Tengfei Zhang

Louisiana State University, Baton Rouge

2900 Business Education Complex

501South Quad Drive

Baton Rouge, LA 70803

United States

http://sites.google.com/view/tengfeizhang/home

  • Louisiana State University, Baton Rouge

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 26,076

in Total Papers Downloads

2,116

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Ideas:
“  Empirical Asset pricing; Machine Learning in Finance; Corporate Culture; Information Disclosure  ”

  • Louisiana State University, Baton Rouge

Scholarly Papers (3)

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1.

The Role of Corporate Culture in Bad Times: Evidence from the COVID-19 Pandemic

Number of pages: 75 Posted: 24 Jun 2020 Last Revised: 13 Jan 2021
Kai Li, Xing Liu, Feng Mai and Tengfei Zhang
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Sauder School of Business, Stevens Institute of Technology and Louisiana State University, Baton Rouge
Downloads 1,395 (15,528)
Citation 5

Abstract:

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corporate culture, COVID-19, coronavirus, SARS-CoV-2, pandemic, demand, supply chains, employees, community, digital transformation, new product development, human capital, stock market, machine learning, topic modeling, correlated topic model, textual analysis

2.

A Toolkit for Factor-Mimicking Portfolios

Number of pages: 79 Posted: 18 Mar 2019 Last Revised: 15 Feb 2020
Kuntara Pukthuanthong, Richard Roll, Junbo L. Wang and Tengfei Zhang
University of Missouri, Columbia, California Institute of Technology, Louisiana State University, Baton Rouge and Louisiana State University, Baton Rouge
Downloads 577 (54,107)
Citation 1

Abstract:

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Factor-Mimicking Portfolios, Non-Traded Factors, Risk Premia

3.

Manager Uncertainty and Cross-Sectional Stock Returns

Number of pages: 67 Posted: 31 Jul 2020 Last Revised: 13 Jan 2021
Tengfei Zhang
Louisiana State University, Baton Rouge
Downloads 144 (231,507)

Abstract:

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Uncertainty, Manager, Heterogeneous Beliefs, Real Options, Cross-Sectional Stock Returns, Premium, Asset Pricing, Textual Analysis, COVID-19