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 3 269 5 10 23 739
Asset Pricing with Liquidity Risk 0 0 5 429 4 5 22 1,310
Asset Pricing with Liquidity Risk 0 2 8 516 3 9 33 1,406
Betting Against Beta 1 1 6 142 8 15 37 659
Betting Against Beta 0 0 1 3 2 6 12 22
Buffett's Alpha 3 3 9 101 8 15 40 253
Buffett’s Alpha 1 5 11 68 12 30 70 207
Carry 0 0 1 49 1 1 5 178
Carry 0 0 2 31 0 3 11 184
Carry Trades and Currency Crashes 6 10 21 584 14 28 87 1,974
Demand-Based Option Pricing 0 0 0 120 2 2 7 482
Demand-Based Option Pricing 0 0 1 97 1 3 5 462
Dynamic Trading with Predictable Returns and Transaction Costs 0 2 6 91 0 2 12 260
Dynamic Trading with Predictable Returns and Transaction Costs 0 1 1 28 2 4 6 112
Early Option Exercise: Never Say Never 0 0 1 13 1 5 11 78
Efficiently Inefficient Markets for Assets and Asset Management 0 2 12 65 3 8 36 148
Embedded Leverage 1 1 3 32 2 6 19 143
Generalized Recovery 0 1 2 10 0 2 9 42
How Sovereign is Sovereign Credit Risk? 0 2 7 287 0 6 23 824
Liquidity and Asset Prices 1 3 20 154 2 5 28 276
Liquidity and Risk Management 0 1 2 213 1 2 12 415
Margin-Based Asset Pricing and Deviations from the Law of One Price 0 1 2 34 0 4 13 140
Market Liquidity and Funding Liquidity 1 3 5 186 7 13 42 735
Market Liquidity and Funding Liquidity 0 0 4 720 7 16 60 2,489
Market liquidity and funding liquidity 0 4 10 30 4 14 46 194
Measuring Systemic Risk 2 7 47 542 12 37 201 1,185
Measuring systemic risk 1 8 34 1,001 15 48 179 3,169
Monitoring Leverage 0 1 5 126 0 5 37 343
Over-the-Counter Markets 0 0 1 213 0 1 5 719
Predatory Trading 0 1 2 89 0 2 11 404
Predatory Trading 0 1 1 195 6 10 22 624
Predatory Trading 0 0 0 114 0 0 7 544
Slow Moving Capital 0 0 1 75 2 4 11 282
Slow Moving Capital 0 0 1 54 2 3 8 222
Two Monetary Tools: Interest Rates and Haircuts 0 0 1 24 4 5 11 135
Two Monetary Tools: Interest Rates and Haircuts 1 2 2 74 2 5 9 327
Two Monetary Tools: Interest-Rates and Haircuts 0 0 2 15 0 2 6 68
Valuation in Dynamic Bargaining Markets 0 0 0 1 0 1 2 203
Valuation in Over-the-Counter Markets 0 0 0 41 1 2 4 202
Valuation in Over-the-Counter Markets 0 0 0 135 1 1 10 461
When Everyone Runs for the Exit 0 0 2 82 0 4 10 309
When Everyone Runs for the Exit 0 0 0 28 0 2 5 116
Total Working Papers 19 63 242 7,081 134 346 1,207 23,045


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 58 2 2 5 272
Asset pricing with liquidity risk 3 5 17 837 11 31 112 2,524
Betting against beta 1 10 32 130 17 57 161 677
Demand-Based Option Pricing 0 0 4 47 2 4 25 306
Dynamic Trading with Predictable Returns and Transaction Costs 0 1 2 32 1 4 8 119
Dynamic portfolio choice with frictions 0 2 4 10 0 4 9 42
Early option exercise: Never say never 0 0 0 6 1 2 5 34
How Sovereign Is Sovereign Credit Risk? 11 21 49 357 13 44 150 1,096
Liquidity and Asset Prices 1 1 7 30 3 5 27 99
Liquidity and Risk Management 0 0 4 87 1 2 25 328
Margin-based Asset Pricing and Deviations from the Law of One Price 1 1 7 58 5 9 26 289
Market Liquidity and Funding Liquidity 11 20 55 609 32 82 273 2,130
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt 0 2 3 239 0 2 9 648
Over-the-Counter Markets 0 1 7 371 1 8 41 1,223
Predatory Trading 0 0 1 250 4 13 52 870
Securities lending, shorting, and pricing 1 3 13 301 2 5 24 760
Slow Moving Capital 0 3 6 74 3 8 21 351
Time series momentum 6 8 39 170 16 27 147 773
Valuation in Over-the-Counter Markets 0 0 0 51 2 5 14 223
Value and Momentum Everywhere 2 3 13 76 10 19 65 408
When Everyone Runs for the Exit 0 2 4 68 0 6 41 283
Total Journal Articles 37 83 268 3,861 126 339 1,240 13,455


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 10 31 112
Market Liquidity 0 0 0 0 0 1 3 32
Market Liquidity 0 0 0 0 0 4 10 54
Total Books 0 0 0 0 2 15 44 198


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 3 7 212 7 17 42 604
How to Calculate Systemic Risk Surcharges 0 0 5 88 0 0 5 231
Introduction 0 1 1 46 0 1 2 87
Monitoring Leverage 0 0 2 19 0 1 5 59
TAXING SYSTEMIC RISK 1 1 10 42 2 5 33 109
Two Monetary Tools: Interest Rates and Haircuts 0 0 3 97 2 3 13 302
Total Chapters 3 5 28 504 11 27 100 1,392


Statistics updated 2019-07-03