5 14 37 512
Carry 0 2 4 71 5 11 25 306
Carry 2 2 3 47 5 16 43 375
Carry Trades and Currency Crashes 0 0 3 642 10 18 41 2,336
Carry Trades and Currency Crashes 0 0 1 7 1 1 10 21
Deep Value 0 0 1 46 4 5 12 176
Demand-Based Option Pricing 0 0 3 103 3 5 27 532
Demand-Based Option Pricing 0 0 1 129 3 11 36 576
Dynamic Trading with Predictable Returns and Transaction Costs 0 1 2 103 5 13 94 398
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 0 33 7 10 26 179
Early Option Exercise: Never Say Never 0 0 0 15 3 5 13 193
Efficiently Inefficient Markets for Assets and Asset Management 0 1 2 19 1 4 12 96
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 82 10 13 21 254
Embedded Leverage 0 0 0 39 2 5 21 251
Generalized Recovery 0 0 0 15 0 1 4 77
Generalized Recovery 0 0 0 12 3 3 9 89
How Sovereign is Sovereign Credit Risk? 1 1 2 307 8 22 42 951
Is There A Replication Crisis In Finance? 2 3 14 88 4 21 76 394
Liquidity and Asset Prices 2 6 11 197 10 27 49 422
Liquidity and Risk Management 0 0 0 219 0 0 8 461
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 0 3 42 4 9 29 231
Market Liquidity and Funding Liquidity 0 1 5 213 14 30 74 1,052
Market Liquidity and Funding Liquidity 2 2 8 757 30 76 136 2,993
Market liquidity and funding liquidity 0 2 7 67 5 13 28 489
Measuring Systemic Risk 1 1 3 585 6 10 31 1,539
Measuring systemic risk 2 3 7 1,114 10 17 141 3,981
Monitoring Leverage 0 0 0 140 1 2 8 446
Over-the-Counter Markets 0 0 0 217 16 23 42 798
Predatory Trading 0 0 3 205 3 3 13 795
Predatory Trading 1 2 2 97 5 12 27 502
Predatory Trading 0 1 1 119 5 10 42 644
Principal Portfolios 0 1 1 27 3 6 15 93
Principal Portfolios 0 0 1 23 2 7 28 120
Risk Everywhere: Modeling and Managing Volatility 1 1 6 85 8 15 38 209
Size Matters, if You Control Your Junk 0 0 0 41 7 13 33 289
Slow Moving Capital 0 0 0 60 0 10 19 290
Slow Moving Capital 0 0 0 78 2 6 21 355
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 94 1 2 10 412
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 31 1 8 31 212
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 23 2 2 10 136
Valuation in Dynamic Bargaining Markets 0 0 0 1 1 2 11 228
Valuation in Over-the-Counter Markets 0 0 0 136 6 10 18 502
Valuation in Over-the-Counter Markets 0 0 0 41 5 6 12 241
When Everyone Runs for the Exit 0 0 0 84 1 2 16 352
When Everyone Runs for the Exit 0 0 0 31 1 2 20 179
Total Working Papers 17 37 118 8,315 317 661 1,771 31,613

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 7 310
Asset pricing with liquidity risk 2 6 22 1,034 16 40 192 3,479
Betting against beta 1 4 17 249 13 40 106 1,376
Betting against correlation: Testing theories of the low-risk effect 1 4 13 71 4 19 61 277
Carry 5 14 32 684 12 44 131 1,716
Demand-Based Option Pricing 1 4 9 84 11 22 58 522
Dynamic Trading with Predictable Returns and Transaction Costs 2 4 10 62 6 17 64 256
Dynamic portfolio choice with frictions 1 2 6 49 3 6 24 164
Early option exercise: Never say never 0 0 1 8 1 3 18 116
Economics with Market Liquidity Risk 0 0 3 27 5 7 18 99
Efficiently Inefficient Markets for Assets and Asset Management 0 0 2 38 5 8 22 160
Embedded Leverage 0 1 1 12 2 8 22 60
Generalized recovery 0 0 2 10 3 6 14 92
How Sovereign Is Sovereign Credit Risk? 1 6 25 461 9 29 82 1,513
Liquidity and Asset Prices 2 6 13 71 11 26 63 266
Liquidity and Risk Management 0 0 0 94 0 0 8 392
Margin-based Asset Pricing and Deviations from the Law of One Price 1 3 4 75 7 17 38 435
Market Liquidity and Funding Liquidity 15 28 72 960 70 128 295 3,649
Measuring Systemic Risk 6 23 62 545 20 59 229 1,815
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 1 252 2 6 15 712
Over-the-Counter Markets 0 0 7 403 12 40 107 1,504
Predatory Trading 2 5 13 314 5 20 60 1,278
Quality minus junk 5 20 66 224 39 135 334 1,109
Responsible investing: The ESG-efficient frontier 4 14 59 566 46 113 316 1,798
Risk Everywhere: Modeling and Managing Volatility 0 0 2 29 4 8 24 135
Securities lending, shorting, and pricing 0 2 2 393 3 13 30 990
Size matters, if you control your junk 0 3 5 37 3 14 45 238
Slow Moving Capital 0 2 3 94 4 14 31 510
Time series momentum 4 36 120 628 61 199 623 2,387
Valuation in Over-the-Counter Markets 0 0 0 63 1 4 17 306
Value and Momentum Everywhere 0 3 10 176 9 25 87 890
When Everyone Runs for the Exit 0 0 0 77 2 10 20 372
Total Journal Articles 53 190 582 7,858 391 1,082 3,161 28,926

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 28 55 102 604
Market Liquidity 0 0 0 0 3 5 9 70
Market Liquidity 0 0 0 0 5 7 12 180
Total Books 0 0 0 0 36 67 123 854

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Carry Trades and Currency Crashes 2 5 12 267 27 59 121 1,044
How to Calculate Systemic Risk Surcharges 1 1 1 93 4 6 22 303
Introduction 1 1 2 49 3 5 8 120
Monitoring Leverage 0 0 1 24 2 4 12 108
TAXING SYSTEMIC RISK 0 0 0 66 1 4 11 193
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 114 5 10 14 382
Total Chapters 4 7 16 613 42 88 188 2,150

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06