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Browsing by Author Pedersen, Lasse Heje

Showing results 1 to 18 of 18
Issue DateTitleAuthor(s)
Sep-2003Adverse Selection and Re-TradeGarleanu, Nicolae; Pedersen, Lasse Heje
11-Jun-2004Asset Pricing with Liquidity RiskAcharya, Viral V.; Pedersen, Lasse Heje
Jan-2006Demand-Based Option PricingGârleanu, Nicolae; Pedersen, Lasse Heje; Poteshman, Allen M.
24-Nov-2009Dynamic Trading with Predictable Returns and Transaction CostsPedersen, Lasse Heje; Nicolae, Garleanu
24-Nov-2009Margin-Based Asset Pricing and Deviations from the Law of One PricePedersen, Lasse Heje; Nicolae, Garleanu
Aug-2005MARKET LIQUIDITY AND FUNDING LIQUIDITYBrunnermeier, Markus K.; Pedersen, Lasse Heje
24-Sep-2001Modeling Sovereign Yield Spreads: A Case Study of Russian DebtDuffie, Darrell; Pedersen, Lasse Heje; Singleton, Kenneth J.
24-Sep-2001Modeling Sovereign Yield Spreads: A Case Study of Russian DebtDuffie, Darrell; Pedersen, Lasse Heje; Singleton, Kenneth J.
15-Sep-2003Over-the-Counter MarketmakingDuffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje
31-Mar-2004Over-the-Counter MarketsDuffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje
10-Dec-2003PREDATORY TRADINGBrunnermeier, Markus K.; Pedersen, Lasse Heje
20-Feb-2003Repeated Auctions with Endogenous SellingGarleanu, Nicolae; Pedersen, Lasse Heje
24-Sep-2001Securities Lending, Shorting, and PricingDuffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje
24-Sep-2001Valuation in Dynamic Bargaining MarketsDuffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje
24-Sep-2001Valuation in Dynamic Bargaining MarketsDuffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje
30-Mar-2004Valuation in Over-the-Counter MarketsDuffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje
15-Sep-2003Valuation in Over-The-Counter MarketsDuffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje
24-Nov-2009When Everyone Runs for the ExitPedersen, Lasse Heje
Showing results 1 to 18 of 18