Seventh Erasmus Liquidity Conference (2015)

Seventh Erasmus Liquidity Conference (2015)


June 24-25, 2015

Erasmus University
Rotterdam, the Netherlands


Thierry Foucault (HEC Paris)
Lasse Heje Pedersen (NYU Stern and Copenhagen Business School)


Dion Bongaerts
Elvira Sojli
Dick van Dijk
Mathijs van Dijk

For the seventh time, the Econometric Institute and Rotterdam School of Management, Erasmus University (RSM) 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. We will cover accommodation expenses and a limited budget is available to cover travel costs for speakers and discussants for the main conference. All current doctoral students are also invited to submit papers and limited funds will be available to cover their travel expenses.

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 microstructure
- high-frequency trading
- alternative trading venues


The final programme including the conference papers for the Seventh Erasmus Liquidity Conference can be downloaded here


The registration deadline for the Seventh Erasmus Liquidity Conference has been closed. For more information you can send an e-mail to