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 2 9 16 1,446
Asset Pricing with Liquidity Risk 0 2 3 288 0 8 33 895
Asset Pricing with Liquidity Risk 0 1 1 547 1 2 14 1,562
Betting Against Beta 1 2 3 181 4 7 13 859
Betting Against Beta 1 1 3 19 6 9 15 159
Betting Against Correlation: Testing Theories of the Low-Risk Effect 0 0 2 57 1 2 9 182
Buffett's Alpha 2 2 2 173 19 21 34 606
Buffett?s Alpha 1 1 4 120 6 10 26 494
Carry 0 1 1 68 3 6 10 289
Carry 0 0 2 45 5 12 23 353
Carry Trades and Currency Crashes 0 0 3 642 2 6 25 2,313
Carry Trades and Currency Crashes 0 0 3 7 4 5 10 19
Deep Value 0 0 1 46 0 4 8 169
Demand-Based Option Pricing 0 0 1 129 6 10 13 553
Demand-Based Option Pricing 0 0 2 102 5 7 13 516
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 1 33 6 10 14 163
Dynamic Trading with Predictable Returns and Transaction Costs 0 0 1 102 49 53 61 361
Early Option Exercise: Never Say Never 0 0 0 15 0 2 3 182
Efficiently Inefficient Markets for Assets and Asset Management 0 0 1 18 1 1 3 87
Efficiently Inefficient Markets for Assets and Asset Management 0 0 0 81 1 3 4 237
Embedded Leverage 0 0 0 39 2 5 10 237
Generalized Recovery 0 0 0 15 1 2 2 75
Generalized Recovery 0 0 0 12 0 2 5 83
How Sovereign is Sovereign Credit Risk? 0 0 1 306 4 7 13 921
Is There A Replication Crisis In Finance? 1 6 17 85 18 35 66 367
Liquidity and Asset Prices 1 2 5 190 4 11 16 388
Liquidity and Risk Management 0 0 0 219 3 5 6 458
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 1 1 40 4 9 15 215
Market Liquidity and Funding Liquidity 1 2 4 752 11 23 44 2,893
Market Liquidity and Funding Liquidity 0 1 6 212 10 14 40 1,008
Market liquidity and funding liquidity 0 3 7 65 2 7 21 474
Measuring Systemic Risk 0 2 2 584 2 7 24 1,522
Measuring systemic risk 1 1 5 1,111 62 73 99 3,932
Monitoring Leverage 0 0 0 140 0 1 2 440
Over-the-Counter Markets 0 0 0 217 6 10 12 767
Predatory Trading 0 2 2 204 0 3 9 788
Predatory Trading 0 0 0 95 1 9 16 488
Predatory Trading 0 0 0 118 15 16 19 621
Principal Portfolios 0 0 1 23 6 11 16 106
Principal Portfolios 0 0 0 26 1 3 5 82
Risk Everywhere: Modeling and Managing Volatility 1 2 5 84 2 11 25 191
Size Matters, if You Control Your Junk 0 0 3 41 5 10 22 270
Slow Moving Capital 0 0 0 78 0 5 9 340
Slow Moving Capital 0 0 0 60 1 6 11 278
Two Monetary Tools: Interest Rates and Haircuts 0 1 1 31 0 4 7 187
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 94 2 2 5 405
Two Monetary Tools: Interest-Rates and Haircuts 0 0 0 23 1 3 7 129
Valuation in Dynamic Bargaining Markets 0 0 0 1 1 3 4 220
Valuation in Over-the-Counter Markets 0 0 0 136 2 5 5 489
Valuation in Over-the-Counter Markets 0 0 0 41 2 5 5 234
When Everyone Runs for the Exit 0 0 0 31 1 2 5 163
When Everyone Runs for the Exit 0 0 0 84 4 7 8 344
Total Working Papers 10 33 94 8,268 294 503 900 30,560

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 1 3 3 306
Asset pricing with liquidity risk 1 9 25 1,026 32 103 161 3,423
Betting against beta 3 5 10 241 15 30 58 1,320
Betting against correlation: Testing theories of the low-risk effect 0 0 6 64 6 14 33 248
Carry 1 9 24 667 14 31 93 1,653
Demand-Based Option Pricing 4 4 7 80 8 14 39 495
Dynamic Trading with Predictable Returns and Transaction Costs 0 4 7 57 9 27 46 232
Dynamic portfolio choice with frictions 0 1 8 47 3 8 26 157
Early option exercise: Never say never 0 1 1 8 0 5 9 107
Economics with Market Liquidity Risk 1 1 3 27 2 4 8 88
Efficiently Inefficient Markets for Assets and Asset Management 0 1 2 38 2 5 14 150
Embedded Leverage 0 0 2 11 2 5 11 44
Generalized recovery 0 0 1 9 1 1 4 82
How Sovereign Is Sovereign Credit Risk? 4 9 21 453 11 24 61 1,474
Liquidity and Asset Prices 0 4 9 65 5 13 37 233
Liquidity and Risk Management 0 0 1 94 4 5 7 390
Margin-based Asset Pricing and Deviations from the Law of One Price 0 0 1 72 4 6 15 409
Market Liquidity and Funding Liquidity 6 20 55 924 30 75 194 3,496
Measuring Systemic Risk 1 15 51 519 29 81 197 1,738
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 0 3 252 0 0 6 699
Over-the-Counter Markets 1 2 9 402 6 11 41 1,428
Predatory Trading 1 3 11 308 6 14 44 1,249
Quality minus junk 5 16 43 196 44 87 197 940
Responsible investing: The ESG-efficient frontier 4 16 56 546 29 81 235 1,660
Risk Everywhere: Modeling and Managing Volatility 1 1 2 29 2 4 13 122
Securities lending, shorting, and pricing 0 0 2 391 1 5 14 969
Size matters, if you control your junk 0 0 2 34 6 11 28 215
Slow Moving Capital 0 0 1 92 2 7 15 489
Time series momentum 10 33 83 576 93 211 377 2,104
Valuation in Over-the-Counter Markets 0 0 0 63 3 6 11 297
Value and Momentum Everywhere 1 3 9 173 19 36 65 857
When Everyone Runs for the Exit 0 0 0 77 3 5 8 358
Total Journal Articles 44 157 455 7,609 392 932 2,070 27,432

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 9 21 44 539
Market Liquidity 0 0 0 0 1 2 3 63
Market Liquidity 0 0 0 0 1 4 8 172
Total Books 0 0 0 0 11 27 55 774

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 3 7 260 10 31 69 967
How to Calculate Systemic Risk Surcharges 0 0 0 92 3 9 12 293
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 1 3 8 185
Two Monetary Tools: Interest Rates and Haircuts 0 0 0 114 0 2 2 370
Total Chapters 1 3 11 604 14 45 98 2,028

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Statistics updated 2026-01-09