Lasse Heje Pedersen | Academic Influence

Lasse Heje Pedersen's AcademicInfluence.com Rankings

Lasse Heje Pedersen

Economics

#1673

World Rank

#1922

Historical Rank

economics Degrees

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Economics

Lasse Heje Pedersen's Degrees

PhD Finance Copenhagen Business School
Masters Finance Copenhagen Business School
Bachelors Economics Copenhagen Business School

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Why Is Lasse Heje Pedersen Influential?

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According to Wikipedia, Lasse Heje Pedersen is a Danish financial economist known for his research on liquidity risk and asset pricing. He is Professor of Finance at the Copenhagen Business School. Before that, he held the position of a Professor of Finance and Alternative Investments at the New York University Stern School of Business. He has also served in the monetary policy panel and liquidity working group at the Federal Reserve Bank of New York and is a principal at AQR Capital Management.

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Lasse Heje Pedersen's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Market Liquidity and Funding Liquidity (2005) (4623)
Asset Pricing with Liquidity Risk (2003) (2788)
Betting Against Beta (2010) (1748)
Measuring Systemic Risk (2010) (1590)
Value and Momentum Everywhere (2009) (1387)
Time Series Momentum (2011) (1227)
Value and Momentum Everywhere: Value and Momentum Everywhere (2013) (1106)
Over-the-Counter Markets (2004) (1054)
How Sovereign is Sovereign Credit Risk? (2007) (1037)
Carry Trades and Currency Crashes (2008) (1027)
Derivatives of Erythropoietin That Are Tissue Protective But Not Erythropoietic (2004) (803)
Liquidity and Asset Prices (2005) (788)
Demand-Based Option Pricing (2005) (738)
Margin-Based Asset Pricing and Deviations from the Law of One Price (2009) (631)
Securities Lending, Shorting, and Pricing (2001) (610)
Predatory Trading (2003) (608)
Valuation in Over-the-Counter Markets (2003) (601)
Slow Moving Capital (2007) (458)
Dynamic Trading with Predictable Returns and Transaction Costs (2009) (456)
Asialoerythropoietin is a nonerythropoietic cytokine with broad neuroprotective activity in vivo (2003) (448)
Modeling Sovereign Yield Spreads: A Case Study of Russian Debt (2001) (430)
Leverage Aversion and Risk Parity (2012) (296)
Responsible Investing: The ESG-Efficient Frontier (2019) (291)
Identification of a cytotoxic T lymphocyte response to the apoptosis inhibitor protein survivin in cancer patients. (2001) (269)
Spontaneous cytotoxic T-cell responses against survivin-derived MHC class I-restricted T-cell epitopes in situ as well as ex vivo in cancer patients. (2001) (267)
Risk Everywhere: Modeling and Managing Volatility (2017) (178)
Two Monetary Tools: Interest Rates and Haircuts (2010) (178)
A Century of Evidence on Trend-Following Investing (2017) (156)
Size Matters, If You Control Your Junk (2015) (144)
T cell responses affected by aminopeptidase N (CD13)-mediated trimming of major histocompatibility complex class II-bound peptides. (1996) (138)
Carry (2013) (131)
Fibrin-targeting immunotherapy protects against neuroinflammation and neurodegeneration (2018) (120)
A Tax on Systemic Risk (2010) (119)
When Everyone Runs for the Exit (2009) (117)
Dynamic portfolio choice with frictions (2016) (115)
Lack of toxicity of therapy-induced T cell responses against the universal tumour antigen survivin. (2005) (115)
Liquidity and Risk Management (2007) (110)
Efficiently Inefficient Markets for Assets and Asset Management (2015) (110)
