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Session 63 - Liquidity

Saturday, August 24, 10:30 - 12:00, Room F

Chairperson: Patrik Sandås (University of Pennsylvania)
Presentations
Model Uncertainty and Liquidity

Stanley E. Zin (Carnegie Mellon University)
Bryan Routledge (Carnegie Mellon University)
 Discussant: Jianping Mei (New York University)
The Price of Future Liquidity: Time-varying Liquidity in the U.S. Treasury Market

Bernd Hanke (London Business School)
David Goldreich (London Business School)
Purnendu Nath (London Business School)
 Discussant: John Merrick (Baruch College)
An Empirical Analysis of Stock and Bond Market Liquidity

Asani Sarkar (Federal Reserve Bank of New York)
Tarun Chordia (Emory University)
Avanidhar Subrahmanyam (University of California - Los Angeles)
 Discussant: Bryan Routledge (Carnegie Mellon University)
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