Biblio

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Filters: Author is Pedersen, Lasse Heje  [Clear All Filters]
2014
Frazzini A, Pedersen LHeje. "Betting against beta." Journal of Financial Economics. 2014;111:1-25.
2012
Moskowitz TJ, Ooi YHua, Pedersen LHeje. "Time series momentum." Journal of Financial Economics. 2012;104:228-250.
2009
Brunnermeier MK, Pedersen LHeje. "Market liquidity and funding liquidity." Review of Financial studies. 2009;22:2201-2238.