Details about Bing Liang

Access statistics for papers by Bing Liang.

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

Short-id: pli948

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.)

2009

2. Fees on Fees in Funds of Funds
   Yale School of Management Working Papers, Yale School of Management View citations (3)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (4)
   Yale School of Management Working Papers, Yale School of Management (2004) View citations (34)
3. Trust and Delegation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   See also Journal Article Trust and delegation, Journal of Financial Economics, Elsevier (2012) View citations (29) (2012)

Journal Articles

2013

1. Can hedge funds time market liquidity?
   Journal of Financial Economics, 2013, 109, (2), 493-516 View citations (106)

2012

2. Trust and delegation
   Journal of Financial Economics, 2012, 103, (2), 221-234 View citations (29)
   See also Working Paper Trust and Delegation, NBER Working Papers (2009) View citations (2) (2009)

2010

3. Predicting Hedge Fund Failure: A Comparison of Risk Measures
   Journal of Financial and Quantitative Analysis, 2010, 45, (1), 199-222 View citations (44)

2008

4. Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration
   Journal of Finance, 2008, 63, (6), 2785-2815 View citations (72)

2007

5. Do Market Timing Hedge Funds Time the Market?
   Journal of Financial and Quantitative Analysis, 2007, 42, (4), 827-856 View citations (103)
6. Risk Measures for Hedge Funds: a Cross‐sectional Approach
   European Financial Management, 2007, 13, (2), 333-370 View citations (45)
7. Value at risk and the cross-section of hedge fund returns
   Journal of Banking & Finance, 2007, 31, (4), 1135-1166 View citations (48)

2005

8. Do hedge funds have enough capital? A value-at-risk approach
   Journal of Financial Economics, 2005, 77, (1), 219-253 View citations (44)

2000

9. Hedge Funds: The Living and the Dead
   Journal of Financial and Quantitative Analysis, 2000, 35, (3), 309-326 View citations (171)
10. PORTFOLIO FORMATION, MEASUREMENT ERRORS, AND BETA SHIFTS: A RANDOM SAMPLING APPROACH
    Journal of Financial Research, 2000, 23, (3), 261-284 View citations (4)

1999

11. Price Pressure: Evidence from the "Dartboard" Column
    The Journal of Business, 1999, 72, (1), 119-34 View citations (28)