I am about to start my PhD dissertation, I am wondering if anybody would help out with a current research area within liquidity risk. I am interested in looking into a current problem . I will greatly appreciate your assistance.Thanks a lot

QuoteOriginally posted by: LestatI am about to start my PhD dissertation, I am wondering if anybody would help out with a current research area within liquidity risk. I am interested in looking into a current problem . I will greatly appreciate your assistance.Thanks a lotIt might be interesting though i did not read something. To start research it might make sense check wiki. They have some references. It seems that first one need to formalize the random system that quantifies LR. For example it can be a functional over a 2-dimensional diffusion. 1st component is number of trades over a day while the 2nd component bid-ask spread. External 'forces' for equity could be correspondent functional on an index.

QuoteOriginally posted by: LestatI am about to start my PhD dissertation, I am wondering if anybody would help out with a current research area within liquidity risk. I am interested in looking into a current problem . I will greatly appreciate your assistance.Thanks a lotI could help you, but at first you have to state the problem you are interested in, then your intented approach.