Bing Liang

Associate Professor of Finance

Telephone: 413-545-3180
E-mail: bliang@som.umass.edu
Office: SOM 308B
Web Site: intra.som.umass.edu/liang
Currently Teaching: Finopmgt 310, Finopmgt 421

Ph.D., University of Iowa, 1995
M.S., University of Iowa, 1990
M.S., Chinese Academy of Science, 1988
B.S., Ocean University of China, 1982

Selected Publications:

With Hyuna Park. "Predicting Hedge Fund Failure: A Comparison of Risk Measures," The Journal of Financial and Quantitative Analysis. 2008, forthcoming. (view abstract)

With Stephen Brown, Will Goetzmann and Chris Schwarz. "Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration." Journal of Finance. 2007, forthcoming. (view abstract)

With Yong Chen. "Do Market Timing Hedge Funds Time the Markets." The Journal of Financial and Quantitative Analysis 42, 827-856, Dec. 2007. (view abstract)

With Anurag Gupta. "Do Hedge Funds Have Enough Capital? A Value at Risk Approach." Journal of Financial Economics 77, 219-253, July 2005. (view abstract)

"Hedge Funds: The Living and the Dead." The Journal of Financial and Quantitative Analysis 35, 309-326, September 2000. (view abstract)

"Price Pressure: Evidence from the 'Dartboard' Column." The Journal of Business 72, 119-134, January 1999. (view abstract)

Academic and Professional Activities:

Associate editor, Journal of Investment Management, Journal of Alternative Investments.

Invited panelist, the SEC’s Hedge Fund Roundtable, May 14 and 15, 2003

Research Grants:

INQUIRE UK Research Grant, 2006
Q Group Research Grant, 2006
Research Grant from the Foundation for Managed Derivatives Research, 2000

Awards:

Award for Outstanding Accomplishment in Research and Creative Activity, University of Massachusetts, Amherst, 2006
Outstanding Research Award, Isenberg School of Management, 2006
Lilly Fellowship, University of Massachusetts-Amherst, 2005-2006
One of the Best Paper Awards in Hedge Funds, European Finance Associate Meetings, 2003