Academic Sessions


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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