Liquidity Conference

SIXTH ERASMUS LIQUIDITY CONFERENCE

August 26-27, 2013
Erasmus University
Rotterdam, The Netherlands

Organizing committee
Dion Bongaerts
Mark Van Achter 
Dick van Dijk
Mathijs van Dijk

Keynote speakers
Viral Acharya, New York University
Albert “Pete” Kyle, University of Maryland

Overview
For the sixth year in succession, the Econometric Institute, the Rotterdam School of Management, and the Erasmus Financial Markets Centre (EFMC) 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 hosts a limited number of paper presentations with designated discussants and ample opportunity for discussion and interaction. This year’s conference will again include a doctoral symposium. New is the Panel Discussion on High-Frequency Trading featuring prominent academics, investors, and regulators.

Download the Conference Program.

Previous conferences:

FIFTH ERASMUS LIQUIDITY CONFERENCE
July 5-6, 2012

Keynote speakers
Terrence Hendershott, University of California at Berkeley
Marco Pagano, University of Naples Federico II

Download the Conference Program (with links to papers).

FOURTH ERASMUS LIQUIDITY CONFERENCE
June 30 & July 1, 2011

Keynote speakers
Yakov Amihud, Stern School of Business (New York University)
Hank Bessembinder, David Eccles School of Business (University of Utah)

Download the Conference Program.
Download the Accepted Conference Papers.
Download the Accepted Doctoral Symposium Papers.

THIRD ERASMUS LIQUIDITY CONFERENCE
July 7-8, 2010

Invited speakers
Marti G. Subrahmanyam, NYU (keynote speaker)
Mark Seasholes, HKUST

Download the Conference Program.
Download the Accepted Conference Papers.
Download the Accepted Doctoral Symposium Papers.

SECOND ERASMUS LIQUIDITY CONFERENCE
June 26, 2009

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

Download the Conference Program.
Download the Accepted Papers.

FIRST ERASMUS LIQUIDITY CONFERENCE
June 27, 2008

Keynote speakers
Tarun Chordia, Emory University
Allaudeen Hameed, National University of Singapore
G. Andrew Karolyi, Ohio State University

Download the Conference Program.
Download the Accepted Papers.