bing liang : Citation Profile


Are you bing liang?

Shanghai Jiao Tong University

11

H index

12

i10 index

417

Citations

RESEARCH PRODUCTION:

12

Articles

8

Papers

RESEARCH ACTIVITY:

   15 years (1999 - 2014). See details.
   Cites by year: 27
   Journals where bing liang has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 9 (2.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli948
   Updated: 2018-12-15    RAS profile: 2014-12-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Lo, Andrew (2)

Cao, Charles (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with bing liang.

Is cited by:

Lo, Andrew (17)

Brown, Stephen (13)

Ruenzi, Stefan (13)

Hoerova, Marie (10)

Bussiere, Matthieu (10)

Klaus, Benjamin (10)

Billio, Monica (9)

Pelizzon, Loriana (9)

Ramadorai, Tarun (8)

Cumming, Douglas (6)

Patton, Andrew (6)

Cites to:

Brown, Stephen (12)

Lo, Andrew (7)

Goetzmann, William (7)

Ang, Andrew (4)

Fama, Eugene (4)

Stambaugh, Robert (3)

Brunnermeier, Markus (3)

Pedersen, Lasse (3)

Jorion, Philippe (2)

Dow, James (2)

Jagannathan, Ravi (2)

Main data


Where bing liang has published?


Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis3
Journal of Financial Economics3
Journal of Financial Research2

Working Papers Series with more than one paper published# docs
Yale School of Management Working Papers / Yale School of Management5

Recent works citing bing liang (2018 and 2017)


YearTitle of citing document
2018Is It Possible to OD on Alpha?. (2018). Liew, Jim Kyung-Soo ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1404.0746.

Full description at Econpapers || Download paper

2018Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds Alphas?. (2018). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1884.

Full description at Econpapers || Download paper

2018Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1887.

Full description at Econpapers || Download paper

2017Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors. (2017). Frömmel, Michael ; Mende, Alexander ; Frommel, Michael ; Elaut, Gert. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:427-450.

Full description at Econpapers || Download paper

2017Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs. (2017). Biakowski, Jdrzej ; Wei, Xiaopeng ; Dang, Huong Dieu. In: Working Papers in Economics. RePEc:cbt:econwp:17/17.

Full description at Econpapers || Download paper

2018The Effect of Investment Constraints on Hedge Fund Investor Returns. (2018). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12599.

Full description at Econpapers || Download paper

2018A study on performance of a liquid air energy storage system with packed bed units. (2018). Peng, Hao ; Ling, Xiang ; Yang, YU ; Shan, Xuekun. In: Applied Energy. RePEc:eee:appene:v:211:y:2018:i:c:p:126-135.

Full description at Econpapers || Download paper

2017Mispricing and trader positions in the S&P 500 index futures market. (2017). Lai, Ya-Wen ; Tang, Mei-Ling ; Lin, Chiou-Fa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:250-265.

Full description at Econpapers || Download paper

2018Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach. (2018). Kim, Soohun ; Skoulakis, Georgios . In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:159-188.

Full description at Econpapers || Download paper

2017Systemic risk and cross-sectional hedge fund returns. (2017). Hwang, In Chang ; Kim, Tong Suk ; In, Francis ; Xu, Simon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:109-130.

Full description at Econpapers || Download paper

2017The evolving beta-liquidity relationship of hedge funds. (2017). Stefanova, Denitsa ; Siegmann, Arjen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:286-303.

Full description at Econpapers || Download paper

2017Does mispricing, liquidity or third-party certification contribute to IPO downside risk?. (2017). Reber, Beat . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:25-53.

Full description at Econpapers || Download paper

2018Sentiment hedging: How hedge funds adjust their exposure to market sentiment. (2018). Zheng, Yao ; Zhang, Ruiyi ; Osmer, Eric. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:147-160.

Full description at Econpapers || Download paper

2018A strategic fund family business decision: The pension fund liquidation. (2018). Alda, Mercedes. In: Journal of Business Research. RePEc:eee:jbrese:v:91:y:2018:i:c:p:248-265.

Full description at Econpapers || Download paper

2017Tail risk in hedge funds: A unique view from portfolio holdings. (2017). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:610-636.

Full description at Econpapers || Download paper

2018The consequences of managerial indiscretions: Sex, lies, and firm value. (2018). Cline, Brandon N ; Yore, Adam S ; Walkling, Ralph A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:389-415.

Full description at Econpapers || Download paper

2018Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2018). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:417-434.

Full description at Econpapers || Download paper

2018Financial intermediation in private equity: How well do funds of funds perform?. (2018). Harris, Robert S ; Stucke, Ruediger ; Kaplan, Steven N ; Jenkinson, Tim. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:287-305.

Full description at Econpapers || Download paper

2018Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:48-73.

Full description at Econpapers || Download paper

2017Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Luo, JI ; Li, Baibing ; Tee, Kai-Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:47-62.

Full description at Econpapers || Download paper

2017Islamic or conventional mutual funds: Who has the upper hand? Evidence from Malaysia. (2017). Boo, Yee Ling ; Rashid, Mamunur ; Li, Bob ; Ee, Mong Shan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:183-192.

Full description at Econpapers || Download paper

2017Mutual fund managers timing abilities. (2017). Zhang, Yeqing ; Liao, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:80-96.

Full description at Econpapers || Download paper

2018Do Chinese mutual funds time the market?. (2018). Yi, LI ; Gan, Shunli ; Qin, Zilong ; He, Lei ; Liu, Zilan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:1-19.