Peptide binding specificity of major histocompatibility complex class I resolved into an array of apparently independent subspecificities: quantitation by peptide libraries and improved prediction of binding (1996) (108)
Adverse Selection and the Required Return (2004) (107)
Positive and negative regulation of APP amyloidogenesis by sumoylation (2003) (106)
Establishment of a quantitative ELISA capable of determining peptide - MHC class I interaction. (2002) (96)
Immunogenicity, Efficacy, Safety, and Mechanism of Action of Epitope Vaccine (Lu AF20513) for Alzheimer's Disease: Prelude to a Clinical Trial (2013) (95)
Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined (2015) (83)
Low-Risk Investing without Industry Bets (2013) (82)
Regulating Systemic Risk (2009) (81)
Molecular Characterization of the Di-leucine-based Internalization Motif of the T Cell Receptor (*) (1996) (77)
The interaction of beta 2‐microglobulin (β2m) with mouse class I major histocompatibility antigens and its ability to support peptide binding. A comparison of human and mouse β2m (1995) (74)
Demystifying Managed Futures (2013) (74)
Buffett’s Alpha (2013) (73)
Betting Against Correlation: Testing Theories of the Low-Risk Effect (2016) (72)
Dynamic changes of specific T cell responses to melanoma correlate with IL-2 administration. (2003) (72)
Quality minus junk (2017) (71)
Is There a Replication Crisis in Finance? (2021) (68)
Dogs with Cognitive Dysfunction as a Spontaneous Model for Early Alzheimer's Disease: A Translational Study of Neuropathological and Inflammatory Markers. (2016) (67)
Direct binding of autoimmune disease related T cell epitopes to purified Lewis rat MHC class II molecules (1994) (63)
Receptor-ligand interactions measured by an improved spun column chromatography technique. A high efficiency and high throughput size separation method. (1995) (63)
Cleavage of the respiratory syncytial virus fusion protein is required for its surface expression: role of furin. (2000) (61)
A quantitative assay to measure the interaction between immunogenic peptides and purified class I major histocompatibility complex molecules (1994) (55)
Which Trend Is Your Friend? (2015) (51)
Shared fine specificity between T-cell receptors and an antibody recognizing a peptide/major histocompatibility class I complex. (1996) (50)
Longer peptide can be accommodated in the MHC class I binding site by a protrusion mechanism (2000) (49)
pH dependence of MHC class I-restricted peptide presentation. (1996) (45)
Generalized Recovery (2018) (45)
The Interaction between Beta 2‐Microglobulin (ßm) and Purified Class‐I Major Histocompatibility (MHC) Antigen (1994) (44)
Sharpening the Arithmetic of Active Management (2018) (42)
Autoimmune antibody decline in Parkinson’s disease and Multiple System Atrophy; a step towards immunotherapeutic strategies (2017) (41)
Corporate Bond Specialness (2007) (40)
Humoral immune response of european eel Anguilla anguilla to a major antigen in Anguillicola crassus (Nematoda) (1992) (40)
Tumor infiltrating lymphocytes in seminoma lesions comprise clonally expanded cytotoxic T cells (2006) (40)
Circulation and homing of melanoma‐reactive T cells to both cutaneous and visceral metastases after vaccination with monocyte‐derived dendritic cells (2004) (39)
Embedded Leverage (2012) (37)
Early Option Exercise: Never Say Never (2015) (36)
Pharmacological Characterization and Modeling of the Binding Sites of Novel 1,3-Bis(pyridinylethynyl)benzenes as Metabotropic Glutamate Receptor 5-Selective Negative Allosteric Modulators (2012) (35)
Taxing Systemic Risk (2013) (35)
