Guanhao Feng : Citation Profile

3

H index

2

i10 index

224

Citations

RESEARCH PRODUCTION:

9

Articles

7

Papers

RESEARCH ACTIVITY:

   9 years (2016 - 2025). See details.
   Cites by year: 24
   Journals where Guanhao Feng has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 5 (2.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe488
   Updated: 2025-04-05    RAS profile: 2025-03-15    
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Relations with other researchers

Works with:

Cong, Lin (2)

Xiu, Dacheng (2)

Giglio, Stefano (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Guanhao Feng.

Is cited by:

Scaillet, Olivier (7)

Baruník, Jozef (6)

Pesaran, Mohammad (4)

Bailey, Natalia (3)

Kapetanios, George (3)

Lin, Weidong (2)

Van Doornik, Bernardus (2)

Wafula, Ronald (2)

Boubaker, Sabri (2)

Neuhierl, Andreas (2)

Pelger, Markus (2)

Cites to:

Xiu, Dacheng (17)

Nagel, Stefan (10)

Giglio, Stefano (9)

Kozak, Serhiy (7)

Kozak, Serhiy (7)

Hou, Kewei (6)

Cochrane, John (6)

Stambaugh, Robert (5)

Hansen, Lars (5)

French, Kenneth (5)

Fama, Eugene (5)

Main data

Production by document typepaperarticle2016201720182019202020212022202320242025052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2016201720182019202020212022202320242025051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents123450100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Guanhao Feng has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3
NBER Working Papers / National Bureau of Economic Research, Inc3

Recent works citing Guanhao Feng (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Adversarial Estimation of Riesz Representers. (2020). Syrgkanis, Vasilis ; Singh, Rahul ; Newey, Whitney ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2101.00009.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2024From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Wang, Guiling ; Uddin, Ajim ; Gu, Jingyi ; Goswami, Bhaskar ; Ye, Junyi. In: Papers. RePEc:arx:papers:2403.06779.

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2024AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics. (2024). Lin, Xintong ; Yang, Zichen ; Gu, Jiajun ; Lu, Yuting ; Chen, Sixun. In: Papers. RePEc:arx:papers:2412.12438.

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2025Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization. (2025). Lee, Yongjae ; Zohren, Stefan ; Kong, Yaxuan ; Hwang, Yoontae. In: Papers. RePEc:arx:papers:2502.00828.

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2024Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?. (2024). van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Working Papers Series. RePEc:bcb:wpaper:590.

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2024Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56.

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2024Persistence-based capital allocation along the FOMC cycle. (2024). Reggiani, Pietro ; Ortu, Fulvio ; Severino, Federico. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-02.

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2025A long short-term memory enhanced realized conditional heteroskedasticity model. (2025). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002797.

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2024Asset pricing with neural networks: Significance tests. (2024). Lin, Xin ; Franstianto, Vincentius ; Fallahgoul, Hasan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002907.

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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024Time-varying minimum variance portfolio. (2024). Fan, Qingliang (Michael) ; Zhong, Wei ; Yang, Yanrong ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646.

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2024GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; Dong, Chaohua ; Cheng, Tingting ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982.

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2024Forecasting realized volatility: Does anything beat linear models?. (2024). Rubesam, Alexandre ; Branco, Rafael R ; Zevallos, Mauricio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598.

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2024Betting on war? Oil prices, stock returns, and extreme geopolitical events. (2024). Sorensen, Lars Qvigstad ; Nygaard, Knut. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003670.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024The sources of portfolio volatility and mutual fund performance. (2024). Rakowski, David ; Vafai, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x.

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2024Exploring the factor zoo with a machine-learning portfolio. (2024). Chng, Michael T ; Huang, Tao ; Sak, Halis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005313.

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2024Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks. (2024). Dong, Xiyong ; Yoon, Seong-Min ; Shen, Jun ; Xiong, Youlin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000503.

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2024Potential pricing factors in the Korean market. (2024). Kang, Yeonchan ; Bang, Jeongseok ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009760.

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2024Momentum and reversal strategies with low uncertainty. (2024). Cai, Feifei ; An, Pengda ; Zhang, Qingyi ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010006.

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2024Some stylized facts about bitcoin halving. (2024). Lashkaripour, Mohammadhossein. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012273.

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2024The battle of factors. (2024). Attig, Najah ; Assoe, Kodjovi ; Sy, Oumar. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000760.

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2024New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2024Pre-publication revisions of bank financial statements: A novel way to monitor banks?. (2024). van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000020.

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2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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2024New Insights into Liquidity Resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; O'Sullivan, Conall. In: Post-Print. RePEc:hal:journl:hal-04432411.

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2024Application of Supervised Machine Learning Techniques to Forecast the COVID-19 U.S. Recession and Stock Market Crash. (2024). Malladi, Rama K. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10333-8.

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2024Forecasting risk and return of listed real estate:. (2024). Brandt, Felix ; Lausberg, Carsten. In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:10:y:2024:i:1:d:10.1365_s41056-024-00070-4.

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2024High-Dimensional Time-Varying Coefficient Estimation. (2024). Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202416.

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2024Identifying factors via automatic debiased machine learning. (2024). Wang, Zhuo ; Maasoumi, Esfandiar ; Wu, KE. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:438-461.

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2025Deep parametric portfolio policies. (2023). Zimmermann, Tom ; Weibels, Sebastian ; Simon, Frederik. In: CFR Working Papers. RePEc:zbw:cfrwps:2301.

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2024Markowitz portfolios under transaction costs. (2022). Wolf, Michael ; Ledoit, Olivier. In: ECON - Working Papers. RePEc:zur:econwp:420.

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Works by Guanhao Feng:

Year  ↓Title  ↓Type  ↓Cited  ↓
2018Deep Learning for Predicting Asset Returns In: Papers.
[Full Text][Citation analysis]		paper33
2020Factor Investing: A Bayesian Hierarchical Approach In: Papers.
[Full Text][Citation analysis]		paper1
2022Factor investing: A Bayesian hierarchical approach.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2025Growing the Efficient Frontier on Panel Trees In: Papers.
[Full Text][Citation analysis]		paper3
2022Growing the Efficient Frontier on Panel Trees.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Taming the Factor Zoo: A Test of New Factors In: Journal of Finance.
[Full Text][Citation analysis]		article184
2020Taming the Factor Zoo: A Test of New Factors.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2019Taming the Factor Zoo: A Test of New Factors.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 184		paper
2016The market for English Premier League (EPL) odds In: Journal of Quantitative Analysis in Sports.
[Full Text][Citation analysis]		article1
2024Deep Learning in Characteristics-Sorted Factor Models In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article0
2025Predicting individual corporate bond returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2023Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2020Regularizing Bayesian predictive regressions In: Journal of Asset Management.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2024REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING In: International Economic Review.
[Full Text][Citation analysis]		article0

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