Lasse H. Pedersen, Ph.D.
Affiliations: | 2001 | Stanford University, Palo Alto, CA |
Area:
Finance, General Economics, Theory EconomicsGoogle:
"Lasse Pedersen"Parents
Sign in to add mentor| Darrell Duffie | grad student | 2001 | Stanford | |
| (Repeated trade under asymmetric information.) | ||||
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Publications
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| Pedersen LH. (2015) Efficiently inefficient: How smart money invests and market prices are determined Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined. 1-348 |
| Asness CS, Moskowitz TJ, Pedersen LH. (2013) Value and Momentum Everywhere Journal of Finance. 68: 929-985 |
| Moskowitz TJ, Ooi YH, Pedersen LH. (2012) Time series momentum Journal of Financial Economics. 104: 228-250 |
| Gârleanu N, Pedersen LH. (2011) Margin-based asset pricing and deviations from the law of one price Review of Financial Studies. 24: 1980-2022 |
| Gârleanu N, Pedersen LH, Poteshman AM. (2009) Demand-based option pricing Review of Financial Studies. 22: 4259-4299 |
| Mitchell M, Pedersen LH, Pulvino T. (2007) Slow moving capital American Economic Review. 97: 215-220 |
| Duffie D, Gârleanu N, Pedersen LH. (2007) Valuation in over-the-counter markets Review of Financial Studies. 20: 1865-1900 |
| Andersen TM, Pedersen LH. (2007) Distribution and labour market incentives in the Welfare State - Danish experiences Swedish Economic Policy Review. 14: 175-214 |
| Larsen A, Pedersen LH, Sørensen EM, et al. (2006) Independent regulatory authorities in European electricity markets Energy Policy. 34: 2858-2870 |
| Acharya VV, Pedersen LH. (2005) Asset pricing with liquidity risk Journal of Financial Economics. 77: 375-410 |