Found: 14

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  • Predatory Trading.

    Published in:
    Journal of Finance (Wiley-Blackwell), 2005, v. 60, n. 4, p. 1825, doi. 10.1111/j.1540-6261.2005.00781.x
    By:
    • BRUNNERMEIER, MARKUSK.;
    • PEDERSEN, LASSE HEJE
    Publication type:
    Article

  • Modeling Sovereign Yield Spreads: A Case Study of Russian Debt.

    Published in:
    Journal of Finance (Wiley-Blackwell), 2003, v. 58, n. 1, p. 119, doi. 10.1111/1540-6261.00520
    By:
    • DUFFIE, DARRELL;
    • PEDERSEN, LASSE HEJE;
    • SINGLETON, KENNETH J.
    Publication type:
    Article

  • OVER-THE-COUNTER MARKETS.

    Published in:
    Econometrica, 2005, v. 73, n. 6, p. 1815, doi. 10.1111/j.1468-0262.2005.00639.x
    By:
    • Duffie, Darrell;
    • Gârleanu, Nicolae;
    • Pedersen, Lasse Heje
    Publication type:
    Article

  • Quality minus junk.

    Published in:
    Review of Accounting Studies, 2019, v. 24, n. 1, p. 34, doi. 10.1007/s11142-018-9470-2
    By:
    • Asness, Clifford S.;
    • Frazzini, Andrea;
    • Pedersen, Lasse Heje
    Publication type:
    Article

  • Margin-based Asset Pricing and Deviations from the Law of One Price.

    Published in:
    Review of Financial Studies, 2011, v. 24, n. 6, p. 1980
    By:
    • Gârleanu, Nicolae;
    • Pedersen, Lasse Heje
    Publication type:
    Article

  • Demand-Based Option Pricing.

    Published in:
    Review of Financial Studies, 2009, v. 22, n. 10, p. 4259, doi. 10.1093/rfs/hhp005
    By:
    • Gârleanu, Nicolae;
    • Pedersen, Lasse Heje;
    • Poteshman, Allen M.
    Publication type:
    Article

  • Market Liquidity and Funding Liquidity.

    Published in:
    Review of Financial Studies, 2009, v. 22, n. 6, p. 2201, doi. 10.1093/rfs/hhn098
    By:
    • Brunnermeier, Markus K.;
    • Pedersen, Lasse Heje
    Publication type:
    Article

  • Valuation in Over-the-Counter Markets.

    Published in:
    Review of Financial Studies, 2007, v. 20, n. 6, p. 1865, doi. 10.1093/rfs/hhm037
    By:
    • Duffie, Darrell;
    • Gârleanu, Nicolae;
    • Pedersen, Lasse Heje
    Publication type:
    Article

  • Adverse Selection and the Required Return.

    Published in:
    Review of Financial Studies, 2004, v. 17, n. 3, p. 643, doi. 10.1093/rfs/hhg032
    By:
    • Gârleanu, Nicolae;
    • Pedersen, Lasse Heje
    Publication type:
    Article

  • Active and Passive Investing: Understanding Samuelson's Dictum.

    Published in:
    Review of Asset Pricing Studies, 2022, v. 12, n. 2, p. 389, doi. 10.1093/rapstu/raab020
    By:
    • Gârleanu, Nicolae;
    • Pedersen, Lasse Heje
    Publication type:
    Article

  • Embedded Leverage.

    Published in:
    Review of Asset Pricing Studies, 2022, v. 12, n. 1, p. 1, doi. 10.1093/rapstu/raab022
    By:
    • Frazzini, Andrea;
    • Pedersen, Lasse Heje
    Publication type:
    Article

  • Liquidity and Risk Management.

    Published in:
    American Economic Review, 2007, v. 97, n. 2, p. 193
    By:
    • Gârleanu, Nicolae;
    • Pedersen, Lasse Heje
    Publication type:
    Article

  • Slow Moving Capital.

    Published in:
    American Economic Review, 2007, v. 97, n. 2, p. 215, doi. 10.1257/aer.97.2.215
    By:
    • Mitchell, Mark;
    • Pedersen, Lasse Heje;
    • Pulvino, Todd
    Publication type:
    Article

  • Risk Everywhere: Modeling and Managing Volatility.

    Published in:
    Review of Financial Studies, 2018, v. 31, n. 7, p. 2729, doi. 10.1093/rfs/hhy041
    By:
    • Bollerslev, Tim;
    • Hood, Benjamin;
    • Huss, John;
    • Pedersen, Lasse Heje
    Publication type:
    Article