Institution: 香港城市大学
Primary Field: Finance (weighted toward more recent publications)
Homepage: https://gavinfeng702.com
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 1.01 | 1.68 | 0.00 | 3.69 |
| Last 10 Years | 0.00 | 1.68 | 1.68 | 0.00 | 5.03 |
| All Time | 0.00 | 1.68 | 1.68 | 0.00 | 5.03 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2025 | Predicting individual corporate bond returns | Journal of Banking & Finance | B | 4 |
| 2024 | Deep Learning in Characteristics-Sorted Factor Models | Journal of Financial and Quantitative Analysis | B | 4 |
| 2024 | REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING | International Economic Review | B | 3 |
| 2022 | Factor investing: A Bayesian hierarchical approach | Journal of Econometrics | A | 2 |
| 2020 | Taming the Factor Zoo: A Test of New Factors | Journal of Finance | A | 3 |