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Valuation in over-the-counter markets
Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje - In: The review of financial studies 20 (2007) 6, pp. 1865-1900
Persistent link: https://www.econbiz.de/10003621265
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Securities lending, shorting, and pricing
Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje - In: Journal of Financial Economics 66 (2002) 2-3, pp. 307-339
Persistent link: https://www.econbiz.de/10005478059
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Over-the-Counter Markets
Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje - In: Econometrica 73 (2005) 6, pp. 1815-1847
We study how intermediation and asset prices in over-the-counter markets are affected by illiquidity associated with search and bargaining. We compute explicitly the prices at which investors trade with each other, as well as marketmakers' bid and ask prices, in a dynamic model with strategic...
Persistent link: https://www.econbiz.de/10005332324
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Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae; Pedersen, Lasse Heje - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
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Demand-based option pricing
Garleanu, Nicolae; Pedersen, Lasse Heje; Poteshman, Allen M. - In: The review of financial studies 22 (2009) 10, pp. 4259-4299
Persistent link: https://www.econbiz.de/10003887031
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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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Two monetary tools : interest rates and haircuts
Ashcraft, Adam B.; Garleanu, Nicolae; Pedersen, Lasse Heje - In: NBER macroeconomics annual 25 (2010), pp. 143-208
Persistent link: https://www.econbiz.de/10009155273
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Liquidity and risk management
Garleanu, Nicolae; Pedersen, Lasse Heje - In: The American economic review 97 (2007) 2, pp. 193-197
Persistent link: https://www.econbiz.de/10003501718
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Dynamic portfolio choice with frictions
Garleanu, Nicolae; Pedersen, Lasse Heje - In: Journal of economic theory 165 (2016), pp. 487-516
Persistent link: https://www.econbiz.de/10011650142
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Active and passive investing : understanding Samuelson's dictum
Garleanu, Nicolae; Pedersen, Lasse Heje - In: Review of asset pricing studies : RAPS 12 (2022) 2, pp. 389-446
Persistent link: https://www.econbiz.de/10013253674