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

SPONSORS: