Dr. FENG Guanhao Gavin (馮冠豪)

Research Output

  1. 2020
  2. Published

    Regularizing Bayesian predictive regressions

    Feng, G. & Polson, N., Dec 2020, In : Journal of Asset Management. 21, 7, p. 591–608

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  3. Published

    Taming the Factor Zoo: A Test of New Factors

    FENG, G., GIGLIO, S. & XIU, D., Jun 2020, In : The Journal of Finance. 75, 3, p. 1327-1370

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 18
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  4. 2017
  5. Does Higher-Frequency Data Always Help to Predict Longer-Horizon Volatility?

    Charoenwong, B. & Feng, G., Jun 2017, In : Journal of Risk. 19, 5, p. 55-75

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  6. 2016
  7. The Market for English Premier League (EPL) Odds

    Feng, G., Polson, N. & Xu, J., Dec 2016, In : Journal of Quantitative Analysis in Sports. 12, 4, p. 167-178

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
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