Market liquidity and funding liquidity MK Brunnermeier, LH Pedersen The review of financial studies 22 (6), 2201-2238, 2009 | 6521 | 2009 |
Asset pricing with liquidity risk VV Acharya, LH Pedersen Journal of financial Economics 77 (2), 375-410, 2005 | 4705 | 2005 |
Measuring Systemic Risk VV Acharya, LH Pedersen, T Philippon, M Richardson The Review of Financial Studies 30 (1), 2-47, 2017 | 3689 | 2017 |
Value and momentum everywhere CS Asness, TJ Moskowitz, LH Pedersen The journal of finance 68 (3), 929-985, 2013 | 3359 | 2013 |
Betting against beta A Frazzini, LH Pedersen Journal of Financial Economics 111 (1), 1-25, 2014 | 2782 | 2014 |
Time series momentum TJ Moskowitz, YH Ooi, LH Pedersen Journal of financial economics 104 (2), 228-250, 2012 | 1772 | 2012 |
How sovereign is sovereign credit risk? FA Longstaff, J Pan, LH Pedersen, KJ Singleton American Economic Journal: Macroeconomics 3 (2), 75-103, 2011 | 1552 | 2011 |
Over‐the‐counter markets D Duffie, N Gârleanu, LH Pedersen Econometrica 73 (6), 1815-1847, 2005 | 1540 | 2005 |
Carry trades and currency crashes MK Brunnermeier, S Nagel, LH Pedersen NBER macroeconomics annual 23 (1), 313-348, 2008 | 1441 | 2008 |
Responsible investing: The ESG-efficient frontier LH Pedersen, S Fitzgibbons, L Pomorski Journal of financial economics 142 (2), 572-597, 2021 | 1346 | 2021 |
Liquidity and asset prices Y Amihud, H Mendelson, LH Pedersen Foundations and Trends® in Finance 1 (4), 269-364, 2006 | 1195 | 2006 |
Predatory trading MK Brunnermeier, LH Pedersen The Journal of Finance 60 (4), 1825-1863, 2005 | 1067 | 2005 |
Demand-based option pricing N Garleanu, LH Pedersen, AM Poteshman The Review of Financial Studies 22 (10), 4259-4299, 2008 | 986 | 2008 |
Quality minus junk CS Asness, A Frazzini, LH Pedersen Review of Accounting studies 24 (1), 34-112, 2019 | 970 | 2019 |
Securities lending, shorting, and pricing D Duffie, N Garleanu, LH Pedersen Journal of Financial Economics 66 (2-3), 307-339, 2002 | 862 | 2002 |
Regulating Systemic Risk, Chapter 13 from Restoring Financial Stability: How to Repair a Failed System, editors Viral Acharya and Matthew Richardson V Acharya, L Pedersen, T Philippon John Wiley and Sons, 2009 | 826 | 2009 |
Margin-based asset pricing and deviations from the law of one price N Garleanu, LH Pedersen The Review of Financial Studies 24 (6), 1980-2022, 2011 | 819 | 2011 |
Valuation in over-the-counter markets D Duffie, N Gârleanu, LH Pedersen The Review of Financial Studies 20 (6), 1865-1900, 2007 | 749 | 2007 |
Dynamic trading with predictable returns and transaction costs N Gârleanu, LH Pedersen The Journal of Finance 68 (6), 2309-2340, 2013 | 645 | 2013 |
Modeling credit spreads on sovereign debt: A case study of Russian bonds D Duffie, L Pedersen, K Singleton Journal of Finance 55, 119-159, 2003 | 581* | 2003 |