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Margin-based asset pricing and deviations from the law of one price
Garleanu, Nicolae; Pedersen, Lasse Heje - 2011
Persistent link: https://www.econbiz.de/10008860093
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Margin-based asset pricing and deviations from Law of One Price
Garleanu, Nicolae; Pedersen, Lasse Heje - In: The review of financial studies 24 (2011) 6, pp. 1980-2022
Persistent link: https://www.econbiz.de/10009155225
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Portfolio choice and pricing in illiquid markets
Garleanu, Nicolae - In: Journal of economic theory 144 (2009) 2, pp. 532-564
Persistent link: https://www.econbiz.de/10003840890
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Liquidity and asset prices
Amihud, Yakov; Hendelson, Haim; Pedersen, Lasse Heje - 2005
Persistent link: https://www.econbiz.de/10003306872
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Market liquidity and funding liquidity
Brunnermeier, Markus Konrad; Pedersen, Lasse Heje - In: The review of financial studies 22 (2009) 6, pp. 2201-2238
Persistent link: https://www.econbiz.de/10003866708
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Market liquidity and funding liquidity
Brunnermeier, Markus Konrad; Pedersen, Lasse Heje - 2007
Persistent link: https://www.econbiz.de/10003427690
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Betting against beta
Frazzinia, Andrea; Pedersen, Lasse Heje - In: Journal of financial economics 111 (2014) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10010255547
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Over-the-counter markets
Duffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 6, pp. 1815-1847
Persistent link: https://www.econbiz.de/10003185747
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Over-the-counter markets
Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje - 2004
Persistent link: https://www.econbiz.de/10002367589
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Predatory trading
Brunnermeier, Markus Konrad; Pedersen, Lasse Heje - In: The journal of finance : the journal of the American … 60 (2005) 4, pp. 1825-1864
Persistent link: https://www.econbiz.de/10003080437