bing liang : Citation Profile


Are you bing liang?

Shanghai Jiao Tong University

12

H index

12

i10 index

527

Citations

RESEARCH PRODUCTION:

11

Articles

8

Papers

RESEARCH ACTIVITY:

   15 years (1999 - 2014). See details.
   Cites by year: 35
   Journals where bing liang has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 9 (1.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli948
   Updated: 2020-11-21    RAS profile: 2014-12-05    
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Relations with other researchers


Works with:

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

Is cited by:

Brown, Stephen (18)

Lo, Andrew (17)

Ruenzi, Stefan (15)

Cumming, Douglas (12)

Bussiere, Matthieu (10)

Klaus, Benjamin (10)

Hoerova, Marie (10)

Pelizzon, Loriana (9)

faff, robert (9)

Billio, Monica (9)

Ramadorai, Tarun (9)

Cites to:

Goetzmann, William (12)

Brown, Stephen (8)

Lo, Andrew (7)

Fama, Eugene (6)

Ang, Andrew (4)

Dow, James (3)

Pedersen, Lasse (3)

Jagannathan, Ravi (3)

Stambaugh, Robert (3)

Mitchell, Mark (3)

Baptista, Alexandre (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

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 (2020 and 2019)


YearTitle of citing document
2020False (and Missed) Discoveries in Financial Economics. (2020). Liu, Yan ; Harvey, Campbell R. In: Papers. RePEc:arx:papers:2006.04269.

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2019Does size matter in predicting hedge funds liquidation?. (2019). Gupta, Jairaj ; Gregoriou, Andros ; Becam, Adrien. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:271-309.

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2019Hedge Fund Regulation and Fund Governance: Evidence on the Effects of Mandatory Disclosure Rules. (2019). Honigsberg, Colleen. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:4:p:845-888.

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2019Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?. (2019). Joenvaara, Juha ; Tolonen, Pekka ; Kosowski, Robert ; Kaupila, Mikko. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13618.

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2019What Constrains Liquidity Provision? Evidence From Hedge Fund Trades. (2019). Cotelioglu, Efe ; Plazzi, Alberto ; Franzoni, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13645.

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2019Testing the credit-market-timing hypothesis using counterfactual issuing dates. (2019). Nezafat, Mahdi ; Frank, Murray Z. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:187-207.

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2020The macroeconomic drivers in hedge fund beta management. (2020). Platania, Federico ; Lambert, Marie. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:65-80.

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2020Are hedge funds active market liquidity timers?. (2020). Li, Chenlu ; Tee, Kai-Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918306641.

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2020Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802.

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2020Trust and delegation: A case to consider on broker rebates and investor sophistication. (2020). Kalay, Avner ; Haziza, Mor M. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418119303568.

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2019Duration of poor performance and risk shifting by hedge fund managers. (2019). Kazemi, Hossein B ; Holland, Steven A ; Li, Ying. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:35-47.

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2019Did connected hedge funds benefit from bank bailouts during the financial crisis?. (2019). Tan, Kian ; faff, robert ; Parwada, Jerry T. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:15.

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2019Upside potential of hedge funds as a predictor of future performance. (2019). Bali, Turan G ; Caglayan, Mustafa O ; Brown, Stephen J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:212-229.

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2019Mind the tail, or risk to fail. (2019). Chaudhry, Sajid ; Gupta, Jairaj. In: Journal of Business Research. RePEc:eee:jbrese:v:99:y:2019:i:c:p:167-185.

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2019Public hedge funds. (2019). Sun, Lin ; Teo, Melvyn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:44-60.

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2019The liquidity cost of private equity investments: Evidence from secondary market transactions. (2019). Sensoy, Berk A ; Nadauld, Taylor D ; Weisbach, Michael S ; Vorkink, Keith. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:158-181.

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2020Prime (information) brokerage. (2020). Kumar, Nitish ; Tang, Yuehua ; Ray, Sugata ; Mullally, Kevin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:371-391.

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2020Mutual fund liquidity timing ability in the higher moment framework. (2020). Wattanatorn, Woraphon ; Nathaphan, Sarayut ; Chunhachinda, Pornchai ; Padungsaksawasdi, Chaiyuth. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311012.

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2020Coskewness timing ability in the mutual fund industry. (2020). Padungsaksawasdi, Chaiyuth ; Wattanatorn, Woraphon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307202.

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2020Machine learning solutions to challenges in finance: An application to the pricing of financial products. (2020). Yang, Zhaojun ; Wang, Huamao ; Gan, Lirong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162519312399.

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2019Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds?. (2019). Tsui, Albert K ; Shen, Xiaoyi ; Zhang, Zhaoyong. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:106-:d:278537.

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2019Liquidity Risk and Mutual Fund Performance. (2019). Sadka, Ronnie ; Feng, Shu ; Dong, XI. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:3:p:1020-1041.

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2019Delegation and Coordination with Multiple Threshold Public Goods: Experimental Evidence. (2019). Reggiani, Tommaso ; Cotton, Christopher ; Corazzini, Luca. In: IZA Discussion Papers. RePEc:iza:izadps:dp12817.

