Discussion paper DP7392 Dynamic Trading with Predictable Returns and Transaction Costs Lasse Heje Pedersen Nicolae Bogdan Garleanu 2 Aug 2009 Financial Economics G11 G12
Discussion paper DP6179 Market Liquidity and Funding Liquidity Markus Brunnermeier Lasse Heje Pedersen 16 Mar 2007 Financial Economics International Macroeconomics G1 G2
Discussion paper DP6117 Slow Moving Capital Lasse Heje Pedersen Mark Mitchell Todd Pulvino 14 Feb 2007 Financial Economics G1 G12 G14
Discussion paper DP5491 Valuation in Over-the-Counter Markets Darrell Duffie Lasse Heje Pedersen Nicolae Bogdan Garleanu 20 Feb 2006 Financial Economics G12
Discussion paper DP5420 Demand-Based Option Pricing Lasse Heje Pedersen Nicolae Bogdan Garleanu 16 Dec 2005 Financial Economics G0 G12 G13 G14 G2
Discussion paper DP4718 Asset Pricing with Liquidity Risk Viral Acharya Lasse Heje Pedersen 23 Oct 2004 Financial Economics G00 G10 G12
Discussion paper DP4639 Predatory Trading Markus Brunnermeier Lasse Heje Pedersen 23 Sep 2004 Financial Economics G10 G12 G23 G24
Discussion paper DP3749 Asset Pricing with Liquidity Risk Viral Acharya Lasse Heje Pedersen 23 Feb 2003 Financial Economics D50 G11 G12 G30