- Bie, Siyu; Feng, Guanhao; Guo, Naixin; He, Jingyu / Can news predict firm bankruptcy?. June 2026; In: Journal of Financial Markets. Vol. 79
- 丛林; 冯冠豪; 何靖宇; 何欣 / 面板树拓展有效前沿. October 2025; In: 清华金融评论. Vol. 2025, No. 10 (总第 143 期), pp. 99-100
- Fan, Yinghua; Feng, Guanhao; Qiao, Xiao; Baronyan, Sayad / Institutional granular impact is benign on asset sales and price efficiency. September 2025; In: Journal of Financial Markets. Vol. 75
- Cong, Lin William; Feng, Guanhao; He, Jingyu; He, Xin / Growing the efficient frontier on panel trees. May 2025; In: Journal of Financial Economics. Vol. 167
- Feng, Guanhao; He, Xin; Wang, Yanchu; Wu, Chunchi / Predicting individual corporate bond returns. February 2025; In: Journal of Banking and Finance. Vol. 171
- Feng, Guanhao; He, Jingyu; Polson, Nick G.; Xu, Jianeng / Deep Learning in Characteristics-Sorted Factor Models. November 2024; In: Journal of Financial and Quantitative Analysis. Vol. 59, No. 7, pp. 3001-3036
- Doh, Hyun Soo; Feng, Guanhao / Renegotiable debt, liquidity injections and financial instability. August 2024; In: Journal of Derivatives and Quantitative Studies: 선물연구. Vol. 32, No. 3, pp. 182-199
- CUI, Liyuan; FENG, Guanhao; HONG, Yongmiao / Regularized GMM for Time-Varying Models with Applications to Asset Pricing. May 2024; In: International Economic Review. Vol. 65, No. 2, pp. 851-883
- Feng, Guanhao; He, Jingyu / Factor investing: A Bayesian hierarchical approach. September 2022; In: Journal of Econometrics. Vol. 230, No. 1, pp. 183-200
- Feng, Guanhao; Polson, Nicholas / Regularizing Bayesian predictive regressions. December 2020; In: Journal of Asset Management. Vol. 21, No. 7, pp. 591–608
- FENG, Guanhao; GIGLIO, Stefano; XIU, Dacheng / Taming the Factor Zoo: A Test of New Factors. June 2020; In: The Journal of Finance. Vol. 75, No. 3, pp. 1327-1370
- Charoenwong, Ben; Feng, Guanhao / Does Higher-Frequency Data Always Help to Predict Longer-Horizon Volatility?. June 2017; In: Journal of Risk. Vol. 19, No. 5, pp. 55-75
- Feng, Guanhao; Polson, Nicholas; Xu, Jianeng / The Market for English Premier League (EPL) Odds. December 2016; In: Journal of Quantitative Analysis in Sports. Vol. 12, No. 4, pp. 167-178
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