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Guanhao Feng

City University of Hong Kong (from arXiv:2601.10279, 2026) · ORCID · OpenAlex

15 papers in scope · 13 published · 3 on the econ.EM arXiv · 898 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Jingyu He
  2. Nicholas G. Polson
  3. Yuefeng Han
  4. Dan Yang
  5. Rong Chen
  6. Cun-Hui Zhang
  7. David J. Nott
  8. Qiwei Yao
  9. Jinyuan Chang
  10. Qiyang Yu
  11. Bin Chen
  12. Ke Xu
  13. Elynn Chen
  14. Jiayu Li
  15. Stevenson Bolívar
  16. Long Yu
  17. Guanglin Huang
  18. Xiao Han
  19. Ruofan Yu
  20. Jiayan Li

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(4 of 15)

Selecting and Testing Asset-Pricing Models: A Stepwise Approach
published2026 · Management Science
with Lan Wei, Wang Hansheng, J Zhang, Wei Lan, Jun Hua Zhang, Hansheng Wang
Paper profile Management Science arXiv:2601.10279
Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing
working paper2025 · arXiv
with Liyuan Cui, Yuefeng Han, Jiayan Li
Paper profile arXiv arXiv:2512.23567
Can news predict firm bankruptcy?
published2025 · Journal of Financial Markets · first circulated 2024
with S. De Bie, Naixin Guo, Jingyu He
Journal of Financial Markets
Institutional granular impact is benign on asset sales and price efficiency
published2025 · Journal of Financial Markets · 1 citations
with Yinghua Fan, Xiao Qiao, Sayad Baronyan
Journal of Financial Markets
Growing the efficient frontier on panel trees
published2025 · Journal of Financial Economics · 33 citations · first circulated 2022
with Lin William Cong, Jingyu He, Xin He, J. He, Feng He
Journal of Financial Economics
Predicting individual corporate bond returns
published2024 · Journal of Banking & Finance · 16 citations · first circulated 2021
with Xin He, Yanchu Wang, Chunchi Wu, Junbo L. Wang, Junbo Wang
Journal of Banking & Finance
Renegotiable debt, liquidity injections and financial instability
published2024 · Journal of Derivatives and Quantitative Studies 선물연구
with Hyun Soo Doh
Journal of Derivatives and Quantitative Studies 선물연구
REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING
published2023 · International Economic Review · 8 citations
with Liyuan Cui, Yongmiao Hong
International Economic Review
Deep Learning in Characteristics-Sorted Factor Models
published2023 · Journal of Financial and Quantitative Analysis · 84 citations · first circulated 2018
with Jingyu He, Nicholas G. Polson, Jianeng Xu
Journal of Financial and Quantitative Analysis
Financial Privacy Computing Applications with Distributed Machine Learning
published2023 · Atlantis Highlights in Computer Sciences/Atlantis highlights in computer sciences
Atlantis Highlights in Computer Sciences/Atlantis highlights in computer sciences
Factor investing: A Bayesian hierarchical approach
published2021 · Journal of Econometrics · 1 citations · first circulated 2019
with Jingyu He
Paper profile Journal of Econometrics arXiv:1902.01015
Regularizing Bayesian predictive regressions
published2020 · Journal of Asset Management · 2 citations · first circulated 2016
with Nicholas Polson, Nick Polson, Nicholas G. Polson
Journal of Asset Management
Taming the Factor Zoo: A Test of New Factors
published2020 · The Journal of Finance · 729 citations · first circulated 2019
with Stefano Giglio, Dacheng Xiu
The Journal of Finance
Deep Learning for Predicting Asset Returns
working paper2018 · arXiv · 23 citations
with Jingyu He, Nicholas G. Polson
Paper profile arXiv arXiv:1804.09314
Does higher-frequency data always help to predict longer-horizon volatility?
published2017 · The Journal of Risk · 1 citations · first circulated 2016
with Ben Charoenwong
The Journal of Risk

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.