Full description at Econpapers || Download paper

2017The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market. (2017). Shen, Dehua ; Liu, Lanbiao ; Zhang, Zuochao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:535-541.

Full description at Econpapers || Download paper

2017Different strokes by different folks: The dynamics of hedge fund systematic risk exposure and performance. (2017). Huang, Ying Sophie ; Kato, Isamu ; Chen, Carl R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:367-388.

Full description at Econpapers || Download paper

2017Hedge fund returns under crisis scenarios: A holistic approach. (2017). Degiannakis, Stavros ; Stoforos, Chrysostomos E ; Palaskas, Theodosios B. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1196-1207.

Full description at Econpapers || Download paper

2018The failure of hedge funds: An analysis of the impact of different risk classes. (2018). di Tommaso, Caterina ; Piluso, Fabio . In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:121-133.

Full description at Econpapers || Download paper

2017Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds. (2017). Kruttli, Mathias S ; Watugala, Sumudu W ; Monin, Phillip J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-121.

Full description at Econpapers || Download paper

2018Hedge fund incentives, management commitment and survivorship. (2018). Qiu, Judy ; Walter, Ingo ; Tang, Leilei. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:2:d:10.1007_s11408-018-0309-4.

Full description at Econpapers || Download paper

2018The dispersion anomaly and analyst recommendations. (2018). Papakroni, Jorida. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0649-6.

Full description at Econpapers || Download paper

2017Financial Intermediation in Private Equity: How Well Do Funds of Funds Perform?. (2017). Jenkinson, Tim ; Stucke, Ruediger ; Kaplan, Steven N ; Harris, Robert S. In: NBER Working Papers. RePEc:nbr:nberwo:23428.

Full description at Econpapers || Download paper

2017Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2017). Kruttli, Mathias S ; Watugala, Sumudu W ; Monin, Phillip J. In: Working Papers. RePEc:ofr:wpaper:17-07.

Full description at Econpapers || Download paper

2017The profiles of merged hedge funds, funds of hedge funds, and CTA. (2017). Gregoriou, Greg N ; Kooli, Maher. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0002-y.

Full description at Econpapers || Download paper

2018Timid performance fees in mutual funds. (2018). Santamaria, Teresa Corzo ; Calvo, Juan Rodriguez ; de Ibarreta, Carlos Martinez. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:1:d:10.1057_s41260-017-0061-8.

Full description at Econpapers || Download paper

2018Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. Bank Holding Companies. (2018). Chernobai, Anna ; Wang, Jianlin ; Ozdagli, Ali . In: 2018 Meeting Papers. RePEc:red:sed018:1146.

Full description at Econpapers || Download paper

2018Tracking hedge funds returns using sparse clones. (2018). Giuzio, Margherita ; Weber, Vincent ; Paterlini, Sandra ; Eichhorn-Schott, Kay. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-016-2371-5.

Full description at Econpapers || Download paper

2017Do risk management practices work? Evidence from hedge funds. (2017). Cassar, Gavin ; Gerakos, Joseph. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9403-5.

Full description at Econpapers || Download paper

2019Modeling the Risk Dynamics of Hedge Funds. (2019). Knif, Johan ; Koutmos, Gregory . In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:8:y:2019:i:1:f:8_1_3.

Full description at Econpapers || Download paper

2017Does growing wealth influence hedge funds’ development? An empirical analysis. (2017). Sokoowska, Ewelina. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:8:p:756-768.

Full description at Econpapers || Download paper

2017Alpha or beta in the eye of the beholder: What drives hedge fund flows?. (2017). Agarwal, Vikas ; Ren, Honglin ; Green, Clifton T. In: CFR Working Papers. RePEc:zbw:cfrwps:1508.

Full description at Econpapers || Download paper

2018The subsidy to infrastructure as an asset class. (2018). Andonov, Aleksandar ; Rauh, Joshua ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:599.

Full description at Econpapers || Download paper

Works by bing liang:


YearTitleTypeCited
2007Risk Measures for Hedge Funds: a Cross-sectional Approach In: European Financial Management.
[Full Text][Citation analysis]
article28
2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
[Full Text][Citation analysis]
article41
2009Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2000PORTFOLIO FORMATION, MEASUREMENT ERRORS, AND BETA SHIFTS: A RANDOM SAMPLING APPROACH In: Journal of Financial Research.
[Full Text][Citation analysis]
article1
2000Portfolio Formation, Measurement Errors, and Beta Shifts: A Random Sampling Approach In: Journal of Financial Research.
[Citation analysis]
article4
2000Hedge Funds: The Living and the Dead In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article116
2007Do Market Timing Hedge Funds Time the Market? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article41
2010Predicting Hedge Fund Failure: A Comparison of Risk Measures In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article25
2007Value at risk and the cross-section of hedge fund returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article27
2012Trust and delegation In: Journal of Financial Economics.
[Full Text][Citation analysis]
article10
2009Trust and Delegation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2009Trust and Delegation.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2013Can hedge funds time market liquidity? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article41
2005Do hedge funds have enough capital? A value-at-risk approach In: Journal of Financial Economics.
[Full Text][Citation analysis]
article29
2014Hedge fund holdings and stock market efficiency In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper0
2003Fees on Fees in Funds of Funds In: NBER Working Papers.
[Full Text][Citation analysis]
paper28
2004Fees on Fees in Funds of Funds.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2009Fees on Fees in Funds of Funds.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
1999Price Pressure: Evidence from the Dartboard Column. In: The Journal of Business.
[Full Text][Citation analysis]
article14
2009Estimating Operational Risk for Hedge Funds: The ?-Score In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
paper12

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team