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2019Firm Value and the Impact of Operational Management. (2019). Karathanasopoulos, Andreas ; Mitra, Sovan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:1:d:10.1007_s10690-018-9258-1.

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2019In search of robust methods for multi-currency portfolio construction by value at risk. (2019). Do, Trung K ; Tang, Mei-Ling . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:1:d:10.1007_s10690-018-9260-7.

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2020The Trust Triangle: Laws, Reputation, and Culture in Empirical Finance Research. (2020). Karpoff, Jonathan ; Dupont, Quentin. In: Journal of Business Ethics. RePEc:kap:jbuset:v:163:y:2020:i:2:d:10.1007_s10551-019-04229-1.

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2020Hedge fund ownership and voluntary disclosure. (2020). Patro, Sukesh ; Kim, Kyonghee ; Baik, Bok. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:3:d:10.1007_s11156-019-00810-x.

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2020Are college education and job experience complements or substitutes? Evidence from hedge fund portfolio performance. (2020). Uk, Byoung ; Zhong, Zhaodong ; Palmon, Oded ; Kim, Jin-Mo. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-019-00824-5.

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2020Can mutual funds time investor sentiment?. (2020). Zheng, Yao ; Osmer, Eric. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-019-00831-6.

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2019Delegation And Coordination With Multiple Threshold Public Goods: Experimental Evidence. (2019). Reggiani, Tommaso ; Corazzini, Luca ; Cotton, Christopher. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2019-02.

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2019Institutional Trading Around M&A Announcements. (2019). Sialm, Clemens ; Lantushenko, Viktoriya ; Fich, Eliezer. In: NBER Working Papers. RePEc:nbr:nberwo:25814.

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2019Skin or Skim? Inside Investment and Hedge Fund Performance. (2019). Sachdeva, Kunal ; Gupta, Arpit. In: NBER Working Papers. RePEc:nbr:nberwo:26113.

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2020The Performance of Hedge Fund Performance Fees. (2020). Rossi, Andrea ; Birru, Justin ; Ben-David, Itzhak. In: NBER Working Papers. RePEc:nbr:nberwo:27454.

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2020The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think. (2020). Joenvaara, Juha ; Barth, Daniel ; Wermers, Russ ; Kauppila, Mikko. In: Working Papers. RePEc:ofr:wpaper:20-01.

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2020Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

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2020Mutual fund managers’ market timing abilities: Indian evidence. (2020). Ansari, Valeed Ahmad ; Alam, Mahfooz. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00166-1.

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2019Disincentive Effects of Evaluation. (2019). Cotton, Christopher ; Corazzini, Luca. In: Working Paper. RePEc:qed:wpaper:1410.

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2019Delegation and Coordination with Multiple Threshold Public Goods: Experimental Evidence. (2019). Corazzini, Luca ; Cotton, Christopher ; Reggiani, Tommaso. In: Working Paper. RePEc:qed:wpaper:1412.

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2019FLIGHTS TO SAFETY. (2019). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/968.

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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.

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2019Hedge Fund Strategies: A non-Parametric Analysis.. (2019). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201902.

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2019Do hedge funds time market tail risk? Evidence from option‐implied tail risk. (2019). Kim, Minki ; Shin, Jungsoon ; Oh, Dongjun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:2:p:205-237.

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2020Factor exposure variation and mutual fund performance. (2020). Weigert, Florian ; Fischer, Sebastian ; Ammann, Manuel. In: CFR Working Papers. RePEc:zbw:cfrwps:2006.

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2020Unobserved performance of hedge funds. (2020). Weigert, Florian ; Ruenzi, Stefan ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2007.

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Works by bing liang:


YearTitleTypeCited
2007Risk Measures for Hedge Funds: a Cross‐sectional Approach In: European Financial Management.
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article32
2008Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration In: Journal of Finance.
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article52
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: 52
paper
2000PORTFOLIO FORMATION, MEASUREMENT ERRORS, AND BETA SHIFTS: A RANDOM SAMPLING APPROACH In: Journal of Financial Research.
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article1
2000Hedge Funds: The Living and the Dead In: Journal of Financial and Quantitative Analysis.
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article139
2007Do Market Timing Hedge Funds Time the Market? In: Journal of Financial and Quantitative Analysis.
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article59
2010Predicting Hedge Fund Failure: A Comparison of Risk Measures In: Journal of Financial and Quantitative Analysis.
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article32
2007Value at risk and the cross-section of hedge fund returns In: Journal of Banking & Finance.
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article30
2012Trust and delegation In: Journal of Financial Economics.
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article19
2009Trust and Delegation.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2009Trust and Delegation.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2013Can hedge funds time market liquidity? In: Journal of Financial Economics.
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article61
2005Do hedge funds have enough capital? A value-at-risk approach In: Journal of Financial Economics.
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article35
2014Hedge fund holdings and stock market efficiency In: Finance and Economics Discussion Series.
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paper0
2003Fees on Fees in Funds of Funds In: NBER Working Papers.
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paper32
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: 32
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: 32
paper
1999Price Pressure: Evidence from the Dartboard Column. In: The Journal of Business.
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article20
2009Estimating Operational Risk for Hedge Funds: The ?-Score In: Yale School of Management Working Papers.
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paper15

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