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Frank Zhao

S&P Global

Researcher

55 Water Street

New York, NY 10041

United States

SCHOLARLY PAPERS

11

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1,854

TOTAL CITATIONS

1

Scholarly Papers (11)

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1.

Data Arbitrage with Proprietary Dividend Forecasts - Historically Precise Updates Led to U.S. Outperformance

S&P Global Market Intelligence Quantamental Report, April 2024
Number of pages: 19 Posted: 30 May 2024
Frank Zhao and Mengmeng Ao
S&P Global and S&P Global
Downloads 299 (253,118)

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2.

Familiar Signal, New Context: The Evolution of Earnings Call Sentiment Analysis from Lexicons to LLMs

S&P Global Market Intelligence Quantamental Report 
Number of pages: 20 Posted: 17 Sep 2025
Mengmeng Ao and Frank Zhao
S&P Global and S&P Global
Downloads 230 (331,797)

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3.

Natural Language Processing -Part III: Feature Engineering- Applying NLP Using Domain Knowledge to Capture Alpha from Transcripts

S&P Global Market Intelligence Quantamental Report, January 2020
Number of pages: 42 Posted: 04 Jun 2024
Frank Zhao
S&P Global
Downloads 185 (409,459)
Citation 1

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4.

Natural Language Processing -Part II: Stock Selection - Alpha Unscripted: The Message within the Message in Earnings Calls

S&P Global Market Intelligence Quantamental Report, September 2018
Number of pages: 42 Posted: 04 Jun 2024
Frank Zhao
S&P Global
Downloads 182 (415,884)

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5.

Natural Language Processing – Part I: Primer - Unveiling the Hidden Information in Earnings Calls

S&P Global Market Intelligence Quantamental Report, September 2017
Number of pages: 29 Posted: 03 Jun 2024
Frank Zhao
S&P Global
Downloads 173 (435,504)

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6.

Tariff Tools in Action: Tracking Impact with Data

S&P Global Market Intelligence Quantamental Report No. April 2025
Number of pages: 11 Posted: 24 Apr 2025
Mengmeng Ao, Drew Bowers, Henry Chiang, Ilja Hauerhof, Liam Hynes, Samrudhi Kaulapure, James Olejniczak, Daniel Sandberg, Amritpal Sidhu and Frank Zhao
S&P Global, S&P Global, S&P Global, S&P Global, S&P Global, S&P Global, S&P Global, S&P Global, S&P Global and S&P Global
Downloads 171 (440,151)

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7.

Banking on Industry Data: Navigating the Ebbs and Flows of the Banking Sector

S&P Global Market Intelligence Quantamental Report No. January 2025
Number of pages: 30 Posted: 18 Jan 2025
Frank Zhao and Mengmeng Ao
S&P Global and S&P Global
Downloads 154 (482,968)

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8.

U.S. Filings: No News is Good News - Textual Consistency in Corporate Filings Signals Outperformance

S&P Global Market Intelligence Quantamental Report, May 2021
Number of pages: 22 Posted: 04 Jun 2024
Frank Zhao
S&P Global
Downloads 153 (485,678)

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9.

Goldilocks and the Three Market Trends Shaping Q3 2024: Earnings, AI Adoption, Price Stability Take Center Stage

S&P Global Market Intelligence Quantamental Report, October 2024
Number of pages: 18 Posted: 25 Oct 2024
Frank Zhao and Mengmeng Ao
S&P Global and S&P Global
Downloads 136 (537,489)

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10.

Deal Sourcing: A Data Science Approach - Impact of Financial Characteristics on Acquisition Likelihood

S&P Global Market Intelligence Quantamental Report, February 2024
Number of pages: 21 Posted: 03 Jun 2024
Frank Zhao and Ilja Hauerhof
S&P Global and S&P Global
Downloads 107 (654,668)

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• Acquisition targets exhibited faster growth, higher leverage, lower liquidity, greater profitability, and larger revenue size, relative to comparable non-targets. 1

11.

Machines Signal Q4’22 Guidance Not Falling Off a Cliff An In-Depth Textual Review of Q3’22 Earnings Call Transcripts

S&P Global Market Intelligence Quantamental Report, January 2023
Number of pages: 19 Posted: 03 Jun 2024
Frank Zhao
S&P Global
Downloads 64 (924,743)

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