Hello, I am

Rui Dai

Senior Research Support Director

Wharton Research Data Services (WRDS)

The Wharton School, University of Pennsylvania

Office Phone: +1(215)7464612 | Email: rdai@wharton.upenn.edu

3819 Chestnut Street Philadelphia PA, 19104

Adjunct Research Professor

Chinese University of Hong Kong, Shenzhen

Curriculum Vitae | Google Scholar | LinkedIn

My teaching note for empirical finance is [here].

Working Papers

Global Zombies, with Edward Altman and Wei Wang

  • Featured in Turnaround Time Podcast from TMA NYC

  • On CICF 2022 Program

Market Efficiency in the Age of Machine Learning, with Leonidas Barbopoulos, Tālis Putniņš, and Anthony Saunders

  • Winner of the 2021-2022 NYU Yuki Arai Faculty Research Prize in Finance

  • On AFA 2022 and EFA 2021 Program

Outsourcing Climate Change with Rui Duan, Hao Liang and Lilian Ng

Do Environmental Regulations Do More Harm Than Good? Evidence from Competition and Innovation with Rui Duan, and Lilian Ng

  • On NFA 2021 and CICF 2021 Program

Global Supply Chains and Voluntary Disclosure with Lili Dai, Lilian Ng and Zihang Ryan Peng

  • On AFAANZ 2021 (Winner of Best Paper Award in Financial Accounting)

Withholding Bad News When Competing Peers Have Common Customers with Rui Duan, and Lilian Ng

  • On CICF 2019 Program


Dissemination, Publication, and Impact of Finance Research: When Novelty Meets Conventionality, with Donohue, Drechsler, and Jiang, Review of Finance, Accepted

  • Interactive Online Appendix (Web)

  • Selected data fields (Corpus).

  • Review of Finance Latex Template (including rf.bst)

  • A Summary in Chinese (Web)

Short Sellers' Attention with Ng, and Zaiats, Journal of Corporate Finance, Volume 72, February 2022

Socially Responsible Corporate Customers with Liang and Ng, Journal of Financial Economics, Volume 142, Issue 2, November 2021

  • Winner of the 2019 Moskowitz Prize in Socially Responsible Investing

  • Winner of the Mirae Asset Daewoo Co., Ltd. Outstanding Paper Award, 13th International Conference on Asia-Pacific Financial Markets 2018

  • Featured in Columbia Law School’s Blue Sky Blog

International Lending: The Role of Lender’s Home Country with Beyhaghi, Saunders and Wald, Journal of Money, Credit and Banking, Volume 53, September 2021

  • Data: Dealscan Borrower to Worldscope crosswalk table (WRDS)

Do Short Sellers Anticipate Late Filings? with Li, Zaiats and Zhao, Journal of Corporate Finance, Volume 69, August 2021

Hedge Funds in M&A Deals: Is There Exploitation of Private Information? with Massoud, Nandy and Saunders, Journal of Corporate Finance, Volume 47, December 2017

Other Publications

Form 10-Q Itemization, with Zhang, Du, Sun, Donohue, in Proceedings of the 30th ACM International Conference on Information and Knowledge Management (2021)