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Financial markets / United States housing bubble / Mathematical finance / Financial risk / Capital asset pricing model / Liquidity risk / Liquidity crisis / Late-2000s financial crisis / Margin / Financial economics / Economics / Finance


Margin-based Asset Pricing and Deviations from the Law of One Price Nicolae Gˆarleanu University of California Lasse Heje Pedersen New York University
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Document Date: 2011-09-14 08:14:25

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Oxford University Press / AQR Capital Management / /

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Facility

One Price Nicolae Gˆarleanu University of California Lasse Heje Pedersen New York University In / NBER Asset Pricing Summer Institute / University of California / McGill University / University of Chicago / Yale University / New York University / /

IndustryTerm

inter-bank market / risk-tolerant banks / bank / retail / over-the-counter search markets / bank funding / inter-bank interest rate / /

Organization

University of California / NBER Asset Pricing Summer Institute / New York University / Federal Reserve Bank of New York / University of Chicago / MIT / Harvard / UC Berkeley / US Federal Reserve / Society of Economic Dynamics / Northwestern University / London School of Economics / Haas School of Business / Federal Reserve Board / McGill University / Society for Financial Studies / Oxford University / Bank of Canada / Yale University / /

Person

Gale / Lustig Nieuwerburgh / Xavier Gabaix / Shin / Wei Xiong / Markus Brunnermeier / Adrian / Van Nieuwerburgh / Allen / Andrei Shleifer / Ai / Duke Fuqua / Opinion Survey / /

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Position

Author / driver / broker / rt / representative / max rt / Senior Loan Officer / /

ProvinceOrState

California / New York / /

PublishedMedium

The Review of Financial Studies / /

Technology

alpha / /

URL

www.stern.nyu.edu/∼lpederse / /

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