Tengfei Zhang

University of Cambridge - Cambridge Judge Business School

Trumpington St.

Cambridge, CB21AG

United Kingdom

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

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 16,876

SSRN RANKINGS

Top 16,876

in Total Papers Downloads

3,834

SSRN CITATIONS

3

CROSSREF CITATIONS

3

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

Scholarly Papers (3)

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 2,796 (5,843)
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.

Testing Asset Pricing Model with Non-Traded Factors: A New Method to Resolve (Measurement/Econometric) Issues in Factor-Mimicking Portfolio

Number of pages: 83 Posted: 18 Mar 2019 Last Revised: 19 Mar 2021
University of Missouri, Columbia, California Institute of Technology, Louisiana State University, Baton Rouge and University of Cambridge - Cambridge Judge Business School
Downloads 768 (41,770)

Abstract:

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factor-mimicking portfolios, nontraded factors, risk premium

3.

Manager Uncertainty and the Cross-Section of Stock Returns

Number of pages: 67 Posted: 31 Jul 2020 Last Revised: 28 Jun 2021
Tengfei Zhang
University of Cambridge - Cambridge Judge Business School
Downloads 270 (145,129)

Abstract:

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