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Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.

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Erasmus Liquidity Conference

Start date

End date

July 6, 2017 July 7, 2017


Rotterdam, The Netherlands [Map it]


For the eighth 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.


Dion Bongaerts (Conference Chair)
Sarah Draus
Elvira Sojli
Wing Wah Tham
Michel van der Wel


Joel Hasbrouck (NYU Stern)
Albert J. Menkveld (VU Amsterdam)

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 liquidity
  • 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 micro-structure
  • high-frequency trading
  • alternative trading venues
  • clearing and CCPs

Interested authors should submit their papers in pdf format to liquidity@rsm.nl
Submission deadline: April 17, 2017