Teaching

Ph.D. supervision

Environmental, Social and Governance

Machine Learning and Textual analysis

Factor investing

Ph.D. Supervision

A song to share with my students

A song shared by Prof. Bruce Grundy with me when I was a PhD student

Lecture notes

Empirical Methods in Corporate Finance by Todd A. Gormley
Regression Discontinuity Design by Caroline Flammer

Virtual seminar links

Reseachers on patents

Bryan Kelly Yale School of Managementgm
Leonid Kogan MIT Sloan
Tom Nicholas HBS
Dimitris Papanikolaou Northwestern Kellogg
Amit Seru Stanford GSB
Noah StoffmanIndiana Kelley
Deepak Hegde NYU Stern

Patent data

NBER patent data

USPTO bulk downloads

Google bulk downloads
Harvard Business School Patent Dataverse

PATSTAT collection of patent documents worldwide, curated by EPO and OECD
Match of US Patents to CRSP 1926-2010 by Leonid Kogan, Dimitris Papanikolaou, Amit Seru, and Noah Stoffman
Match of EPO (European Patent Office) patent data to European firm data (including R&D data) by Grid Thoma
Match of Chinese patent data to firm names by Zilin He, Tony Tong, and Yuchen Zhang
Japanese Patent Office Data from IIP
Patent Information and Databases by Bronwyn H. Hall
Patents data by Michael Woeppel
Patents views

Useful resources

A Field Guide to Economics by Michael S. Weisbach
Writing Tips for Ph. D. Students by John H. Cochrane
by Lasse H. Pedersen

Job market guide by John Cawley

Machine Learning

A song to share with my students

A song shared by Prof. Bruce Grundy with me when I was a PhD student

Self-learning resources

Natural Language Processing with Dan Jurafsky and Chris Manning
Natural Language Processing with Deep Learning with Christopher Manning and Abi See
Text as Data by Matthew Gentzkow, Bryan Kelly and Matt Taddy
Textual Analysis in Finance by Tim Loughran and Bill McDonald
Text and Context: Language Analytics in Finance by Sanjiv Ranjan Das

10-K/Q fillings

Li, Feng, 2008. Annual report readability, current earnings, and earnings persistence. Journal of Accounting and Economics 2008, 221-247.
Li, Feng, 2010. The Information Content of Forward‐Looking Statements in Corporate Filings—A Naïve Bayesian Machine Learning Approach. Journal of Accounting Research 48,1049-1102
Loughran, Tim, Bill McDonald, 2011. When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks. Journal of Finance 66, 35-65
Jegadeesha, Narasimhan, Di Wu, 2013.Word power: A new approach for content analysis. Journal of Financial Economics 110, 712-729.
Bao, Yang, Anindya Datta, 2014. Simultaneously Discovering and Quantifying Risk Types from Textual Risk Disclosures Management Science 60, 1371–1391.
Bodnaruk, Andriy, Tim Loughran, Bill McDonald, 2015. Using 10-K text to gauge financial constraints. Journal of Financial and Quantitative Analysis 50, 623-646.
Dyera, Travis, Mark Langa, LorienStice-Lawrence, 2017. The evolution of 10-K textual disclosure: Evidence from Latent Dirichlet Allocation Journal of Accounting and Economics 64, 221-245.
Buehlmaier, Matthias M M, Toni M Whited, 2018. Are Financial Constraints Priced? Evidence from Textual Analysis. Review of Financial Studies 31, 2693–2728.
Cohen, Lauren, Christopher Malloy, Quoc Nguyen, 2020. Lazy Prices. Journal of Finance 75, 1371-1415.
Lopez-Liza, Alejandro, 2020. Risk factors that matter: Textual analysis of risk disclosures for the cross-section of returns. Working Paper.
Grundy, Bruce, Stefan Petry, 2020. LDA quantification of 10-K risk-factors and the information content of textual reporting. Working Paper.

8-K fillings

Carter, Mary Ellen, Billy S. Soo, 1999. The relevance of form 8-K reports. Journal of Accounting Research 37, 119-132.
Lerman, Alinda, Joshua Livnat, 2010. The new form 8-K disclosures. Review of Accounting Studies 15, 752-778.
Bird, Andrew, Stephen A. Karolyi, 2016. Do institutional investors demand public disclosure? Review of Financial Studies 29, 3245-3277.
Zhao, Xiaofei, 2017. Does information intensity matter for stock returns? Evidence from form 8-K filings. Management Science 63, 1271-1656.
Ben-Rephael, Azi, Zhi Da, Peter D. Easton, Ryan D. Isralsen, 2017. Who pays attention to SEC form 8-K? Working Paper.
Cheng, Stephanie, F., Gus De Franco, Haibo Jiang, Pengkai Lin, 2019. Riding the blockchain mania: Public firms’ speculative 8-K disclosures. Management Science 65, 5901-5913.
He, Jing, Marlene Plumlee, 2020. Measure disclosure using 8-K fillings. Working paper.