Seventh Erasmus Liquidity Conference (2015)

Seventh Erasmus Liquidity Conference (2015)

SEVENTH ERASMUS LIQUIDITY CONFERENCE

June 24-25, 2015

Erasmus University
Rotterdam, the Netherlands

KEYNOTE SPEAKERS

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

ORGANIZING COMMITTEE:

Dion Bongaerts
Elvira Sojli
Dick van Dijk
Mathijs van Dijk

OVERVIEW:
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.

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 microstructure
- high-frequency trading
- alternative trading venues

PROGRAMME:

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

REGISTRATION:

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

SPONSORS: