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Bing Liang

Personal Details

First Name:Bing
Middle Name:
Last Name:Liang
Suffix:
RePEc Short-ID:pli948
[This author has chosen not to make the email address public]

Affiliation

Shanghai Advanced Institute of Finance (SAIF)
Shanghai Jiao Tong University

Shanghai, China
http://www.saif.sjtu.edu.cn/

:


RePEc:edi:ifsjtcn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cao, Charles & Liang, Bing & Lo, Andrew W. & Petrasek, Lubomir, 2014. "Hedge fund holdings and stock market efficiency," Finance and Economics Discussion Series 2014-36, Board of Governors of the Federal Reserve System (U.S.).
  2. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2009. "Trust and Delegation," Yale School of Management Working Papers amz2545, Yale School of Management, revised 13 Nov 2009.
  3. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008. "Estimating Operational Risk for Hedge Funds: The ?-Score," Yale School of Management Working Papers amz2559, Yale School of Management, revised 11 Sep 2009.
  4. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2006. "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Yale School of Management Working Papers amz2472, Yale School of Management, revised 11 Sep 2009.
  5. Stephen J. Brown & William N. Goetzmann & Bing Liang, 2004. "Fees on Fees in Funds of Funds," Yale School of Management Working Papers ysm18, Yale School of Management.

Articles

  1. Cao, Charles & Chen, Yong & Liang, Bing & Lo, Andrew W., 2013. "Can hedge funds time market liquidity?," Journal of Financial Economics, Elsevier, vol. 109(2), pages 493-516.
  2. Brown, Stephen & Goetzmann, William & Liang, Bing & Schwarz, Christopher, 2012. "Trust and delegation," Journal of Financial Economics, Elsevier, vol. 103(2), pages 221-234.
  3. Liang, Bing & Park, Hyuna, 2010. "Predicting Hedge Fund Failure: A Comparison of Risk Measures," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(01), pages 199-222, February.
  4. Stephen Brown & William Goetzmann & Bing Liang & Christopher Schwarz, 2008. "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration," Journal of Finance, American Finance Association, vol. 63(6), pages 2785-2815, December.
  5. Bali, Turan G. & Gokcan, Suleyman & Liang, Bing, 2007. "Value at risk and the cross-section of hedge fund returns," Journal of Banking & Finance, Elsevier, vol. 31(4), pages 1135-1166, April.
  6. Bing Liang & Hyuna Park, 2007. "Risk Measures for Hedge Funds: a Cross-sectional Approach," European Financial Management, European Financial Management Association, vol. 13(2), pages 333-370.
  7. Chen, Yong & Liang, Bing, 2007. "Do Market Timing Hedge Funds Time the Market?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(04), pages 827-856, December.
  8. Gupta, Anurag & Liang, Bing, 2005. "Do hedge funds have enough capital? A value-at-risk approach," Journal of Financial Economics, Elsevier, vol. 77(1), pages 219-253, July.
  9. Liang, Bing, 2000. "Hedge Funds: The Living and the Dead," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(03), pages 309-326, September.
  10. Bing Liang, 2000. "Portfolio Formation, Measurement Errors, And Beta Shifts: A Random Sampling Approach," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(3), pages 261-284, September.
  11. Liang, Bing, 1999. "Price Pressure: Evidence from the "Dartboard" Column," The Journal of Business, University of Chicago Press, vol. 72(1), pages 119-134, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (2) 2003-02-03 2004-03-22
  2. NEP-RMG: Risk Management (2) 2003-02-03 2004-03-22
  3. NEP-DEV: Development (1) 2004-03-22
  4. NEP-FIN: Finance (1) 2004-03-22
  5. NEP-FMK: Financial Markets (1) 2014-06-22

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