This course is aimed to prepare students of master or PhD. level for conducting empirical research in the field of corporate finance. Students are required to have undergraduate level background knowledge of econometrics and corporate finance. Without relying on too much mathematics, the lecture will first introduce econometric models that are frequently used in the empirical corporate finance literature and how to implement those models in statistic software such as STATA and RATS. Then, the lecturer will show how to apply those models in five hot issues in recent top finance journals: labor and finance, corporate social responsibility, corporate governance, cash management, and bank behavior. After the introduction of each issue, master students are required to present papers with similar topic and propose new research ideas (at most two papers for each student). Ph.D. students will then provide comments and suggestions for the presentation. Students will also learn how to propose a practical research project with high potential to become their degree thesis.