Aggregation of antigen-specific T cells at the inoculation site of mature dendritic cells. (2002) (34)
Game On: Social Networks and Markets (2021) (33)
Market Liquidity: Asset Pricing, Risk, and Crises (2012) (32)
Efficiently Inefficient Markets for Assets and Asset Management: Efficiently Inefficient Markets for Assets and Asset Management (2017) (31)
Cognitive impairment in the Tg6590 transgenic rat model of Alzheimer’s disease (2009) (29)
Biological activity of bovine milk (2001) (29)
Antibodies against the C-terminus of α-synuclein modulate its fibrillation. (2017) (28)
Highly specific and selective anti-pS396-tau antibody C10.2 targets seeding-competent tau (2018) (28)
Oligoclonal T-cell receptor usage of melanocyte differentiation antigen-reactive T cells in stage IV melanoma patients. (2001) (27)
t-PA, but not desmoteplase, induces plasmin-dependent opening of a blood-brain barrier model under normoxic and ischaemic conditions (2014) (24)
Hedge Funds in the Aftermath of the Financial Crisis (2009) (23)
Specific killing of P53 mutated tumor cell lines by a cross‐reactive human HLA‐A2‐restricted P53‐specific CTL line (2001) (23)
Distinct Autoimmune Anti-α-Synuclein Antibody Patterns in Multiple System Atrophy and Parkinson’s Disease (2019) (22)
How to Calculate Systemic Risk Surcharges (2012) (22)
Identification of identical TCRs in primary melanoma lesions and tumor free corresponding sentinel lymph nodes (2006) (20)
Differential expression of inhibitory or activating CD94/NKG2 subtypes on MART-1-reactive T cells in vitiligo versus melanoma: a case report. (2002) (20)
Causes and Consequences of Margin Levels in Futures Markets (2014) (19)
Differential effects of γ‐secretase and BACE1 inhibition on brain Aβ levels in vitro and in vivo (2009) (18)
Shift from Systemic to Site-Specific Memory by Tumor-Targeted IL-21 (2004) (18)
Valuation in Dynamic Bargaining Markets (2001) (17)
Preformed purified peptide/major histocompatibility class I complexes are potent stimulators of class I‐restricted T cell hybridomas (1994) (16)
Antibodies Directed Against Monomorphic and Evolutionary Conserved Self Epitopes may be Generated in ‘Knock‐Out’ Mice. Development of Monoclonal Antibodies Directed Against Monomorphic MHC Class I Determinants (1994) (16)
Quality minus junk (2018) (15)
Tau Antibody Structure Reveals a Molecular Switch Defining a Pathological Conformation of the Tau Protein (2018) (15)
Monitoring Leverage (2011) (15)
Erratum: Asialoerythropoietin is a nonerythropoietic cytokine with broad neuroprotective activity in vivo (Proceedings of the National Academy of Sciences of the United States of America (May 27, 2003) 100:11 (6741-6746)) (2003) (13)
Active and Passive Investing: Understanding Samuelson's Dictum (2019) (13)
Longitudinal Analysis of MART‐1/HLA‐A2‐Reactive T Cells Over the Course of Melanoma Progression (2003) (13)
Trends Everywhere (2018) (11)
Human p53(264-272) HLA-A2 binding peptide is an immunodominant epitope in DNA-immunized HLA-A2 transgenic mice. (1999) (11)
Immunostimulant patches containing Escherichia coli LT enhance immune responses to DNA- and recombinant protein-based Alzheimer's disease vaccines (2014) (11)
Enhanced Portfolio Optimization (2020) (11)
Deep Value (2017) (10)
A Century of Evidence on Trend-Following Investing: Executive Summary (2012) (10)
Adverse Selection and Re-Trade (2002) (9)
Cerebrospinal fluid and plasma distribution of anti-α-synuclein IgMs and IgGs in multiple system atrophy and Parkinson's disease. (2021) (9)
MHC Class I Phenotype and Function of Human β2‐Microglobulin Transgenic Murine Lymphocytes (1996) (8)
1 Value and Momentum Everywhere (2009) (7)
