Lasse Heje Pedersen

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	전체	2019년 이후
서지정보	45995	21852
h-index	52	47
i10-index	79	65

4100

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20052006200720082009201020112012201320142015201620172018201920202021202220232024184 229 323 558 842 1223 1384 1887 2205 2548 2680 2814 2942 3207 3345 3220 3615 3673 4061 3844

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Nicolae GarleanuWashU Olin Business Schoolwustl.edu의 이메일 확인됨
Viral AcharyaC V Starr Professor of Economics, Department of Finance, New Yorkstern.nyu.edu의 이메일 확인됨
Andrea FrazziniNew York University, Yale University, AQR Capital Managementyale.edu의 이메일 확인됨
Matthew RichardsonProfessor of Finance, NYU Stern School of Businessstern.nyu.edu의 이메일 확인됨
Thomas PhilipponProfessor of Finance, Stern School of Business, New York Universitystern.nyu.edu의 이메일 확인됨
Markus BrunnermeierPrinceton Universityprinceton.edu의 이메일 확인됨
Tobias J. MoskowitzYale Universityyale.edu의 이메일 확인됨
Darrell DuffieStanford Universitystanford.edu의 이메일 확인됨
Yao Hua OoiAQRaqr.com의 이메일 확인됨
Yakov AmihudNYU-Stern School of Businessstern.nyu.edu의 이메일 확인됨
Bryan KellyYale School of Managementyale.edu의 이메일 확인됨
Ralph S.J. KoijenAQR Capital Management Distinguished Service Professor of Finance and Fama Faculty Fellowchicagobooth.edu의 이메일 확인됨
Francis LongstaffUCLAanderson.ucla.edu의 이메일 확인됨
Lukasz PomorskiAQR Capitalyale.edu의 이메일 확인됨
Shaun FitzgibbonsVerition Fund Managementpost.harvard.edu의 이메일 확인됨
Stefan NagelFama Family Distinguished Service Professor of Finance, University of Chicagochicagobooth.edu의 이메일 확인됨
Mark MitchellAdjunct Professor of Financechicagobooth.edu의 이메일 확인됨
Tim BollerslevDuke Universityduke.edu의 이메일 확인됨
Niels Joachim GormsenUniversity of Chicago, Booth School of Businesschicagobooth.edu의 이메일 확인됨
David LandoProfessor of Finance, Copenhagen Business Schoolcbs.dk의 이메일 확인됨

팔로우

Lasse Heje Pedersen

Copenhagen Business School, NYU, AQR, and CEPR

cbs.dk의 이메일 확인됨 - 홈페이지

asset pricing liquidity risk trading strategies efficiently inefficient markets


제목 서지정보순 정렬 연도순 정렬 제목순 정렬	인용 인용	연도
Market liquidity and funding liquidity MK Brunnermeier, LH Pedersen The review of financial studies 22 (6), 2201-2238, 2009	6656	2009
Asset pricing with liquidity risk VV Acharya, LH Pedersen Journal of financial Economics 77 (2), 375-410, 2005	4791	2005
Measuring Systemic Risk VV Acharya, LH Pedersen, T Philippon, M Richardson The Review of Financial Studies 30 (1), 2-47, 2017	3833	2017
Value and momentum everywhere CS Asness, TJ Moskowitz, LH Pedersen The journal of finance 68 (3), 929-985, 2013	3454	2013
Betting against beta A Frazzini, LH Pedersen Journal of Financial Economics 111 (1), 1-25, 2014	2882	2014
Time series momentum TJ Moskowitz, YH Ooi, LH Pedersen Journal of financial economics 104 (2), 228-250, 2012	1814	2012
How sovereign is sovereign credit risk? FA Longstaff, J Pan, LH Pedersen, KJ Singleton American Economic Journal: Macroeconomics 3 (2), 75-103, 2011	1583	2011
Responsible investing: The ESG-efficient frontier LH Pedersen, S Fitzgibbons, L Pomorski Journal of financial economics 142 (2), 572-597, 2021	1577	2021
Over‐the‐counter markets D Duffie, N Gârleanu, LH Pedersen Econometrica 73 (6), 1815-1847, 2005	1569	2005
Carry trades and currency crashes MK Brunnermeier, S Nagel, LH Pedersen NBER macroeconomics annual 23 (1), 313-348, 2008	1467	2008
Liquidity and asset prices Y Amihud, H Mendelson, LH Pedersen Foundations and Trends® in Finance 1 (4), 269-364, 2006	1218	2006
Predatory trading MK Brunnermeier, LH Pedersen The Journal of Finance 60 (4), 1825-1863, 2005	1091	2005
Quality minus junk CS Asness, A Frazzini, LH Pedersen Review of Accounting studies 24 (1), 34-112, 2019	1021	2019
Demand-based option pricing N Garleanu, LH Pedersen, AM Poteshman The Review of Financial Studies 22 (10), 4259-4299, 2008	1008	2008
Securities lending, shorting, and pricing D Duffie, N Garleanu, LH Pedersen Journal of Financial Economics 66 (2-3), 307-339, 2002	871	2002
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	843	2009
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	840	2011
Valuation in over-the-counter markets D Duffie, N Gârleanu, LH Pedersen The Review of Financial Studies 20 (6), 1865-1900, 2007	759	2007
Dynamic trading with predictable returns and transaction costs N Gârleanu, LH Pedersen The Journal of Finance 68 (6), 2309-2340, 2013	662	2013
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	585*	2003

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