Lasse Heje Pedersen
Title
Cited by
Cited by
Year
Market liquidity and funding liquidity
MK Brunnermeier, LH Pedersen
The review of financial studies 22 (6), 2201-2238, 2009
50872009
Asset pricing with liquidity risk
VV Acharya, LH Pedersen
Journal of financial Economics 77 (2), 375-410, 2005
37862005
Measuring Systemic Risk
VV Acharya, LH Pedersen, T Philippon, M Richardson
The Review of Financial Studies 30 (1), 2-47, 2017
24002017
Value and momentum everywhere
CS Asness, TJ Moskowitz, LH Pedersen
The Journal of Finance 68 (3), 929-985, 2013
21982013
Betting against beta
A Frazzini, LH Pedersen
Journal of Financial Economics 111 (1), 1-25, 2014
17162014
How sovereign is sovereign credit risk?
FA Longstaff, J Pan, LH Pedersen, KJ Singleton
American Economic Journal: Macroeconomics 3 (2), 75-103, 2011
11492011
Over‐the‐counter markets
D Duffie, N Gārleanu, LH Pedersen
Econometrica 73 (6), 1815-1847, 2005
11422005
Carry trades and currency crashes
MK Brunnermeier, S Nagel, LH Pedersen
NBER macroeconomics annual 23 (1), 313-348, 2008
11352008
Time series momentum
TJ Moskowitz, YH Ooi, LH Pedersen
Journal of financial economics 104 (2), 228-250, 2012
11252012
Liquidity and asset prices
Y Amihud, H Mendelson, LH Pedersen
Now Publishers Inc, 2006
9372006
Predatory trading
MK Brunnermeier, LH Pedersen
The Journal of Finance 60 (4), 1825-1863, 2005
8752005
Demand-based option pricing
N Garleanu, LH Pedersen, AM Poteshman
The Review of Financial Studies 22 (10), 4259-4299, 2008
7692008
Securities lending, shorting, and pricing
D Duffie, N Garleanu, LH Pedersen
Journal of Financial Economics 66 (2-3), 307-339, 2002
7212002
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
7032009
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
6452011
Valuation in over-the-counter markets
D Duffie, N Gārleanu, LH Pedersen
The Review of Financial Studies 20 (6), 1865-1900, 2007
6022007
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
510*2003
Quality minus junk
CS Asness, A Frazzini, LH Pedersen
Review of Accounting Studies 24 (1), 34-112, 2019
4902019
Slow moving capital
M Mitchell, LH Pedersen, T Pulvino
American Economic Review 97 (2), 215-220, 2007
4752007
Dynamic trading with predictable returns and transaction costs
N Gārleanu, LH Pedersen
The Journal of Finance 68 (6), 2309-2340, 2013
4152013
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