A Practical Guide to Empirical Research
by Alejandra Inzunza Méndez
Summary
In these sessions we will pursue a “hands-on” approach to empirical research in Corporate Finance and Financial Intermediation. The goal is to complement the lessons of Alberto Manconi at the PhD level.
Each practical lesson will follow the same structure. We start by summarizing the key topics and then we develop code.
Remember, our work needs to be structured and reproducible. Our future-selves, coauthors, and the research community will thank us!
About the TA (Me!)
- I am a second year Finance PhD Student
- You can reach me at alejandra.inzunza@phd.unibocconi.it
- My natural research interest is Pension Funds, but I find empirical work fun overall.
Remember
If you can’t find me at my desk, I’m probably rock climbing!
Roadmap
- TA1: Workflow in empirical research; introduction to R and GitHub
- TA2: Introduction to event studies
- TA3: Instrumental variables and local credit supply
- TA4: Difference-in-Differences and Staggered DiD
- TA5: Introduction to web scraping
- TA6: Using AI for research — LLMs in empirical finance
Where to go next
All six sessions are available:
Open TA1 Download TA1 Code Open TA2 Download TA2 Code Open TA3 Download TA3 Code Open TA4 Download TA4 Code Open TA5 Download TA5 Code Open TA6 Download TA6 Code