# Society for Financial Econometrics Hosts Conference on Measuring & Understanding Asset Price Changes

Academics and practitioners in the field of financial econometrics from around the world gathered in the Netherlands for a conference on "Measuring and Understanding Asset Price Changes: The Price of Liquidity, and the Liquidity of Price." Co-hosted by The Society for Financial Econometrics (SoFiE), which is housed within the NYU Stern [Volatility Institute](/experience-stern/about/departments-centers-initiatives/centers-of-research/volatility-institute), and the Tinbergen University in Amsterdam, the event featured keynote speakers Thierry Foucault, HEC, Paris; Pete Kyle, University of Maryland; and Ricardo Lagos, NYU. Nobel Laureate Professor [Robert Engle](http://w4.stern.nyu.edu/faculty/bio/robert-engle)’s co-authored research on “Liquidity and Volatility in the US Treasury Market: Evidence from a New Class of Dynamic Order Book Models?” was also presented.

![Society for Financial Econometrics Hosts Conference body image](/sites/default/files/assets/images/con_036524.jpg)

Research Center Events

— 3/27/2012

![](/sites/default/files/styles/480w/public/assets/images/con_036525.jpg?itok=km0GSRnB)## Read More

- Learn more about [SoFiE](http://sofie.stern.nyu.edu/)
- [Fifth Annual SoFiE Conference on June 20-22, 2012](http://sofie.oxford-man.ox.ac.uk/register)
- Learn more about Stern’s [Volatility Institute](/experience-stern/about/departments-centers-initiatives/centers-of-research/volatility-institute)