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Erasmus Liquidity Conference

Start date

End date

July 6, 2017 July 7, 2017

Where

Rotterdam, The Netherlands [Map it]

Details

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.

ORGANIZING COMMITTEE:

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

KEYNOTE SPEAKERS:

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

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 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

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