CORE-ILSM Doctoral Intensive Course: 5th CEMS PhD Course on "Market Liquidity"
Liquidity has a key role in Financial Markets and has centered attention from various fields in science of Finance. Accountants, Risk Managers, Quant Analysts, Asset Managers have to deal with liquidity issues in their work. This Ph.D. course offers a good opportunity to participants to be exposed to the role of the liquidity in financial markets. Professor Pagano and Professor Foucault will offer an introduction to the structure of the market, its trading mechanisms and the price dynamics. The effect of the liquidity to asset pricing and to corporate finance will be discussed. Moreover, the course will make use of analytical tools in order to explain puzzling phenomena in securities markets i.e. why liquidity changes over time, why we see concentration of securities trading, why some traders willingly disclose their intended trades while others hide them, and why we observe temporary deviations from arbitrage prices.
|Event dates:||2015-06-10 – 2015-06-12|
|Organizers:||Center for Studies in Asset Management (CESAM) National Bank of Belgium (NBB) Center for Operations Research and Econometrics (CORE) and the finance department of the KU Leuven|
|Conference venue:||Brussels, National Bank of Belgium|
|Classification:||G1 - General Financial Markets ; G3 - Corporate Finance and Governance|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|