The course covers cutting-edge research papers in finance with the aim of showing students the neatest, most interesting pieces of empirical work that define our current knowledge of the field. The course has two goals. First, to equip students with the tools required to conduct empirical research in finance. Second, to present the most recent empirical facts in various areas of finance. Accordingly, in each lecture we will study both an empirical method, some examples of how it is applied in one field of finance, and the state of the empirical literature in that field.