Ninth Erasmus Liquidity Conference (2019)

Ninth Erasmus Liquidity Conference (2019)

NINTH ERASMUS LIQUIDITY CONFERENCE

May 14-15, 2019
Erasmus University
Rotterdam, the Netherlands

KEYNOTE SPEAKER

Darrell Duffie (Stanford)                                                                                         

ORGANIZING COMMITTEE:

Dion Bongaerts (Conference Chair)
Mathijs van Dijk
Elvira Sojli
Wing Wah Tham
Michel van der Wel

OVERVIEW
For the ninth 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 liquidit
  • 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 microstructure
  • high-frequency trading
  • alternative trading venues
  • clearing and CCPs

PROGRAMME
The final programme including the papers for the conference can be downloaded here.

REGISTRATION
The registration deadline for the Ninth Erasmus Liquidity Conference has been closed. For more information you can send an e-mail to liquidity@rsm.nl.