% PUBLISHED AND FORTHCOMING PAPERS (MOST RECENT FIRST) %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

@article{Moskowitz_Ooi_Pedersen2012,
  title={Time Series Momentum},
  author={Moskowitz, Tobias J. and Yao Hua Ooi and Lasse Heje Pedersen},
  journal={Journal of Financial Economics, forthcoming},
  year={2012}
}

@article{Asness_Frazzini_Pedersen2012,
  title={Leverage Aversion and Risk Parity},
  author={Asness, Clifford and Frazzini, Andrea and Lasse Heje Pedersen},
  journal={Financial Analysts Journal, forthcoming},
  year={2012}
}

@article{Garleanu_Pedersen2011,
  title={{Margin-Based Asset Pricing and Deviations from the Law of One Price}},
  author={Nicolae G\^arleanu and Lasse Heje Pedersen},
  journal={Review of Financial Studies},
  year={2011},
  volume={24},
  pages={1980-2022}
}

@article{Ashcraft_Garleanu_Pedersen2010,
  title={Two Monetary Tools: Interest Rates and Haircuts},
  author={Adam Ashcraft and Nicolae G\^arleanu and Lasse Heje Pedersen},
  journal={NBER Macroeconomics Annual},
  year={2010},
  volume={25},
  pages={143-180}
}

@article{Longstaff_Pan_Pedersen_Singleton2010,
  title={{How Sovereign is Sovereign Credit Risk?}},
  author={Longstaff, Francis A. and Pan, Jun and Pedersen, Lasse H. and Singleton, Kenneth J.},
  journal={American Economic Journal: Macroeconomics},
  year={2010},
  volume={3},
  pages={75-103}
}

@article{Pedersen2009,
  title={{When Everyone Runs for the Exit}},
  author={Pedersen, Lasse H.},
  journal={The International Journal of Central Banking},
  year={2009},
  volume={5},
  pages={177-199}
}

@article{Brunnermeier_Pedersen2009,
  title={{Market Liquidity and Funding Liquidity}},
  author={Brunnermeier, Markus .K. and Pedersen, Lasse H.},
  journal={Review of Financial Studies},
  year={2009},
  volume={22},
  pages={2201--2238}
}

@article{Garleanu_Pedersen_Poteshman2009,
  title={{Demand-Based Option Pricing}},
  author={G\^arleanu, Nicolae and Pedersen, Lasse H. and Poteshman, Allen M.},
  journal={Review of Financial Studies},
  year={2009},
  volume={22},
  pages={4259-4299}
}

@article{Brunnermeier_Nagel_Pedersen2008,
  title={{Carry Trades and Currency Crashes}},
  author={Brunnermeier, Markus K. and Nagel, Stefan and Pedersen, Lasse H. },
  journal={NBER Macroeconomics Annual},
  year={2008},
  volume={23},
  pages={313--348}
}

@article{Mitchell_Pedersen_Pulvino2007,
  title={{Slow Moving Capital}},
  author={Mitchell, Mark and Pedersen, Lasse H. and Pulvino, Todd},
  journal={American Economic Review},
  volume={97},
  number={2},
  pages={215--220},
  year={2007}
}

@article{Garleanu_Pedersen2007,
  title={{Liquidity and Risk Management}},
  author={G\^arleanu, Nicolae and Pedersen, Lasse H.},
  journal={American Economic Review},
  volume={97},
  number={2},
  pages={193--197},
  year={2007}
}

@article{Duffie_Garleanu_Pedersen2007,
  title={{Valuation in Over-the-Counter Markets}},
  author={Duffie, Darrell and G\^arleanu, Nicolae and Pedersen, Lasse H.},
  journal={Review of Financial Studies},
  volume={20},
  number={6},
  pages={1865--1900},
  year={2007}
}

@article{Amihud_Mendelson_Pedersen2005,
  title={{Liquidity and Asset Prices}},
  author={Amihud, Yakov and Mendelson, Haim and Pedersen, Lasse H.},
  journal={Foundation and Trends in Finance},
  volume={1},
  pages={269--364},
  year={2005}
}

@article{Acharya_Pedersen2005,
  title={{Asset Pricing with Liquidity Risk}},
  author={Acharya, Viral V. and Pedersen, Lasse H.},
  journal={Journal of Financial Economics},
  volume={77},
  number={2},
  pages={375--410},
  year={2005}
}

@article{Brunnermeier_Pedersen2005,
  title={{Predatory Trading}},
  author={Brunnermeier, Markus K. and Pedersen, Lasse H.},
  journal={Journal of Finance},
  volume={60},
  pages={1825--1863},
  year={2005}
}

@article{Duffie_Garleanu_Pedersen2005,
  title={{Over-the-Counter Markets}},
  author={Duffie, Darrell and G\^arleanu, Nicolae and Pedersen, Lasse H.},
  journal={Econometrica},
  volume={73},
  pages={1815--1847},
  year={2005}
}

@article{Garleanu_Pedersen2004,
  title={{Adverse Selection and the Required Return}},
  author={Garleanu, Nicolae and Pedersen, Lasse H.},
  journal={Review of Financial Studies},
  volume={17},
  number={3},
  pages={643--665},
  year={2004}
}

@article{Duffie_Pedersen_Singleton2003,
  title={{Modeling Sovereign Yield Spreads: A Case Study of Russian Debt}},
  author={Duffie, Darrell and Pedersen, Lasse H. and Singleton, Kenneth J.},
  journal={Journal of Finance},
  volume={58},
  pages={119--159},
  year={2003}
}

