Guanhao Feng

1.1k total citations · 1 hit paper
26 papers, 422 citations indexed

About

Guanhao Feng is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Guanhao Feng has authored 26 papers receiving a total of 422 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 15 papers in Economics and Econometrics and 7 papers in Management Science and Operations Research. Recurrent topics in Guanhao Feng's work include Financial Markets and Investment Strategies (18 papers), Market Dynamics and Volatility (7 papers) and Credit Risk and Financial Regulations (7 papers). Guanhao Feng is often cited by papers focused on Financial Markets and Investment Strategies (18 papers), Market Dynamics and Volatility (7 papers) and Credit Risk and Financial Regulations (7 papers). Guanhao Feng collaborates with scholars based in Hong Kong, United States and China. Guanhao Feng's co-authors include Stefano Giglio, Dacheng Xiu, Jingyu He, Nick Polson, Nicholas G. Polson, Lin William Cong, Chunchi Wu, Nicholas Polson, Junye Li and Yongmiao Hong and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Journal of Banking & Finance.

In The Last Decade

Guanhao Feng

19 papers receiving 405 citations

Hit Papers

align trajectories sort by overperformance

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Taming the Factor Zoo: A Test of New Factors

2020 327 citations Guanhao Feng, Stefano Giglio et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Guanhao Feng Hong Kong	6	338	233	161	74	53	26	422
Yves Choueifaty	4	388 1.1×	243 1.0×	217 1.3×	51 0.7×	41 0.8×	5	451
Yinan Su United States	5	391 1.2×	274 1.2×	173 1.1×	79 1.1×	61 1.2×	5	458
Serhiy Kozak United States	8	461 1.4×	304 1.3×	165 1.0×	115 1.6×	95 1.8×	19	533
Shrihari Santosh United States	6	406 1.2×	266 1.1×	157 1.0×	95 1.3×	81 1.5×	16	480
Wan‐Jiun Paul Chiou United States	10	269 0.8×	212 0.9×	124 0.8×	86 1.2×	58 1.1×	27	389
Matthias Büchner United Kingdom	3	177 0.5×	117 0.5×	129 0.8×	39 0.5×	40 0.8×	5	252
Andreas Neuhierl United States	11	580 1.7×	383 1.6×	245 1.5×	163 2.2×	136 2.6×	40	698
Valeriy Zakamulin Norway	10	253 0.7×	180 0.8×	110 0.7×	32 0.4×	50 0.9×	60	329
Guoshi Tong China	7	188 0.6×	307 1.3×	85 0.5×	49 0.7×	135 2.5×	11	404
Harald Lohre United Kingdom	11	294 0.9×	173 0.7×	132 0.8×	108 1.5×	36 0.7×	47	360

Countries citing papers authored by Guanhao Feng

Since Specialization

Citations

This map shows the geographic impact of Guanhao Feng's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Guanhao Feng with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Guanhao Feng more than expected).

Fields of papers citing papers by Guanhao Feng

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Guanhao Feng. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Guanhao Feng. The network helps show where Guanhao Feng may publish in the future.

Co-authorship network of co-authors of Guanhao Feng

This figure shows the co-authorship network connecting the top 25 collaborators of Guanhao Feng. A scholar is included among the top collaborators of Guanhao Feng based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Guanhao Feng. Guanhao Feng is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Cong, Lin William, et al.. (2025). Growing the efficient frontier on panel trees. Journal of Financial Economics. 167. 104024–104024. 4 indexed citations

2.

Feng, Guanhao, et al.. (2025). Institutional granular impact is benign on asset sales and price efficiency. Journal of Financial Markets. 75. 100987–100987.

3.

Feng, Guanhao, et al.. (2024). Predicting Individual Corporate Bond Returns. SSRN Electronic Journal.

4.

Feng, Guanhao, et al.. (2024). Predicting individual corporate bond returns. Journal of Banking & Finance. 171. 107372–107372. 4 indexed citations

5.

Cong, Lin William, Guanhao Feng, Jingyu He, & Junye Li. (2023). Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing. SSRN Electronic Journal.

6.

Feng, Guanhao, et al.. (2023). Predicting Individual Corporate Bond Returns. SSRN Electronic Journal. 2 indexed citations

7.

Cong, Lin William, et al.. (2023). Asset Pricing with Panel Tree Under Global Split Criteria. SSRN Electronic Journal. 3 indexed citations

8.

Feng, Guanhao, et al.. (2023). REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING. International Economic Review. 65(2). 851–883. 2 indexed citations

9.

Feng, Guanhao, et al.. (2023). Deep Learning in Characteristics-Sorted Factor Models. Journal of Financial and Quantitative Analysis. 59(7). 3001–3036. 17 indexed citations

10.

Feng, Guanhao, et al.. (2023). Time-Varying Factor Selection: A Sparse Fused GMM Approach. SSRN Electronic Journal. 1 indexed citations

11.

Feng, Guanhao, et al.. (2022). Estimating Asymmetric Price Impact. SSRN Electronic Journal. 1 indexed citations

12.

Cong, Lin William, Guanhao Feng, Jingyu He, & Junye Li. (2022). Uncommon Factors for Bayesian Asset Clusters. SSRN Electronic Journal. 4 indexed citations

13.

Feng, Guanhao, Liang Jiang, & Junye Li. (2021). Interpretable and Arbitrage-Free Deep Learning for Corporate Bond Pricing. SSRN Electronic Journal.

14.

Cong, Lin William, et al.. (2021). Asset Pricing with Panel Trees Under Global Split Criteria. SSRN Electronic Journal. 3 indexed citations

15.

Feng, Guanhao, et al.. (2021). Predicting Individual Corporate Bond Returns. SSRN Electronic Journal. 5 indexed citations

16.

Feng, Guanhao & Jingyu He. (2019). Factor Investing: Hierarchical Ensemble Learning. arXiv (Cornell University). 1 indexed citations

17.

Feng, Guanhao & Jingyu He. (2019). Factor Investing: Hierarchical Ensemble Learning. SSRN Electronic Journal. 5 indexed citations

18.

Feng, Guanhao, et al.. (2018). Deep Factor Alpha. arXiv (Cornell University).

19.

Feng, Guanhao & Stefano Giglio. (2017). Taming the Factor Zoo. SSRN Electronic Journal. 20 indexed citations

20.

Charoenwong, Ben & Guanhao Feng. (2016). Does Higher Frequency Data Always Help to Forecast Longer-Horizon Volatility?. SSRN Electronic Journal.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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