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 here.