In Vitro Production and Characterization of Partly Assembled Human CD3 Complexes (2002) (7)
Quantitative Equity Investing (2015) (6)
Safe-Haven CDS Premia (2015) (6)
Immunological consequences of the sentinel lymph-node biopsy--lessons from a melanoma patient. (2003) (6)
Advances in Brief Spontaneous Cytotoxic T-Cell Responses against Survivin-derived MHC Class I-restricted T-Cell Epitopes in Situ As Well As ex Vivo in Cancer Patients 1 (2001) (6)
Economics with Market Liquidity Risk (2019) (5)
High-throughput polymerase chain reaction cleanup in microtiter format. (2001) (5)
Repeated Auctions with Endogenous Selling (2003) (4)
T Cell Responses Affected by Aminopeptidase N (CD13)-mediated Trimming of Major Histocompatibility Complex Class lI-bound Peptides (1996) (4)
“Will My Risk Parity Strategy Outperform?”: A Comment (2013) (4)
Principal Portfolios (2020) (3)
Handbook on Systemic Risk: Taxing Systemic Risk (2013) (3)
Market Liquidity: Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange (2012) (3)
Fact and Fiction about Low-Risk Investing (2020) (2)
Over-the-Counter Marketmaking (2003) (2)
Machine Learning and the Implementable Efficient Frontier (2022) (2)
Structure of HLA-A*1101 in complex with a hepatitis B peptide homologue. (2006) (2)
Memory impairment in the Tg6590 transgenic rat model of Alzheimer's disease (2009) (2)
Demand-Based Option Pricing ∗ Nicolae Gârleanu † (2007) (2)
Implicit Guarantees and Risk Taking Inside Financial Institutions (2011) (1)
O77 - Peptide binding specificity of major histocompatibility complex (MHC) class I resolved into an array of apparently independent sub-specificities. Quantitation by peptide libraries and improved prediction of binding (1996) (1)
Supplemental Appendix to: Risk Everywhere: Modeling and Managing Volatility (2017) (1)
Fibrin-targeting immunotherapy protects against neuroinflammation and neurodegeneration (2018) (1)
Market Liquidity: Asset Pricing and the Bid–Ask Spread (2012) (1)
Dedicated Short Bias (2015) (1)
Illiquidity Contagion and Liquidity Crashes ∗ (2013) (1)
An approach for characterization and purification of a human monoclonal hybridoma antibody. (1989) (1)
Market Liquidity: Liquidity, Maturity, and the Yields on U.S. Treasury Securities (2012) (1)
Liquidity and Risk Management Nicolae Gârleanu (2006) (1)
Is Capital Structure Irrelevant with ESG Investors? (2022) (1)
Market Liquidity: References for Introductions and Summaries (2012) (0)
Big Data Asset Pricing 4: The Factor Zoo and Replication (2022) (0)
Chapter 5. Trading and Financing a Strategy: Market and Funding Liquidity (2015) (0)
Klemmensen : The Immunological Synapse (2004) (0)
Chapter 10. Introduction to Asset Allocation: The Returns to the Major Asset Classes (2015) (0)
Chapter 9. Quantitative Equity Investing (2015) (0)
Big Data Asset Pricing 6: Asset Pricing with Frictions (2022) (0)
FUND SELECTION IN 401 ( K ) PLANS (2006) (0)
Highly Specific and Sensitive Target Binding by the Humanized pS396-Tau Antibody hC10.2 Across a Wide Spectrum of Alzheimer's Disease and Primary Tauopathy Postmortem Brains. (2022) (0)
Discussion (2011) (0)
Chapter 11. Global Macro Investing (2015) (0)
Market Liquidity: Liquidity and the 1987 Stock Market Crash (2012) (0)
Chapter 12 Managed Futures: Trend-Following Investing (2015) (0)
Liquidity and Risk Management Nicolae Gârleanu and (2007) (0)
Chapter 1. Understanding Hedge Funds and Other Smart Money (2015) (0)
Chapter 13. Introduction to Arbitrage Pricing and Trading (2015) (0)
The Main Themes in Three Simple Tables (2015) (0)
Mutual Fund Managers’ Learning From Senior Colleagues-Capital Raising Ability versus Active Investment Skill (2021) (0)
