This module introduces advanced empirical research in corporate finance and accounting. We begin by reviewing basic econometric methods often used in corporate finance and accounting research. We address the various limitations of the linear regression model and introduce panel data regression models. We then review endogeneity issues and introduce resolutions, including instrumental variables, matching methods, natural experiments and regression discontinuity design. We also cover nonlinear and dynamic models and event studies. In addition, we introduce textual analysis and network analysis at the cutting edge of empirical methods for accounting and finance research. The practical demonstration of estimating and testing research questions using STATA software is essential to this module. This module will equip students with the knowledge and skills necessary to conduct advanced empirical research in corporate finance and accounting.