The importance of being special: Repo markets during the crisis

Market Liquidity and Funding Liquidity

Markus K. Brunnermeier, Lasse Heje Pedersen · Review of Financial Studies · 2008 · 4.9K citations

Business, Economics, Finance +14

Securitized banking and the run on repo

Gary Gorton, Andrew Metrick · Journal of Financial Economics · 2011 · 1.7K citations

Law, Banking Law, Finance +8

A simple approach to quantile regression for panel data

Ivan A. Canay · Econometrics Journal · 2011 · 1.1K citations

Social Sciences, Economics, Econometrics +15

Securities lending, shorting, and pricing

Darrell Duffie, Nicolae Gârleanu, Lasse Heje Pedersen · Journal of Financial Economics · 2002 · 688 citations

Business, Economics, Finance +17

Margin-based Asset Pricing and Deviations from the Law of One Price

Nicolae Gârleanu, Lasse Heje Pedersen · Review of Financial Studies · 2011 · 680 citations

Business, Economics, Finance +17