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Details about Bing Liang

Workplace:Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University, (more information at EDIRC)

Access statistics for papers by Bing Liang.

Last updated 2014-12-05. Update your information in the RePEc Author Service.

Short-id: pli948


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Working Papers

2014

  1. Hedge fund holdings and stock market efficiency
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads

2009

  1. Fees on Fees in Funds of Funds
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (3)
    Also in Yale School of Management Working Papers, Yale School of Management (2004) Downloads View citations (33)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (4)
  2. Trust and Delegation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of Financial Economics (2012)

Journal Articles

2013

  1. Can hedge funds time market liquidity?
    Journal of Financial Economics, 2013, 109, (2), 493-516 Downloads View citations (87)

2012

  1. Trust and delegation
    Journal of Financial Economics, 2012, 103, (2), 221-234 Downloads View citations (28)
    See also Working Paper (2009)

2010

  1. Predicting Hedge Fund Failure: A Comparison of Risk Measures
    Journal of Financial and Quantitative Analysis, 2010, 45, (1), 199-222 Downloads View citations (39)

2008

  1. Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration
    Journal of Finance, 2008, 63, (6), 2785-2815 Downloads View citations (65)

2007

  1. Do Market Timing Hedge Funds Time the Market?
    Journal of Financial and Quantitative Analysis, 2007, 42, (4), 827-856 Downloads View citations (89)
  2. Risk Measures for Hedge Funds: a Cross‐sectional Approach
    European Financial Management, 2007, 13, (2), 333-370 Downloads View citations (41)
  3. Value at risk and the cross-section of hedge fund returns
    Journal of Banking & Finance, 2007, 31, (4), 1135-1166 Downloads View citations (39)

2005

  1. Do hedge funds have enough capital? A value-at-risk approach
    Journal of Financial Economics, 2005, 77, (1), 219-253 Downloads View citations (41)

2000

  1. Hedge Funds: The Living and the Dead
    Journal of Financial and Quantitative Analysis, 2000, 35, (3), 309-326 Downloads View citations (165)
  2. PORTFOLIO FORMATION, MEASUREMENT ERRORS, AND BETA SHIFTS: A RANDOM SAMPLING APPROACH
    Journal of Financial Research, 2000, 23, (3), 261-284 Downloads View citations (4)

1999

  1. Price Pressure: Evidence from the "Dartboard" Column
    The Journal of Business, 1999, 72, (1), 119-34 Downloads View citations (24)

Chapters

 
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