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