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Bing Liang

Charles P. McQuaid Endowed Professor of Finance

Finance
Bing Liang's research focuses on institutional investors, financial risk management, capital market anomalies, and climate finance. Liang studies how mutual funds, hedge funds, and other institutional

Bing Liang's research focuses on institutional investors, financial risk management, capital market anomalies, and climate finance. Liang studies how mutual funds, hedge funds, and other institutional investors make investment decisions and manage risk. A major area of Liang's work examines operational risks in hedge funds—management and business risks that can lead to substantial investor losses. Liang's research has developed models that help investors, managers, and regulators identify and mitigate these risks. This work received the prestigious Graham and Dodd Award (2009, 2018), was presented before the U.S. House Financial Services Committee, and was discussed at the SEC Roundtable on Hedge Funds.  

More recently, Liang has focused on climate finance, examining how investors assess climate-related risks, incorporate environmental information into investment decisions, influence corporate environmental behavior, and promote sustainability through financial markets.  

Liang serves on the editorial boards of several academic journals, including the Journal of Banking and Finance.

Education

PhD Finance, University of Iowa, 1995
MS Quality Management and Productivity, University of Iowa, 1990
MS Applied Statistics, Chinese Academy of Science, 1988
BS Maritime Meteorology, Ocean University of China, 1982

Professional Experience

Senior Risk Advisor, Entrust Capital Inc., 2007-2014
Expert, Analysis Group, Inc, 2012
Reviewer, Economic and Social Research Council, UK, 2009
Reviewer, Social Science and Humanities Research Council, Canada, 2007, 2009

Academic Appointments

Charles P. McQuaid Endowed Professor of Finance, University of Massachusetts, 2018-present
Dean’s Fellow, University of Massachusetts, 2015-2018
Professor of Finance, University of Massachusetts, 2008-Present
Visiting Professor of Finance, Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University, Fall 2013
Visiting Professor of Finance, the International Center for Finance, Yale School of Management, Fall 2010
Associate Professor of Finance, University of Massachusetts, 2003-2008
Assistant Professor of Finance, Case Western Reserve University, 1995-2003
Awards, Honors, and RecognitionUniversity of Massachusetts Amherst Distinguished Graduate Mentor Award, 2025 Charles P. McQuaid Endowed Professor of Finance, 2018-present Associate Editor, the Jo

Awards, Honors, and Recognition

University of Massachusetts Amherst Distinguished Graduate Mentor Award, 2025 Charles P. McQuaid Endowed Professor of Finance, 2018-present 

Associate Editor, the Journal of Banking and Finance, 2025-present 

The Dean’s Faculty Fellow, Isenberg School of Management, 2015-2018 

The Graham-Dodd Scroll Award for 2018, The Financial Analysts Journal 

Outstanding Teaching Award, Isenberg School of Management, 2013-2014 

Program Co-Chair, China International Conference in Finance, 2013 

The Q-Group Research Grant, 2005, 2010 

Graham and Dodd Award for 2009, The Financial Analysts Journal 

Award for Outstanding Accomplishments in Research and Creative Activity, University of Massachusetts, Amherst, 2006 

Outstanding Research Award, Isenberg School of Management, 2005-2006 

Research Interests

Investments
Hedge funds and mutual funds
Risk management
Capital market anomalies climate
Finance

Teaching Interests

Undergraduate
  • Capital Markets and Institutions
  • Investments
  • International Finance
Masters
  • Hedge Funds
Doctoral
  • Empirical Asset Pricing
Media, Industry, and Public ImpactSenior Risk Advisor, Entrust Capital Inc., 2007-2014 Expert, Analysis Group, Inc, 2012 SEC Hedge Fund Roundtable, 2003 Financial Times, October 14, 2009, Ma

Media, Industry, and Public Impact

Senior Risk Advisor, Entrust Capital Inc., 2007-2014 Expert, Analysis Group, Inc, 2012 

SEC Hedge Fund Roundtable, 2003 

Financial Times, October 14, 2009, May 5, 2001 

Financial Times (Deutschland), October 14, 2009 

The New Yorker, July 2, 2007 

The Wall Street Journal, April 27, 2005, March 25, 2003, July 25, 2000, July 10, 1996 

The Economist, February 17, 2005 

Forbes, May 24, 2004, June 14, 1999 

Dow Jones Newswire, April 23, 2004, May 14, 2003, May 2, 2001 

Federal Register 68, No. 195, October 8, 2003 

The Boston Globe, March 27, 2003 

WEWS-TV (ABC) Channel Five, April 4, 2001 Bloomberg News, October 19, 2000 

The Voice of America, September 19, 2000, August 24, 2000, 

Barron’s, September 4, 2000 

Business Week, April 3, 2000

Professional LinksSSRNLinkedIn

Professional Links

Selected Publications

“Liquidity Characteristics of Market Anomalies and Institutional Trading” (with Charles Cao, Tong Yao, and Andrew Zhang), 2026, Journal of Financial Economics 179. https://doi.org/10.1016/j.jfineco.2026.104254

“Hedge Fund Manager Skills and Style-Shifting" (with George Jiang and Huacheng Zhang), 2021, Management Science 68, No. 3. https://doi.org/10.1287/mnsc.2020.3945

"Liquidity Costs, Return Smoothing, and Investor Flows: Evidence from a Separate Account Platform” (with Charles Cao, Grant Farnsworth, and Andrew Lo), 2016, Management Science, 1-18. https://doi.org/10.1287/mnsc.2015.2401

“What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk Arbitrage Strategy” (with Charles Cao, Bradley Goldie, and Lubomir Petrasek), 2016, Journal of Financial and Ǫuantitative Analysis 51, 929-957. https://doi.org/10.1017/S0022109016000387

“Onshore and Offshore Hedge Funds: Are They Twins?” (With George Aragon and Hyuna Park), 2014. Received the best paper award at the 2007 China International Conference in Finance. Management Science 60, 74-91. http://dx.doi.org/10.1287/mnsc.2013.1729

 

“Can Hedge Funds Time Market Liquidity?” (With Charles Cao, Yong Chen, and Andrew Lo), 2013. Supported by a grant from the Q-Group. Journal of Financial Economics109, 493-51. https://doi.org/10.1016/j.jfineco.2013.03.009

“Trust and Delegation” (with Stephen Brown, Will Goetzmann, and Chris Schwarz), 2012, Journal of Financial Economics 103, 221-234. Lead article. https://doi.org/10.1016/j.jfineco.2011.09.004

“Predicting Hedge Fund Failure: A Comparison of Risk Measures” (with Hyuna Park), 2010, Journal of Financial and Ǫuantitative Analysis 45, 199-222. Featured in Risk Management Research Report (RMRR) as one of the most important scholarly articles in risk management published. https://doi.org/10.1017/S0022109009990482

“Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration” (with Stephen Brown, Will Goetzmann, and Chris Schwarz), 2008, Journal of Finance 63, 2785-2815. Part of the testimony given before a Hearing of the U.S. Congress House Financial Services Committee on Hedge Funds and Systemic Risk, March 13, 2007. https://www.jstor.org/stable/20487950