Lasse Heje Pedersen
1 paper in the Anchorcite directory, published in 2008, cited 5,086 times in total.
ORCID profileResearch topics
- Banking stability, regulation, efficiency · 1 paper
- Financial Markets and Investment Strategies · 1 paper
- Economic theories and models · 1 paper
Frequent co-authors
- Markus Konrad Brunnermeier · 1 paper
Papers
- Market Liquidity and Funding LiquidityReview of Financial Studies · 2008 · 5,086 citations
We provide a model that links an asset's market liquidity (i.e., the ease with which it is traded) and traders' funding liquidity (i.e., the ease with which they can obtain funding). Traders provide market liquidity, and their ability to do…
Metadata from OpenAlex (CC0).