- “Writing,” 2017 Financial Management Association "Overview and Research Ideas" session presentation. This is my presentation slide deck. It is an updated and expanded version of my AFA presentation.
- “Writing,” 2017 American Finance Association, Doctoral Forum. This is my slide deck from the panel. It contains some thoughts on writing research papers.
Empirical Methods in Corporate Finance
(This course was last taught by me in 2011. An updated and significantly modified version will be taught in the Fall of 2018.)
This is a doctoral level course - Finance 926 at Wharton. The materials are listed below. I also rely heavily on my paper with Toni Whited, “Endogeneity in Empirical Corporate Finance,” from the Handbook of the Economics of Finance for additional material.
Syllabus
Empirical References (incomplete)
Theoretical References (incomplete)
Lecture Slides:
- Linear Regression
- Linear Panel Data Models
- Nonparametric Analysis
- Causality and Potential Outcomes
- Instrumental Variables
- Difference-in-Differences
- Regression Discontinuity Design
- Matching Methods
- Discrete Choice Models
- Duration Models
- Bootstrap-Jackknife Methods
- Simulated Method of Moments