Biblio
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Filters: Author is Pedersen, Lasse Heje [Clear All Filters]
Size Matters, if You Control Your Junk." Available at SSRN 2553889. 2015.
"Betting against beta." Journal of Financial Economics. 2014;111:1-25.
"Carry.; 2013.
Value and Momentum Everywhere." The Journal of Finance. 2013;68:929-985.
"Time series momentum." Journal of Financial Economics. 2012;104:228-250.
"Market liquidity and funding liquidity." Review of Financial studies. 2009;22:2201-2238.
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