Lasse Heje Pedersen

Lasse Heje Pedersen

Copenhagen Business School - Frederiksberg / Denmark
Economics & Econometrics / Economics
AD Scientific Index ID: 1434412
Handelshøjskolen i København
person_outline Lasse Heje Pedersen's MOST POPULAR ARTICLES
1-) Market liquidity and funding liquidity The review of financial studies 22 (6), 2201-2238, 2009
2-) Asset pricing with liquidity risk Journal of financial Economics 77 (2), 375-410, 2005
3-) Measuring Systemic Risk The Review of Financial Studies 30 (1), 2-47, 2017
4-) Value and momentum everywhere The journal of finance 68 (3), 929-985, 2013
5-) Betting against beta Journal of Financial Economics 111 (1), 1-25, 2014