This course aims to introduce students to various areas of empirical asset pricing and to hone their skills in developing research questions and methodologies, and evaluating and interpreting empirical research findings in asset pricing area. It also teaches a basic skill of literature search that will be conducted through hands-on practice throughout the course. This course will fully utilize the best expertise of the faculty of this department. Upon completing the course, students are equipped to evaluate and assess the existing research literature and to discover and identify important academic issues to tackle, often with the help of literature search in vast e-resources. The whole training focuses on the discovery and innovative process that is the nature of rigorous academic research.