Market Liquidity: Introduction and Overview of the Book (2012) (0)
Carbon Pricing (2023) (0)
Lecture Notes on Liquidity and Asset Pricing by Lasse Heje Pedersen (2005) (0)
Yale School of Management, AQR Capital Management, and NBER (2022) (0)
1 Leverage Aversion and Risk Parity (2011) (0)
P1-475: High potent Aβ1-42 oligomers involved in toxicity of BV2 microglial cells and primary microglia (2008) (0)
Auctions with Endogenous Selling (2006) (0)
NBER WORKING PAPER SERIES IS THERE A REPLICATION CRISIS IN FINANCE? (2021) (0)
Chapter 14. Fixed-Income Arbitrage (2015) (0)
Chapter 4. Portfolio Construction and Risk Management (2015) (0)
P2-371: Characterization of cell-permeable BACE-1 inhibitors in primary neurons and mice (2008) (0)
How to Calculate Systemic Risk Surcharges Viral (2011) (0)
Global Macro Investing (2015) (0)
Tau Antibody Structure Reveals a Molecular Switch Defining a Pathological Conformation of the Tau Protein (2018) (0)
Market Liquidity: Slow Moving Capital (2012) (0)
AQR Capital Management, Yale School of Management, and NBER (2020) (0)
The immunological synapse. (2003) (0)
Chapter 7. Discretionary Equity Investing (2015) (0)
Event-Driven Investments (2015) (0)
T cell responses affected by aminopeptidase N (CD13)-mediated trimming of major histocompatibility complex class II-bound peptides [published erratum appears in J Exp Med 1996 Nov 1;184(5):2073] (1996) (0)
Chapter 3. Finding and Backtesting Strategies: Profiting in Efficiently Inefficient Markets (2015) (0)
Hedge Fund Returns : A Study of Convertible Arbitrage (2013) (0)
Big Data Asset Pricing Lecture 2: A Primer on Empirical Asset Pricing (Presentation Slides) (2022) (0)
P2-040 Characterisation of cell-permeable BACE-1 inhibitors in new assays using primary neurons and transgenic mice (2006) (0)
by Tumor-Targeted IL-2 Shift from Systemic to Site-Specific Memory (2013) (0)
Autoimmune antibody decline in Parkinson’s disease and Multiple System Atrophy; a step towards immunotherapeutic strategies (2017) (0)
Market Liquidity: Introduction and Overview (2012) (0)
P1-082: Inhibition of Bace and Abeta1-40 production in PgP knockout mice (2008) (0)
Big Data Asset Pricing 5: Machine Learning in Asset Pricing (2022) (0)
How to Succeed in Academia or Have Fun Trying (2021) (0)
Ralph S. J. Koijen (2019) (0)
Chapter 15. Convertible Bond Arbitrage (2015) (0)
Big Data Asset Pricing Lecture 1: A Primer on Asset Pricing (Presentation Slides) (2022) (0)
Edinburgh Research Explorer Asset pricing with downside liquidity risks (2015) (0)
Search-and-Matching Financial MarketS (2007) (0)
Chapter 2. Evaluating Trading Strategies: Performance Measures (2015) (0)
Can Idiosyncratic Cash Flow Shocks Explain Asset Pricing Anomalies?∗ (2013) (0)
Discretionary Equity Investing (2015) (0)
Chapter 16. Event-Driven Investments (2015) (0)
NBER WORKING PAPER SERIES COMPETING ON SPEED (2011) (0)
Sell-order liquidity and the cross-section of expected stock returns (2019) (0)
Managed Futures:: Trend-Following Investing (2015) (0)
Chapter 8. Dedicated Short Bias (2015) (0)
Chapter 6. Introduction to Equity Valuation and Investing (2015) (0)
Repeated Auctions with Endogenous Selling ∗ Nicolae Gârleanu (1999) (0)
TRADING ON FORECASTED MACROECONOMIC INFORMATION An Analysis of the S&P500’s Overnight Reaction to Unemployment Rate Surprise and an Analysis of the Forecasting Power of Gallup’s Unemployment Rate Estimates BY (2011) (0)
Big Data Asset Pricing: Exercises (2022) (0)
Market Liquidity: Market Liquidity and Funding Liquidity (2012) (0)

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