Second Erasmus Liquidity Conference (2009)

Second Erasmus Liquidity Conference (2009)


  • Avanidhar Subrahmanyam, UCLA (keynote speaker)
  • David A. Lesmond, Tulane University
  • Paolo Pasquariello, University of Michigan

Conference Organizers

  • Dick van Dijk, Econometric Institute, Erasmus University
  • Mathijs A. van Dijk, Rotterdam School of Management, Erasmus University
  • Marno Verbeek, Rotterdam School of Management, Erasmus University


For the second year in succession, Erasmus University organizes 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. A limited budget is available to cover travel and accommodation expenses of speakers and discussants.


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, e.g. the current credit crisis
  • market liquidity and funding liquidity
  • flight to liquidity
  • liquidity in international credit, equity, and derivative markets
  • dynamics of liquidity
  • liquidity and trading activity
  • market microstructure and liquidity
  • liquidity and asset pricing
  • measuring liquidity

The full conference programme can be downloaded.