- Ph.D. in Finance, Stanford University
- Ph.D. in Mathematics, Massachusetts Institute of Technology
- B.S. in Mathematics, Peking University
- FinTech: Machine Learning, Artificial Intelligence, Big Data, Textual Analysis, Blockchain, FinTech Innovation
- Corporate Finance: Dynamic Theoretical Models, Capital Structure, Corporate Disclosure, Governance, Regulation
- Investments and Asset Pricing: Hedge Funds, Mutual Funds, Asset Prices
Baozhong Yang is the H. Talmage Dobbs Jr Chair in Finance and Associate Professor of Finance at the J. Mack Robinson College of Business in Georgia State University. He is also the Director of the FinTech Lab at the Robinson College, one of the first such labs associated with a business school in the nation. He has co-organized the inaugural and second GSU-RFS FinTech Conference, a leading FinTech conference that offers dual submission to the premier journal Review of Financial Studies. Professor Yang has also served as referees for the leading finance and economics journals and served on the Program Committees of prestigious conferences such as the Western Finance Association and the SFS Cavalcade meetings.
Professor Yang’s research interests span theoretical and empirical studies in FinTech, Investments, and Corporate Finance. His most recent research involves innovative applications of Machine Learning and AI to study economic questions in Capital Markets and Corporate Finance. Professor Yang’s research has been published in leading academic journals in finance, accounting, operations research, computer sciences, and mathematics, including the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Accounting Research, Management Science, Mathematics of Operations Research, IEEE Computer, and Advances in Mathematics. His research has been widely cited and recognized by prizes such as the Emerald Citations of Excellence, and Chicago Quantitative Alliance Annual Academic Competition Prize, and the Yihong Xia Best Paper Prize.
Professor Yang’s papers have been extensively presented at prestigious conferences, such as the National Bureau of Economic Research (NBER) Big Data, NBER Economics of AI, NBER Blockchain, NBER Law and Economics, American Finance Association, and Western Finance Association Meetings. He has been invited to present at leading universities, including Stanford University, UCLA, University of Georgia, University of Maryland, University of Minnesota, and University of Toronto. Professor Yang’s research has been also widely covered by the media, including the NBER Digest, Bloomberg, Wall Street Journal, Financial Times, Forbes, The Guardian, CNBC, Chicago Booth Review, Columbia Law School Blog, Duke University FinTech Blog, and University of Oxford Business Law Blog.
Professor Yang received his Ph.D. in Finance from Stanford University and Ph.D. in Mathematics from the Massachusetts Institute of Technology. He has also been a Gold Medalist in the 33rd International Mathematical Olympiad while in high school.
- Cao, S., Du, K., Yang, B., & Zhang, A.L. forthcoming. Copycat Skills and Disclosure Costs: Evidence from Peer Companies' Digital Footprints. Journal of Accounting Research.
- Subramanian, A., & Yang, B. 2020. Dynamic prudential regulation. Management Science, 66 (7): 3183-3210.
- Cao, S., Cong, L.W., & Yang, B., 2020. Blockchain Architecture for Auditing Automation and Trust Building in Public Markets, IEEE Computer 53(7): 20-28.
- Chen, M., Wu, Q., & Yang, B. 2019. How valuable is FinTech innovation? Review of Financial Studies, 32: 2062-2106.
- Jiang, L., Liu, J., & Yang, B. 2019. Communication and comovement: Evidence from online stock forums. Financial Management, 48: 805-847.
- Subramanian, A., & Yang, B. 2017. Optimal dynamic risk taking. Mathematics of Operations Research, 42: 599-625.
- Agarwal, V., Mullally, K., Tang, Y., & Yang, B. 2015. Mandatory portfolio disclosure, stock liquidity, and mutual fund performance. Journal of Finance, 70: 2733-2776.
- Agarwal, V., Jiang, W., Tang, Y., & Yang, B. 2013. Uncovering hedge fund skill from the portfolio holdings they hide. Journal of Finance, 68: 739-783.
- Strebulaev, I., & Yang, B. 2013. The mystery of zero-leverage firms. Journal of Financial Economics, 109: 1-23 (Lead Article).
- Yang, B. 2013. Dynamic capital structure with heterogeneous beliefs and market timing. Journal of Corporate Finance, 22: 254-277.