| Issue Date | Title | Author(s) |
| 24-Sep-2001 | Modeling Sovereign Yield Spreads: A Case Study of Russian Debt | Duffie, Darrell; Pedersen, Lasse Heje; Singleton, Kenneth J. |
| Jan-2006 | Demand-Based Option Pricing | Gârleanu, Nicolae; Pedersen, Lasse Heje; Poteshman, Allen M. |
| 11-Jun-2004 | Asset Pricing with Liquidity Risk | Acharya, Viral V.; Pedersen, Lasse Heje |
| 10-Dec-2003 | PREDATORY TRADING | Brunnermeier, Markus K.; Pedersen, Lasse Heje |
