Conference Program
Click here for a printer friendly (PDF) version
Keynote Speakers
Joel Hasbrouck (NYU Stern)
Albert J. Menkveld (VU Amsterdam)
Organizing Committee
Dion Bongaerts (Conference Chair)
Sarah Draus
Elvira Sojli
Wing Wah Tham
Michel van der Wel
Ooverview
For the eighth time, the Econometric Institute and the Rotterdam School of Management (RSM) at Erasmus University jointly organize a conference with the objective of promoting research on market liquidity, and bringing together leading academics in the field. The conference will host a limited number of paper presentations with designated discussants and ample opportunity for discussion and interaction. There is a limited budget to cover accommodation expenses and/or travel costs for speakers and discussants.
Topics
We solicit submission of theoretical and empirical papers on all aspects of market liquidity. Topics relevant to the conference include, but are not limited to, the following:
- role of liquidity in financial crises
- market liquidity and funding liquidity
- the real effects of market liquidity
- flight to liquidity
- liquidity in international equity, credit, and derivative markets
- liquidity spill-overs
- dynamics of liquidity
- liquidity and asset pricing
- liquidity and market efficiency
- market micro-structure
- high-frequency trading
- alternative trading venues
- clearing and CCPs
Registration
To register for the conference you can send an e-mail to liquidity@rsm.nl with your name and affiliation. The registration deadline is Friday June 30.
SPONSORS:
