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 is [here] and GitHub Page is [here]
Working Papers
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
Featured in PRI Academic Blog
Featured in BNP Paribas Asset Management Investment Insights
On EFA2022, FIRS 2022, ABFER 2021 and PRI Academic Network 2021 Program
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
Withholding Bad News When Competing Peers Have Common Customers with Rui Duan, and Lilian Ng
On CICF 2019 Program
Publications
Global Zombies, with Altman and Wang, Journal of International Business Studies, Accepted
Featured in Turnaround Time Podcast from TMA NYC
Featured in Bloomberg News
On CICF 2022 Program
Global Supply Chains and Voluntary Disclosure with Dai, Ng and Peng, Journal of Business Finance & Accounting, Accepted
On AFAANZ 2021 (Winner of Best Paper Award in Financial Accounting)
Dissemination, Publication, and Impact of Finance Research: When Novelty Meets Conventionality, with Donohue, Drechsler, and Jiang, Review of Finance, Volume 27, Issue 1, February 2023, Pages 79–141
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)