← Back to directory
Lasse Heje Pedersen
Researcher Next ID · RN-006720
Researcher · Economics, Econometrics and Finance
Copenhagen, Denmark
Not currently recruitingFunding unknown
- Works count
- 215
- Citation count
- 34,692
- H-index
- 65
- i10-index
- 123
Research interests
Economics, Econometrics and Finance
Business, Management and Accounting
Financial Markets and Investment Strategies
Banking stability, regulation, efficiency
Economic theories and models
Corporate Finance and Governance
Credit Risk and Financial Regulations
Publications
Responsible investing: The ESG-efficient frontier
Journal of Financial Economics · 2020 · https://doi.org/10.1016/j.jfineco.2020.11.001
Value and Momentum Everywhere
The Journal of Finance · 2013 · https://doi.org/10.1111/jofi.12021
Betting against beta
Journal of Financial Economics · 2013 · https://doi.org/10.1016/j.jfineco.2013.10.005
Market Liquidity and Funding Liquidity
Review of Financial Studies · 2008 · https://doi.org/10.1093/rfs/hhn098
Asset pricing with liquidity risk
Journal of Financial Economics · 2005 · https://doi.org/10.1016/j.jfineco.2004.06.007
Current projects
No projects listed.