Lasse Heje Pedersen
TitleCited byYear
Market liquidity and funding liquidity
MK Brunnermeier, LH Pedersen
The review of financial studies 22 (6), 2201-2238, 2009
46092009
Asset pricing with liquidity risk
VV Acharya, LH Pedersen
Journal of financial Economics 77 (2), 375-410, 2005
35192005
Measuring Systemic Risk
VV Acharya, LH Pedersen, T Philippon, M Richardson
The Review of Financial Studies 30 (1), 2-47, 2017
20752017
Value and momentum everywhere
CS Asness, TJ Moskowitz, LH Pedersen
The Journal of Finance 68 (3), 929-985, 2013
19182013
Betting against beta
A Frazzini, LH Pedersen
Journal of Financial Economics 111 (1), 1-25, 2014
14312014
How sovereign is sovereign credit risk?
FA Longstaff, J Pan, LH Pedersen, KJ Singleton
American Economic Journal: Macroeconomics 3 (2), 75-103, 2011
10412011
Carry trades and currency crashes
MK Brunnermeier, S Nagel, LH Pedersen
NBER macroeconomics annual 23 (1), 313-348, 2008
10392008
Over‐the‐counter markets
D Duffie, N Gārleanu, LH Pedersen
Econometrica 73 (6), 1815-1847, 2005
10342005
Time series momentum
TJ Moskowitz, YH Ooi, LH Pedersen
Journal of financial economics 104 (2), 228-250, 2012
9682012
Liquidity and asset prices
Y Amihud, H Mendelson, LH Pedersen
Foundations and Trends® in Finance 1 (4), 269-364, 2006
8512006
Predatory trading
MK Brunnermeier, LH Pedersen
The Journal of Finance 60 (4), 1825-1863, 2005
8102005
Demand-based option pricing
N Garleanu, LH Pedersen, AM Poteshman
The Review of Financial Studies 22 (10), 4259-4299, 2008
7082008
Regulating Systemic Risk, Chapter 13 from Restoring Financial Stability: How to Repair a Failed System, editors Viral Acharya and Matthew Richardson
V Acharya, L Pedersen, T Philippon
John Wiley and Sons, 2009
6572009
Securities lending, shorting, and pricing
D Duffie, N Garleanu, LH Pedersen
Journal of Financial Economics 66 (2-3), 307-339, 2002
6482002
Margin-based asset pricing and deviations from the law of one price
N Garleanu, LH Pedersen
The Review of Financial Studies 24 (6), 1980-2022, 2011
5872011
Valuation in over-the-counter markets
D Duffie, N Gārleanu, LH Pedersen
The Review of Financial Studies 20 (6), 1865-1900, 2007
5472007
Modeling credit spreads on sovereign debt: A case study of Russian bonds
D Duffie, L Pedersen, K Singleton
Journal of Finance 55, 119-159, 2003
493*2003
Slow moving capital
M Mitchell, LH Pedersen, T Pulvino
American Economic Review 97 (2), 215-220, 2007
4222007
Quality minus junk
CS Asness, A Frazzini, LH Pedersen
Review of Accounting Studies 24 (1), 34-112, 2019
3992019
The interaction of value and momentum strategies
CS Asness
Financial Analysts Journal 53 (2), 29-36, 1997
3741997
The system can't perform the operation now. Try again later.
Articles 1–20