Eighth Erasmus Liquidity Conference (2017)
Eighth Erasmus Liquidity Conference (2017)
EIGHTH ERASMUS LIQUIDITY CONFERENCE
July 6 - 7, 2017
Erasmus University
Rotterdam, The Netherlands
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
OVERVIEW:
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
PROGRAMME:
The final programme including the conference papers for the Eighth Erasmus Liquidity Conference can be downloaded.
REGISTRATION:
The registration deadline for the Eighth Erasmus Liquidity Conference has been closed. For more information you can send an e-mail to liquidity@rsm.nl
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