Tengfei Zhang

University of Cambridge - Cambridge Judge Business School

Trumpington St.

Cambridge, CB21AG

United Kingdom

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

  • University of Cambridge - Cambridge Judge Business School

SCHOLARLY PAPERS

4

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Top 15,798

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4,529

SSRN CITATIONS

3

CROSSREF CITATIONS

3

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

  • University of Cambridge - Cambridge Judge Business School

Scholarly Papers (4)

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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, University of British Columbia (UBC) - Sauder School of Business, Stevens Institute of Technology and University of Cambridge - Cambridge Judge Business School
Downloads 3,129 (5,499)
Citation 5

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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
Kuntara Pukthuanthong, Richard Roll, Junbo L. Wang and Tengfei Zhang
University of Missouri, Columbia, California Institute of Technology, Louisiana State University, Baton Rouge and University of Cambridge - Cambridge Judge Business School
Downloads 956 (34,254)

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factor-mimicking portfolios, nontraded factors, risk premium

3.

Manager Uncertainty and the Cross-Section of Stock Returns

Number of pages: 73 Posted: 31 Jul 2020 Last Revised: 15 Jun 2022
Tengfei Zhang
University of Cambridge - Cambridge Judge Business School
Downloads 328 (129,766)

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

4.

Female Equity Analysts and Corporate Environmental and Social Performance

Number of pages: 65 Posted: 24 Jul 2022
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 University of Cambridge - Cambridge Judge Business School
Downloads 116 (329,518)

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female equity analysts; sell-side analysts; corporate environmental and social performance; textual analysis; analyst reports; earnings conference calls; corporate social responsibility; analyst monitoring