First Erasmus Liquidity Conference (2008)

First Erasmus Liquidity Conference (2008)

Papers

  • Why Has Trading Volume Increased? 
  • Time-varying price discovery in fragmented markets
  • Liquidity and liquidity risk premia in the CDS market
  • Are Market Makers Liquidity Suppliers?
  • Dynamic Liquidity Preferences of Mutual Funds
  • Commonality in Returns, Liquidity, and Turnover Around the World
  • Stock Market Declines and Liquidity
  • The Diminishing Liquidity Premium


 The full conference programme can be downloaded