Rui Dai

The Wharton School, University of Pennsylvania


Suite 100

3819 Chestnut Street

Philadelphia, PA 19104

Hello, I am a senior research director at Wharton Research Data Services (WRDS) at the University of Pennsylvania and an adjunct research professor at the Chinese University of Hong Kong (Shenzhen).

During the summer, I teach a Ph.D.-level course on empirical asset pricing and an introductory course on financial data analysis to finance and data science majors. I do research for my professional interest, specifically in Machine Learning and Environmental, Social, and Governance topics. Occasionally, I provide faculty and doctoral students with training on research databases and tools.

I created this site to expand my teaching materials and to house Juyterlab codes. I would likely update my Google Site more often for my research papers and profile information.

selected publications

  1. JFE
    Socially responsible corporate customers
    Dai, Rui, Liang, Hao, and Ng, Lilian
    Journal of Financial Economics 2021
  2. RoF
    Dissemination, Publication, and Impact of Finance Research: When Novelty Meets Conventionality
    Dai, Rui, Donohue, Lawrence, Drechsler, Qingyi (Freda), and Jiang, Wei
    Review of Finance Mar 2022