Prof. FENG Guanhao Gavin

馮冠豪教授

Associate Professor

Address
7-239, Lau Ming Wai Academic Building, City University of Hong Kong
Phone
+852 34428346
Fax
+852 34420189

Qualifications

PhD - Econometrics and Statistics (University of Chicago)
MBA - Economics and Finance (University of Chicago)

Biography

Guanhao (Gavin) Feng focuses on tackling empirical challenges in asset pricing and FinTech by developing methodological solutions that leverage machine learning, generative AI, Bayesian statistics, and financial econometrics. His work has been published in leading journals, including the Journal of Finance, Journal of Financial Economics, Management Science, Journal of Financial and Quantitative Analysis, and Journal of Econometrics. He is the Principal Investigator for various external research grants, including the HKRGC ECS and GRF grants, as well as the NSFC Youth Science Fund. Gavin also serves as a Research Fellow at the Asian Bureau of Finance and Economic Research (ABFER) and an Associate Editor for journals such as Management Science and the Journal of Financial Econometrics. He has received several honors for his research, including awards from INQUIRE Europe, the Hong Kong Institute for Monetary and Financial Research, and the AQR Insight Award.

Gavin is an Associate Professor of Finance and Statistics at the City University of Hong Kong and the Director of the FinTech and Digital Assets Centre (FDAC). He is also the Founding Program Director of the MSc in FinTech and Digital Assets and the Director of Master's Programmes for the College of Business. He earned his Ph.D. and MBA from the University of Chicago in 2017.

Awards

Award TitleInstitution
2026 INQUIRE Europe Research Grant Award INQUIRE Europe
Best paper award2024 China Fintech Research Conference
2024 IQAM 3rd Research PrizeIQAM Research institute
HKIMR Open-bid Applied Research Programme AwardHong Kong Institute for Monetary and Financial Research
2022 INQUIRE Europe Research Grant AwardINQUIRE Europe
PwC 3535 Finance Forum Annual Best Paper AwardPwC Mainland China & Hong Kong
Crowell 2nd Research Prize PanAgora Asset Management
2019 INQUIRE Europe Research Grant AwardINQUIRE Europe
AQR Insight Award, First PrizeAQR Capital Management
Unigestion Alternative Risk Premia Research Grant AwardParis-Dauphine House of Finance
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Teaching Activities (current academic year)

Academic YearLevelTitle
2025-2026Postgraduate DegreeFinTech and Cryptocurrency
Fintech and AI in Finance

Administrative Assignments

PeriodNamePosition
2026 - NowMSc in FinTech and Digital AssetsFounding Program Director
2026 - NowCollege of Business Master’s ProgrammesDirector
2025 - NowCollege of Business Research Centre of Fintech and Digital AssetsDirector
2020 - 2023MSc in Business Data AnalyticsProgramme Leader

Professional Activities

PeriodClientCountry / RegionRole
2025 - NowAsian Bureau of Financial and Economic ResearchSingaporeResearch Fellow
2022 - NowFinTech Initiative at Cornell UniversityUnited States of AmericaJunior Research Fellow
2021 - 2026Laboratory for AI-Powered Financial TechnologiesHong Kong, ChinaProgram Leader and Scientist
2022Hong Kong Institute for Monetary and Financial ResearchHong Kong, ChinaVisiting Researcher

External Academic Activities

PeriodOrganizerCountry / RegionRole
2026 - NowJournal of Finance and Data ScienceUnited States of AmericaAssociate Editor
2026 - NowManagement ScienceUnited States of AmericaAssociate Editor
2026 - NowAsia-Pacific Journal of Financial StudiesKorea, Republic ofAssociate Editor
2025 - NowJournal of Financial EconometricsUnited States of AmericaAssociate Editor

Selected Publications

Journal Publications and Reviews

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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