| Taming the factor zoo: A test of new factors G Feng, S Giglio, D Xiu Journal of Finance 75 (3), 1327-1370, 2020 | 796* | 2020 |
| Deep learning in characteristics-sorted factor models G Feng, J He, NG Polson, J Xu Journal of Financial and Quantitative Analysis, Forthcoming, 2018 | 130* | 2018 |
| Deep learning for predicting asset returns G Feng, J He, NG Polson arXiv preprint arXiv:1804.09314, 2018 | 111 | 2018 |
| Growing the Efficient Frontier on Panel Trees LW Cong, G Feng, J He, X He Available at SSRN 3949463, 2023 | 35* | 2023 |
| Factor investing: A Bayesian Hierarchical Approach G Feng, J He Journal of Econometrics 230 (1), 183-200, 2022 | 24* | 2022 |
| Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing LW Cong, G Feng, J He, J Li National Bureau of Economic Research, 2023 | 17* | 2023 |
| Predicting Individual Corporate Bond Returns G Feng, X He, Y Wang, C Wu Available at SSRN, 2024 | 15* | 2024 |
| Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach Y Fan, G Feng, A Fulop, J Li Available at SSRN 3517081, 2022 | 12* | 2022 |
| The Market for English Premier League (EPL) Odds G Feng, N Polson, J Xu Journal of Quantitative Analysis in Sports 12 (4), 167-178, 2016 | 7 | 2016 |
| Regularized GMM for Time-Varying Models with Applications to Asset Pricing L Cui, G Feng, Y Hong International Economic Review 65 (2), 851-883, 2024 | 5 | 2024 |
| Deep Tangency Portfolios G Feng, L Jiang, J Li, Y Song Available at SSRN 3971274, 2021 | 5 | 2021 |
| Regularizing Bayesian Predictive Regressions G Feng, NG Polson Journal of Asset Management 21 (7), 591-608, 2020 | 4 | 2020 |
| Time-Varying Factor Selection: A Sparse Fused GMM Approach L Cui, G Feng, Y Hong, J Yang Available at SSRN 4431543, 2023 | 3 | 2023 |
| Estimating Asymmetric Price Impact Y Fan, G Feng, S Au, S Baronyan Available at SSRN 4294373, 2022 | 3 | 2022 |
| Corporate Bond Pricing via Benchmark Combination Model X He, G Feng, J Wang, C Wu Available at SSRN 3940817, 2021 | 3* | 2021 |
| Sparse regularization in marketing and economics G Feng, N Polson, Y Wang, J Xu Available at SSRN 3022856, 2018 | 2 | 2018 |
| Anomaly or Risk Factor? A Stepwise Evaluation G Feng, W Lan, H Wang, J Zhang Available at SSRN 4502439, 2023 | 1 | 2023 |
| Mosaics of Predictability LW Cong, G Feng, J He, Y Wang Available at SSRN 4853767, 2024 | | 2024 |
| Renegotiable debt, liquidity injections and financial instability HS Doh, G Feng Journal of Derivatives and Quantitative Studies: 선물연구, 2024 | | 2024 |
| Does Higher-Frequency Data Always Help to Predict Longer-Horizon Volatility? B Charoenwong, G Feng Journal of Risk 19 (5), 55-75, 2017 | | 2017 |
Jingyu HeCity University of Hong Kong在 cityu.edu.hk 的电子邮件经过验证
