Tengfei Zhang

Rutgers University - Rutgers School of Business-Camden

227 Penn Street

Camden, NJ 08102

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 10,060

SSRN RANKINGS

Top 10,060

in Total Papers Downloads

8,719

SSRN CITATIONS
Rank 20,327

SSRN RANKINGS

Top 20,327

in Total Papers Citations

58

CROSSREF CITATIONS

5

Ideas:
“  Machine Learning in Finance; Corporate Culture; Financial Analysts  ”

Scholarly Papers (6)

1.

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

Journal of Financial and Quantitative Analysis, Forthcoming, European Corporate Governance Institute – Finance Working Paper No. 726/2021
Number of pages: 89 Posted: 24 Jun 2020 Last Revised: 28 Aug 2021
Kai Li, Xing Liu, Feng Mai and Tengfei Zhang
University of British Columbia (UBC) - Sauder School of Business, Tsinghua University - PBC School of Finance, Stevens Institute of Technology and Rutgers University - Rutgers School of Business-Camden
Downloads 3,599 (5,927)
Citation 5

Abstract:

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corporate culture; COVID-19; pandemic; demand; supply chain; employees; community; digital transformation; new product development; human capital; machine learning; topic modelling; correlated topic model

2.

A New Method for Factor-Mimicking Portfolio Construction

Number of pages: 79 Posted: 18 Mar 2019 Last Revised: 14 Apr 2022
University of Missouri, Columbia, California Institute of Technology, Louisiana State University, Baton Rouge and Rutgers University - Rutgers School of Business-Camden
Downloads 1,579 (21,768)

Abstract:

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factor-mimicking portfolios, nontraded factors, risk premium

3.

Dissecting Corporate Culture Using Generative AI – Insights from Analyst Reports

Number of pages: 88 Posted: 01 Sep 2023 Last Revised: 16 Feb 2024
Kai Li, Feng Mai, Rui Shen, Chelsea Yang and Tengfei Zhang
University of British Columbia (UBC) - Sauder School of Business, Stevens Institute of Technology, The Chinese University of Hong Kong, Shenzhen - School of Management and Economics, University of British Columbia (UBC) - Sauder School of Business and Rutgers University - Rutgers School of Business-Camden
Downloads 1,270 (30,274)

Abstract:

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corporate culture; equity analysts; analyst reports; large language models; generative AI; ChatGPT; cause-effect knowledge graph

4.

Gender and Earnings Conference Calls

Number of pages: 87 Posted: 29 May 2020 Last Revised: 02 Dec 2023
University of Illinois at Urbana-Champaign, Rensselaer Polytechnic Institute (RPI) - Lally School of Management, Saint Mary's UniversityRensselaer Polytechnic Institute (RPI) - Department of Finance and Accounting, U.S. Securities and Exchange Commission, Rutgers University - Rutgers School of Business-Camden and Nankai University
Downloads 932 (46,871)
Citation 2

Abstract:

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Analysts, Conference Calls, Conversation, Executives, Gender, Management, Sell-Side Analysts, Textual Analysis

5.

Female Equity Analysts and Corporate Environmental and Social Performance

Number of pages: 96 Posted: 24 Jul 2022 Last Revised: 03 Apr 2024
Kai Li, Feng Mai, Gabriel Wong, Chelsea Yang and Tengfei Zhang
University of British Columbia (UBC) - Sauder School of Business, Stevens Institute of Technology, Cardiff University - Cardiff Business School, University of British Columbia (UBC) - Sauder School of Business and Rutgers University - Rutgers School of Business-Camden
Downloads 901 (49,069)
Citation 1

Abstract:

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female equity analysts; analyst monitoring; corporate environmental and social performance; corporate governance; data-centric AI; FinBERT; analyst reports; earnings conference calls

6.

Manager Uncertainty and the Cross-Section of Stock Returns

Number of pages: 69 Posted: 31 Jul 2020 Last Revised: 29 Jun 2023
Tengfei Zhang
Rutgers University - Rutgers School of Business-Camden
Downloads 438 (123,582)

Abstract:

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