| Year |
Citation |
Score |
| 2019 |
Liang B, Qiu L. Hedge fund leverage: 2002–2017 European Financial Management. 25: 908-941. DOI: 10.1111/Eufm.12202 |
0.343 |
|
| 2018 |
Cao C, Chen Y, Goetzmann WN, Liang B. Hedge Funds and Stock Price Formation Financial Analysts Journal. 74: 54-68. DOI: 10.2469/Faj.V74.N3.4 |
0.405 |
|
| 2018 |
Cao C, Liang B, Lo AW, Petrasek L. Hedge Fund Holdings and Stock Market Efficiency The Review of Asset Pricing Studies. 8: 77-116. DOI: 10.1093/Rapstu/Rax015 |
0.405 |
|
| 2017 |
Cao C, Farnsworth G, Liang B, Lo AW. Return Smoothing, Liquidity Costs, and Investor Flows: Evidence from a Separate Account Platform Management Science. 63: 2233-2250. DOI: 10.1287/Mnsc.2015.2401 |
0.389 |
|
| 2016 |
Cao C, Goldie BA, Liang B, Petrasek L. What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk-Arbitrage Strategy Journal of Financial and Quantitative Analysis. 51: 929-957. DOI: 10.1017/S0022109016000387 |
0.426 |
|
| 2014 |
Cao C, Liang B, Lo AW, Petrasek L. Hedge Fund Holdings and Stock Market Efficiency Social Science Research Network. 2014: 1-58. DOI: 10.2139/Ssrn.2439816 |
0.409 |
|
| 2014 |
Aragon G, Liang B, Park H. Onshore and Offshore Hedge Funds: Are They Twins? Management Science. 60: 74-91. DOI: 10.1287/Mnsc.2013.1729 |
0.651 |
|
| 2013 |
Cao C, Chen Y, Liang B, Lo AW. Can hedge funds time market liquidity? Journal of Financial Economics. 109: 493-516. DOI: 10.1016/J.Jfineco.2013.03.009 |
0.374 |
|
| 2012 |
Cai L, Liang B. On the Dynamics of Hedge Fund Strategies The Journal of Alternative Investments. 14: 51-68. DOI: 10.3905/Jai.2012.14.4.051 |
0.365 |
|
| 2012 |
Brown SJ, Goetzmann WN, Liang B, Schwarz C. Trust and Delegation Journal of Financial Economics. 103: 221-234. DOI: 10.1016/J.Jfineco.2011.09.004 |
0.437 |
|
| 2010 |
Liang B, Park H. Predicting Hedge Fund Failure: A Comparison of Risk Measures Journal of Financial and Quantitative Analysis. 45: 199-222. DOI: 10.2139/Ssrn.983209 |
0.651 |
|
| 2009 |
Brown S, Goetzmann W, Liang B, Schwarz C. Estimating Operational Risk for Hedge Funds: The ω-Score Financial Analysts Journal. 65: 43-53. DOI: 10.2469/Faj.V65.N1.8 |
0.437 |
|
| 2008 |
BROWN S, GOETZMANN W, LIANG B, SCHWARZ C. Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration The Journal of Finance. 63: 2785-2815. DOI: 10.1111/J.1540-6261.2008.01413.X |
0.428 |
|
| 2007 |
Bali TG, Gokcan S, Liang B. Value at Risk and the Cross-Section of Hedge Fund Returns Journal of Banking and Finance. 31: 1135-1166. DOI: 10.2139/Ssrn.671822 |
0.494 |
|
| 2007 |
Liang B, Park H. Risk Measures for Hedge Funds: a Cross-sectional Approach European Financial Management. 13: 333-370. DOI: 10.1111/J.1468-036X.2006.00357.X |
0.657 |
|
| 2007 |
Chen Y, Liang B. Do Market Timing Hedge Funds Time the Market? Journal of Financial and Quantitative Analysis. 42: 827-856. DOI: 10.1017/S0022109000003410 |
0.378 |
|
| 2005 |
Gupta A, Liang B. Do Hedge Funds Have Enough Capital? A Value-at-Risk Approach Journal of Financial Economics. 77: 219-253. DOI: 10.2139/Ssrn.424370 |
0.494 |
|
| 2004 |
Brown SJ, Goetzmann WN, Liang B. Fees on Fees in Funds of Funds National Bureau of Economic Research. 141-160. DOI: 10.2139/Ssrn.335581 |
0.453 |
|
| 2003 |
Liang B. The Accuracy of Hedge Fund Returns The Journal of Portfolio Management. 29: 111-122. DOI: 10.3905/Jpm.2003.319889 |
0.425 |
|
| 2000 |
Desai H, Liang B, Singh AK. Do All-Stars Shine? Evaluation of Analyst Recommendations Financial Analysts Journal. 56: 20-29. DOI: 10.2469/Faj.V56.N3.2357 |
0.331 |
|
| 2000 |
Liang B. Hedge Funds: The Living and the Dead The Journal of Financial and Quantitative Analysis. 35: 309. DOI: 10.2307/2676206 |
0.429 |
|
| 1999 |
Liang B. On the Performance of Hedge Funds Financial Analysts Journal. 55: 72-85. DOI: 10.2139/Ssrn.89490 |
0.518 |
|
| 1999 |
Liang B. Price Pressure: Evidence from the "Dartboard" Column The Journal of Business. 72: 119-134. DOI: 10.1086/209604 |
0.367 |
|
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