Assistant Professor Tengfei Zhang, PhD, Rutgers School of Business

Working Papers

• “Manager Uncertainty and the Cross-Section of Stock Returns.” Presentations: LSU 2020; The SoFiE Summer School at University of Chicago 2020; Tulane 2020; SFA 2020; AEA Poster 2021; Econometric Society China Meeting 2021; INFORMS 2021; FMA 2021; AFA Poster 2022. Award: Outstanding Doctoral Student Paper at Southern Finance Association Annual Conference
• “A Tool Kit for Factor-Mimicking Portfolios” with Kuntara Pukthuanthong, Richard Roll and Ju Wang. Presentations: LSU 2018; CICF 2019; SoFiE 2019; NFA 2019; FMA Ph.D. Consortium 2019; Panagora Asset Management Inc. 2019; AFA Ph.D. Poster 2020. Award: Crowell Prize Finalist (top 5) 2019.
• “Loan Disclosures and Corporate Bond Liquidity: Evidence from 8-K Filings.” Presentations: LSU 2019; FMA 2020
• “Gender Differences and Information Content in Conference Calls” with Bill Francis, Nerissa Brown, Wenyao Hu and Thomas Shohfi. Presentations: Clemson University 2022, Rutgers University 2022.