| Issue Date | Title | Author(s) |
| Sep-2003 | Adverse Selection and Re-Trade | Garleanu, Nicolae; Pedersen, Lasse Heje |
| 11-Jun-2004 | Asset Pricing with Liquidity Risk | Acharya, Viral V.; Pedersen, Lasse Heje |
| Jan-2006 | Demand-Based Option Pricing | Gârleanu, Nicolae; Pedersen, Lasse Heje; Poteshman, Allen M. |
| 24-Nov-2009 | Dynamic Trading with Predictable Returns and Transaction Costs | Pedersen, Lasse Heje; Nicolae, Garleanu |
| 24-Nov-2009 | Margin-Based Asset Pricing and Deviations from the Law of One Price | Pedersen, Lasse Heje; Nicolae, Garleanu |
| Aug-2005 | MARKET LIQUIDITY AND FUNDING LIQUIDITY | Brunnermeier, Markus K.; Pedersen, Lasse Heje |
| 24-Sep-2001 | Modeling Sovereign Yield Spreads: A Case Study of Russian Debt | Duffie, Darrell; Pedersen, Lasse Heje; Singleton, Kenneth J. |
| 24-Sep-2001 | Modeling Sovereign Yield Spreads: A Case Study of Russian Debt | Duffie, Darrell; Pedersen, Lasse Heje; Singleton, Kenneth J. |
| 15-Sep-2003 | Over-the-Counter Marketmaking | Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje |
| 31-Mar-2004 | Over-the-Counter Markets | Duffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje |
| 10-Dec-2003 | PREDATORY TRADING | Brunnermeier, Markus K.; Pedersen, Lasse Heje |
| 20-Feb-2003 | Repeated Auctions with Endogenous Selling | Garleanu, Nicolae; Pedersen, Lasse Heje |
| 24-Sep-2001 | Securities Lending, Shorting, and Pricing | Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje |
| 24-Sep-2001 | Valuation in Dynamic Bargaining Markets | Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje |
| 24-Sep-2001 | Valuation in Dynamic Bargaining Markets | Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje |
| 15-Sep-2003 | Valuation in Over-The-Counter Markets | Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje |
| 30-Mar-2004 | Valuation in Over-the-Counter Markets | Duffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje |
| 24-Nov-2009 | When Everyone Runs for the Exit | Pedersen, Lasse Heje |
