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Author
Lasse Heje Pedersen
also known as L PEDERSEN, L Pedersen, L. Pedersen
Copenhagen Business School · Supélec · Goethe University Frankfurt · Center for Economic and Policy Research
About this author
Works
215
Cited by
33,661
h-index
64
i10
123
ORCID ↗
Top papers
Market Liquidity and Funding Liquidity
Markus K. Brunnermeier, Lasse Heje Pedersen
·
2008
·
Review of Financial Studies
↗ 4,846
Asset pricing with liquidity risk
Viral V. Acharya, Lasse Heje Pedersen
·
2005
·
Journal of Financial Economics
↗ 2,887
Value and Momentum Everywhere
Clifford S. Asness, Tobias J. Moskowitz, Lasse Heje Pedersen
·
2013
·
The Journal of Finance
↗ 2,209
OA
Betting against beta
Andrea Frazzini, Lasse Heje Pedersen
·
2013
·
Journal of Financial Economics
↗ 2,028
OA
Responsible investing: The ESG-efficient frontier
Lasse Heje Pedersen, Shaun Fitzgibbons, Łukasz Pomorski
·
2020
·
Journal of Financial Economics
↗ 1,775
OA
Measuring Systemic Risk
Viral V. Acharya, Lasse Heje Pedersen, Thomas Philippon, et al.
·
2016
·
Review of Financial Studies
↗ 1,764
OA
Time series momentum
Tobias J. Moskowitz, Yao Hua Ooi, Lasse Heje Pedersen
·
2011
·
Journal of Financial Economics
↗ 1,390
OA
Market Liquidity and Funding Liquidity
Lasse Heje Pedersen, Markus K. Brunnermeier
·
2005
·
SSRN Electronic Journal
↗ 1,017
OA
Securities lending, shorting, and pricing
Darrell Duffie, Nicolae Gârleanu, Lasse Heje Pedersen
·
2002
·
Journal of Financial Economics
↗ 687
Carry Trades and Currency Crashes
Markus K. Brunnermeier, Stefan Nagel, Lasse Heje Pedersen, et al.
·
2008
↗ 675
Margin-based Asset Pricing and Deviations from the Law of One Price
Nicolae Gârleanu, Lasse Heje Pedersen
·
2011
·
Review of Financial Studies
↗ 674
Predatory Trading
Markus K. Brunnermeier, Lasse Heje Pedersen
·
2005
·
The Journal of Finance
↗ 602
Books
Efficiently inefficient
2015
·
Princeton University Press
Market liquidity
2012
·
Cambridge University Press
Financial Market Liquidity
2012
·
Cambridge University Press
Liquidity and asset prices
2005
·
Now Publishers Inc