Lasse Heje Pedersen

Asset Pricing with Liquidity Risk

Year: 2003
Journal: Journal of Financial Economics
Authors: Viral V. Acharya; Lasse Heje Pedersen

Asset Pricing with Liquidity Risk

Year: 2004
Journal: Journal of Financial Economics
Authors: Viral V. Acharya; Lasse Heje Pedersen

Over-the-Counter Markets

Year: 2004
Journal: Econometrica
Authors: Darrell Duffie; Nicolae Garleanu; Lasse Heje Pedersen

Predatory Trading

Year: 2004
Journal: Journal of Finance
Authors: Markus K. Brunnermeier; Lasse Heje Pedersen

Asset Pricing with Liquidity Risk

Year: 2004
Journal: Journal of Financial Economics
Authors: Viral V. Acharya; Lasse Heje Pedersen

Predatory Trading

Year: 2004
Journal: Journal of Finance
Authors: Markus Brunnermeier; Lasse Heje Pedersen

Demand-Based Option Pricing

Year: 2005
Journal: Review of Financial Studies
Authors: Nicolae Garleanu; Lasse Heje Pedersen; Allen M. Poteshman

Demand-Based Option Pricing

Year: 2005
Journal: Review of Financial Studies
Authors: Nicolae B. Garleanu; Lasse Heje Pedersen; Allen M. Poteshman

Valuation in Over-the-Counter Markets

Year: 2006
Journal: Review of Financial Studies
Authors: Darrell Duffie; Nicolae Garleanu; Lasse Heje Pedersen

Valuation in Over-the-Counter Markets

Year: 2006
Journal: Review of Financial Studies
Authors: Darrell Duffie; Nicolae B. Grleanu; Lasse Heje Pedersen

Slow Moving Capital

Year: 2007
Journal: American Economic Review
Authors: Mark Mitchell; Lasse Heje Pedersen; Todd Pulvino

Market Liquidity and Funding Liquidity

Year: 2007
Journal: Review of Financial Studies
Authors: Markus K. Brunnermeier; Lasse Heje Pedersen

Slow Moving Capital

Year: 2007
Journal: American Economic Review
Authors: Mark Mitchell; Lasse Heje Pedersen; Todd Pulvino

Market Liquidity and Funding Liquidity

Year: 2007
Journal: Review of Financial Studies
Authors: Markus K. Brunnermeier; Lasse Heje Pedersen

Dynamic Trading with Predictable Returns and Transaction Costs

Year: 2009
Journal: Journal of Finance
Authors: Nicolae Bogdan Garleanu; Lasse Heje Pedersen

When Everyone Runs for the Exit

Year: 2009
Journal: International Journal of Central Banking
Authors: Lasse Heje Pedersen

When Everyone Runs for the Exit

Year: 2009
Journal: International Journal of Central Banking
Authors: Lasse Heje Pedersen

Two Monetary Tools: Interest Rates and Haircuts

Year: 2010
Journal: No Journal Matched
Authors: Adam Ashcraft; Nicolae Grleanu; Lasse Heje Pedersen

Two Monetary Tools: Interest Rates and Haircuts

Year: 2010
Journal: No Journal Matched
Authors: Adam Ashcraft; Nicolae Garleanu; Lasse Heje Pedersen

Margin-Based Asset Pricing and Deviations from the Law of One Price

Year: 2011
Journal: Review of Financial Studies
Authors: Nicolae Grleanu; Lasse Heje Pedersen

Carry

Year: 2013
Journal: Journal of Financial Economics
Authors: Ralph S.J. Koijen; Tobias J. Moskowitz; Lasse Heje Pedersen; Evert B. Vrugt

Buffett's Alpha

Year: 2013
Journal: No Journal Matched
Authors: Andrea Frazzini; David Kabiller; Lasse Heje Pedersen

Financial Economics and International Macroeconomics

Year: 2013
Journal: No Journal Matched
Authors: Carry Ralph Koijen; Tobias J. Moskowitz; Lasse Heje Pedersen; Evert B. Vrugt

Early Option Exercise: Never Say Never

Year: 2015
Journal: No Journal Matched
Authors: Lasse Heje Pedersen; Mads Vestergaard Jensen

Generalized Recovery

Year: 2018
Journal: No Journal Matched
Authors: David Lando; Lasse Heje Pedersen; Christian Skov Jensen

Deep Value

Year: 2018
Journal: Journal of Portfolio Management
Authors: Clifford S. Asness; John M. Liew; Lasse Heje Pedersen; Ashwin K. Thapar

Betting Against Correlation: Testing Theories of the Low-Risk Effect

Year: 2018
Journal: No Journal Matched
Authors: Clifford S. Asness; Andrea Frazzini; Niels Joachim Gormsen; Lasse Heje Pedersen

Efficiently Inefficient Markets for Assets and Asset Management

Year: 2018
Journal: No Journal Matched
Authors: Nicolae Bogdan Garleanu; Lasse Heje Pedersen

Risk Everywhere: Modeling and Managing Volatility

Year: 2018
Journal: Review of Financial Studies
Authors: Tim Bollerslev; Benjamin Hood; John Huss; Lasse Heje Pedersen

Size Matters If You Control Your Junk

Year: 2018
Journal: No Journal Matched
Authors: Clifford S. Asness; Andrea Frazzini; Ronen Israel; Lasse Heje Pedersen

Is There a Replication Crisis in Finance?

Year: 2021
Journal: Journal of Finance
Authors: Theis Ingerslev Jensen; Bryan T. Kelly; Lasse Heje Pedersen