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The Financial Research Centre, Department of Finance, Corvinus Business School, Corvinus University of Budapest and the Game Theory Research Group, Centre for Economic and Regional Studies, Hungarian Academy of Sciences have organized the

6th Annual Financial Market Liquidity Conference
Budapest, Hungary

19th-20th November, 2015

Conference proceedings - downloadable here.

Building on the successes of the previous conferences since 2010, we had the pleasure to organize for the sixth year in a row an event related to financial market liquidity. The conference was held at Corvinus University of Budapest.

The aim of the conference is to bring together academics and practitioners to discuss state-of-the-art results in the field of financial market liquidity. These topics include:
- Market Liquidity and Funding Liquidity;
- Liquidity Aspects of Systemic Risk;
- Game Theoretic Aspects of Liquidity and Financial Risk;
- Global Liquidity (both Public and Private) and Regulations;
- Leverage and Macroeconomic Determinants;
- Market Microstructure with Emphasis on Liquidity;
- Asset Pricing and Management with Illiquid Assets;
- Illiquid Alternative Investments and Asset Innovations.

Keynote speaker:
  * Lasse H. Pedersen (Copenhagen Business School and NYU Stern School of Business)

Confirmed invited speakers:
  * Jonathan A. Batten (Monash University)
  * P. Jean-Jacques Herings (Maastricht University)
  * Sviatoslav Rosov (CFA Institute)
  * Michael Sternberg (Morgan Stanley)
  * Vera Száz (MOL Group)
  * Balázs Székely (MSCI)
  * Niklas Wagner (Passau University)
  * Adam Zawadowski (Boston University and Central European University)

All speakers

Conference program

Scientific commitee:
  * Péter Csóka (Corvinus University of Budapest and MTA KRTK, Hungarian Academy of Sciences)
  * Zsuzsa R. Huszár (National University of Singapore)
  * László Á. Kóczy (Óbuda University and MTA KRTK, Hungarian Academy of Sciences)
  * Imre Kondor (Corvinus University of Budapest)
  * Niklas Wagner (Passau University)

Follow the conference on facebook.

Special Issue in Studies in Economics and Finance


Department of Finance
Instutitute of Finance, Accounting and Business Law
Corvinus University of Budapest

Game Theory Research Group
Centre for Economic and Regional Studies

Hungarian Academy of Sciences


Gold sponsors

Foundation of the Department of Finance
(Befektetések és Vállalati Pénzügy Tanszék Alapítványa)

CFA Society of Hungary

Foundation of Pallas Athéné Domus Scientiae
(Pallas Athéné Domus Scientiae Alapítvány)

Silver sponsors


ISC Foundation
(ISC Alapítvány)

Morgan Stanley


Institute for Training and Consulting in Banking
(Nemzetközi Bankárképző Központ)

European Federation of Financial Analysts Societies

The conference is organized in the framework of the "Celebration of Hungarian Science 2015" event series.

Last modified: 2018.11.30.