Baozhong Yang

Georgia State University - Robinson College of Business

Associate Professor of Finance

35 Broad Street

Atlanta, GA 30303-3083

United States

http://www2.gsu.edu/~fncbyy/index.html

SCHOLARLY PAPERS

9

DOWNLOADS
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Top 7,052

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5,249

CITATIONS
Rank 9,070

SSRN RANKINGS

Top 9,070

in Total Papers Citations

49

Scholarly Papers (9)

1.
Downloads 2,337 ( 4,299)
Citation 29

The Mystery of Zero-Leverage Firms

Number of pages: 61 Posted: 14 Mar 2006 Last Revised: 10 Apr 2013
Ilya A. Strebulaev and Baozhong Yang
Stanford University - Graduate School of Business and Georgia State University - Robinson College of Business
Downloads 2,097 (5,096)
Citation 29

Abstract:

Leverage, debt financing, capital structure, zero leverage, financing decisions, low-leverage puzzle

The Mystery of Zero-Leverage Firms

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 61 Posted: 06 Apr 2013
Ilya A. Strebulaev and Baozhong Yang
Stanford University - Graduate School of Business and Georgia State University - Robinson College of Business
Downloads 209 (121,754)
Citation 29

Abstract:

Leverage, Debt financing, Capital structure, Zero leverage, Financing

The Mystery of Zero-Leverage Firms

NBER Working Paper No. w17946
Number of pages: 43 Posted: 31 Mar 2012
Ilya A. Strebulaev and Baozhong Yang
Stanford University - Graduate School of Business and Georgia State University - Robinson College of Business
Downloads 31 (405,950)
Citation 29

Abstract:

2.

Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide

Journal of Finance, Forthcoming
Number of pages: 78 Posted: 21 Mar 2011 Last Revised: 14 Nov 2013
Vikas Agarwal, Wei Jiang, Yuehua Tang and Baozhong Yang
Georgia State University, Columbia Business School - Finance and Economics, University of Florida - Department of Finance and Georgia State University - Robinson College of Business
Downloads 1,397 (8,968)
Citation 18

Abstract:

Confidential treatment, ownership disclosure, 13F holdings, hedge funds

3.

Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance

Journal of Finance, Forthcoming
Number of pages: 97 Posted: 07 May 2013 Last Revised: 10 May 2014
Georgia State University, University of Alabama, University of Florida - Department of Finance and Georgia State University - Robinson College of Business
Downloads 266 (62,595)
Citation 1

Abstract:

Portfolio disclosure, Stock liquidity, Mutual funds, Fund performance

4.

Dynamic Capital Structure with Heterogeneous Beliefs and Market Timing

Journal of Corporate Finance, Forthcoming
Number of pages: 54 Posted: 01 Jan 2011 Last Revised: 27 Jun 2013
Baozhong Yang
Georgia State University - Robinson College of Business
Downloads 245 (90,003)
Citation 1

Abstract:

capital structure, heterogeneous beliefs, market timing, zero-debt firms, debt conservatism

Communication and Comovement: Evidence from Online Stock Forums

Number of pages: 66 Posted: 16 Feb 2015 Last Revised: 30 Jun 2016
Lei Jiang, Jinyu Liu and Baozhong Yang
Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance and Georgia State University - Robinson College of Business
Downloads 189 (134,000)

Abstract:

Comovement; Asset Returns; Communication

Communication and Comovement: Evidence from Online Stock Forums

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016
Number of pages: 66 Posted: 30 Jun 2016
Lei Jiang, Jinyu Liu and Baozhong Yang
Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance and Georgia State University - Robinson College of Business
Downloads 43 (359,082)

Abstract:

Comovement; Asset Returns; Communication

6.
Downloads 196 (129,731)

Optimal Dynamic Risk Taking

Number of pages: 54 Posted: 04 Jun 2012 Last Revised: 21 Sep 2016
Ajay Subramanian and Baozhong Yang
Georgia State University and Georgia State University - Robinson College of Business
Downloads 154 (161,101)

Abstract:

dynamic project choices, stochastic control, stochastic switching, dynamic risk management, asset substitution

Optimal Dynamic Risk Taking

Mathematics of Operations Research, Forthcoming
Number of pages: 54 Posted: 03 Jul 2016 Last Revised: 21 Sep 2016
Ajay Subramanian and Baozhong Yang
Georgia State University and Georgia State University - Robinson College of Business
Downloads 42 (362,496)

Abstract:

dynamic project choices, stochastic control, stochastic switching, dynamic risk management

7.

Dynamic Prudential Regulation

Number of pages: 65 Posted: 24 Nov 2011 Last Revised: 27 Aug 2016
Ajay Subramanian and Baozhong Yang
Georgia State University and Georgia State University - Robinson College of Business
Downloads 161 (99,863)

Abstract:

capital regulation, asset substitution, bank bailout, prudential regulation

Communication, Excess Comovement and Factor Structures

Journal of Business Finance and Accounting, Forthcoming
Number of pages: 28 Posted: 21 Nov 2011 Last Revised: 29 Jun 2013
Baozhong Yang
Georgia State University - Robinson College of Business
Downloads 42 (362,496)

Abstract:

communication, excess comovement, factor structure

Communication, Excess Comovement and Factor Structures

Journal of Business Finance & Accounting, Vol. 40, Issue 9-10, pp. 1304-1325, 2013
Number of pages: 22 Posted: 18 Dec 2013
Baozhong Yang
Georgia State University - Robinson College of Business
Downloads 0
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Abstract:

communication, excess comovement, factor structure

9.

Product Variety and Asset Pricing

Posted: 07 Dec 2014
Florin Bidian, Ajay Subramanian and Baozhong Yang
Georgia State University - Risk Management & Insurance Department, Georgia State University and Georgia State University - Robinson College of Business

Abstract:

Product Heterogeneity, Imperfect Substitutability, Equity Premium, Risk-free Rate Puzzle