Browse reusable Agent Skills, each with a clear purpose and practical guidance.
Use when results may be sensitive to liquidity-measure choice, sample filters, microstructure noise, or inference for a Journal of Financial Markets (JFM) manuscript. Builds the design-based robustness ledger; it does not invent evidence or citations.
Use when running and documenting the empirical analysis for a Journal of Financial and Quantitative Analysis (JFQA) paper — finance data construction (CRSP/Compustat/TAQ/IBES), winsorizing, fixed effects, clustered and Newey-West standard errors, robustness, and heterogeneity — so results survive double-anonymous JFQA review and reproduce from the archived code. For theory papers, lighten this and document numerical examples instead.
Use when building a credible identification / research design for a Journal of Financial and Quantitative Analysis (JFQA) empirical finance paper — portfolio sorts and Fama-MacBeth, panel fixed effects, staggered DID on regulatory shocks, IV / natural experiments, RDD at thresholds, and event studies — with the inference finance referees demand. For theoretical submissions, pivot to assumptions, results, and proof exposition.
Use when explaining how the Journal of Financial and Quantitative Analysis (JFQA) review process works — double-anonymous peer review, the seven-Managing-Editor structure, the $350 fee with $275 refund if not sent to a reviewer, and the under-9-percent acceptance reality. Use to set expectations for what happens after you submit and how decisions are made.
Use when judging whether a research question fits the Journal of Financial and Quantitative Analysis (JFQA) — empirical and quantitative financial economics (corporate finance, investments, capital and security markets, financial institutions, finance-relevant quantitative methods). Use before investing in a JFQA submission to test scope fit and the quantitative-evidence bar.
Use when the heterogeneity analysis of a 《金融研究》 (Journal of Financial Research) manuscript is too coarse or atheoretical — to cut along finance-relevant dimensions (ownership, bank type, market segment, financing constraint, region) that the mechanism predicts, not arbitrary splits.
Use when the identification strategy is the bottleneck for a 《金融研究》 (Journal of Financial Research) manuscript — policy shocks (MPA / 资管新规 / LPR / 注册制), high-frequency monetary-policy surprises, DID, IV, RDD — stress-testing the design before drafting tables.
Use when the literature review for a 《金融研究》 (Journal of Financial Research) manuscript is a citation pile rather than a dialogue — to enter the finance lineage (international + Chinese), position the contribution against canonical channel papers, and avoid missing the field's must-cite works.
Use when the identification argument is the bottleneck for a Journal of Health Economics (JHE) manuscript — quasi-experimental health-policy variation, selection into insurance/treatment, eligibility RD, or structural identification of demand/provider parameters. Stress-tests the data-to-estimand mapping to the JHE bar before exhibits are finalized; it does not write prose or build the package.
Use when the contribution of a Journal of Health Economics (JHE) manuscript relative to the health-economics frontier is fuzzy or undersold. Stakes the marginal contribution against the right health-econ literatures; it does not run the analysis or invent citations.