Baozhong Yang
Baozhong Yang
H. Talmage Dobbs Jr Professor of Finance, Robinson College of Business, Georgia State University
Verified email at - Homepage
Cited by
Cited by
The mystery of zero-leverage firms
I Strebulaev, B Yang
Journal of Financial Economics 109 (1), 1-23, 2013
How Valuable is FinTech Innovation
M Chen, Q Wu, B Yang
Review of Financial Studies 32 (5), 2062-2106, 2019
Uncovering hedge fund skill from the portfolio holdings they hide
V Agarwal, W Jiang, Y Tang, B Yang
Journal of Finance 68 (2), 739-783, 2013
Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance
V Agarwal, K Mullally, Y Tang, B Yang
Journal of Finance 70 (6), 2733-2776, 2015
How to Talk When a Machine is Listening: Corporate Disclosure in the Age of AI
S Cao, W Jiang, B Yang, AL Zhang
Review of Financial Studies, forthcoming, 2020
Financial Reporting and Blockchains: Audit Pricing, Misstatements, and Regulation
S Cao, LW Cong, B Yang, 2019
From Man vs. Machine to Man+ Machine: The Art and AI of Stock Analyses
S Cao, W Jiang, JL Wang, B Yang
Journal of Financial Economics, forthcoming, 2021
Dynamic Capital Structure with Heterogeneous Beliefs and Market Timing
B Yang
Journal of Corporate Finance 22, 254-277, 2013
Communication and Comovement: Evidence from Online Stock Forums
L Jiang, J Liu, B Yang
Financial Management 48 (3), 805-847, 2019
Blockchain Architecture for Auditing Automation and Trust Building in Public Markets
S Cao, LW Cong, M Han, Q Hou, B Yang
IEEE Computer, 2020
Copycat skills and disclosure costs: Evidence from peer companies’ digital footprints
S Cao, K Du, B Yang, AL Zhang
Journal of Accounting Research forthcoming, 2018
ChatGPT and corporate policies
M Jha, J Qian, M Weber, B Yang
Chicago Booth Research Paper, 2023
Analyzing textual information at scale
LW Cong, T Liang, B Yang, X Zhang
Information for Efficient Decision Making: Big Data, Blockchain and …, 2021
The uniqueness of tangent cones for Yang–Mills connections with isolated singularities
B Yang
Advances in Mathematics 180 (2), 648-691, 2003
Compactification of the moduli spaces of vortices and coupled vortices
G Tian, B Yang
Journal für die reine und angewandte Mathematik 553, 17-41, 2002
Dynamic prudential regulation
A Subramanian, B Yang
Management Science 66 (7), 3183-3210, 2020
Do Mutual Funds Have Market Timing Ability? New Evidence from Daily Trades
V Agarwal, Y Tang, B Yang
Removable singularities for Yang–Mills connections in higher dimensions
B Yang
Pacific journal of mathematics 209 (2), 381-398, 2003
Managerial risk assessment and fund performance: Evidence from textual disclosure
S Cao, B Yang, AL Zhang
Available at SSRN 4060307, 2023
Do hedge funds strategically misreport their holdings? Evidence from 13F restatements
S Cao, Z Da, D Jiang, B Yang
Evidence from 13F Restatements (September 12, 2022), 2022
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