@article{Duffie_Garleanu_Pedersen2002,
  title={{Securities Lending, Shorting, and Pricing}},
  author={Duffie, Darrell and G\^arleanu, Nicolae and Pedersen, Lasse H.},
  journal={Journal of Financial Economics},
  volume={66},
  number={2-3},
  pages={307--339},
  year={2002}
}


@incollection{Acharya_Pedersen_Philippon_Richardson2009,
  title={{Regulating Systemic Risk}},
  author={Acharya, Viral and Pedersen, Lasse H. and Philippon, Thomas and Richardson, Matthew},
  booktitle={Restoring Financial Stability: How to Repair a Failed System},
  editor={Acharya, Viral and Richardson, Matthew},
  chapter={13},
  pages={283--304},
  year={2009},
  publisher={Wiley}
}

@incollection{Brown_Kacperczyk_Ljungqvist_Lynch_Pedersen_Richardson2009,
  title={{Hedge Funds in the Aftermath of the Financial Crisis}},
  author={Stephen Brown and Marcin Kacperczyk and Alexander Ljungqvist and Anthony Lynch and Lasse Heje Pedersen and Matthew Richardson},
  booktitle={Restoring Financial Stability: How to Repair a Failed System},
  editor={Acharya, Viral and Richardson, Matthew},
  chapter={6},
  pages={157--178},
  year={2009},
  publisher={Wiley}
}

% WORKING PAPERS %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

@article{Koijen_Moskowitz_Pedersen_Vrugt2011,
  title={Carry},
  author={Ralph S.J. Koijen and Tobias J. Moskowitz and Lasse Heje Pedersen and Evert B. Vrugt},
  journal={University of Chicago, working paper},
  year={2011}
}

@article{Acharya_Pedersen_Philippon_Richardson2010,
  title={Measuring Systemic Risk},
  author={Acharya, V. and Pedersen, L.H. and Philippon, T. and Richardson, M.},
  journal={New York University, working paper},
  year={2010}
}

@article{Geanakoplos_Pedersen2011,
  title={Monitoring Leverage},
  author={Geanakoplos, John and Lasse Heje Pedersen},
  journal={Yale University and New York University, working paper},
  year={2011}
}

@article{Frazzini_Pedersen2011,
  title={Embedded Leverage},
  author={Frazzini, Andrea and Lasse Heje Pedersen},
  journal={AQR Capital Management and New York University},
  year={2011}
}

@article{Frazzini_Pedersen2010,
  title={Betting Against Beta},
  author={Frazzini, Andrea and Lasse Heje Pedersen},
  journal={AQR Capital Management and New York University},
  year={2010}
}

@article{Garleanu_Pedersen2008,
  title={{Dynamic Trading with Predictable Returns and Transaction Costs}},
  author={G\^arleanu, Nicolae and Pedersen, Lasse H.},
  journal={Berkeley and NYU, working paper},
  year={2008}
}

@article{Asness_Moskowitz_Pedersen2010,
  title={{Value and Momentum Everywhere}},
  author={Asness, Cliff .S. and Moskowitz, Tobias and Pedersen, Lasse H.},
  journal={AQR, Chicago, and NYU, working paper},
  year={2010}
}

@article{Nashikkar_Pedersen2007,
  title={{Corporate bond specialness}},
  author={Nashikkar, Amrut J. and Pedersen, Lasse H.},
  journal={NYU, working paper},
  year={2007}
}

@article{Garleanu_Pedersen2000,
  title={{Auctions with Endogenous Selling}},
  author={G\^arleanu, Nicolae and Pedersen, Lasse H.},
  journal={Berkeley, working paper},
  year={2000}
}

% CITATIONS %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

%\cite{Moskowitz_Ooi_Pedersen2012}
%\cite{Asness_Frazzini_Pedersen2012}
%\cite{Garleanu_Pedersen2011}
%\cite{Ashcraft_Garleanu_Pedersen2010}
%\cite{Longstaff_Pan_Pedersen_Singleton2010}
%\cite{Pedersen2009}
%\cite{Brunnermeier_Pedersen2009}
%\cite{Garleanu_Pedersen_Poteshman2009}
%\cite{Brunnermeier_Nagel_Pedersen2008}
%\cite{Mitchell_Pedersen_Pulvino2007}
%\cite{Garleanu_Pedersen2007}
%\cite{Duffie_Garleanu_Pedersen2007}
%\cite{Amihud_Mendelson_Pedersen2005}
%\cite{Acharya_Pedersen2005}
%\cite{Brunnermeier_Pedersen2005}
%\cite{Duffie_Garleanu_Pedersen2005}
%\cite{Garleanu_Pedersen2004}
%\cite{Duffie_Pedersen_Singleton2003}
%\cite{Duffie_Garleanu_Pedersen2002}
%
%\cite{Acharya_Pedersen_Philippon_Richardson2009}
%\cite{Brown_Kacperczyk_Ljungqvist_Lynch_Pedersen_Richardson2009}
%
%\cite{Frazzini_Pedersen2011}
%\cite{Frazzini_Pedersen2010}
%\cite{Geanakoplos_Pedersen2011}
%\cite{Koijen_Moskowitz_Pedersen_Vrugt2011}
%\cite{Acharya_Pedersen_Philippon_Richardson2010}
%\cite{Garleanu_Pedersen2008}
%\cite{Asness_Moskowitz_Pedersen2010}
%\cite{Nashikkar_Pedersen2007}
%\cite{Garleanu_Pedersen2000}