spb/firc0001_uqo

1% ============================================================================2% UQO Working Paper Template — Economics / Finance3% ============================================================================4\documentclass[12pt,letterpaper]{article}56% --- Encoding & Language ---7\usepackage[utf8]{inputenc}8\usepackage[T1]{fontenc}9\usepackage[english]{babel}1011% --- Page Layout ---12\usepackage[13  letterpaper,14  top=1in,15  bottom=1in,16  left=1in,17  right=1in18]{geometry}1920% --- Typography ---21\usepackage{mathptmx}          % Times-like font (text + math)22\usepackage{microtype}         % Improved typographic refinements23\usepackage{setspace}24\onehalfspacing                % 1.5 line spacing2526% --- Math ---27\usepackage{amsmath,amssymb,amsthm}2829% --- Tables ---30\usepackage{booktabs}31\usepackage{tabularx}32\usepackage{multirow}33\usepackage{threeparttable}34\usepackage{siunitx}35\sisetup{36  input-symbols = {()},37  table-format  = -1.3,38  parse-numbers = false39}4041% --- Figures ---42\usepackage{graphicx}43\usepackage{subcaption}44\usepackage{float}4546% --- Colors & Links ---47\usepackage[dvipsnames]{xcolor}48\usepackage[49  colorlinks  = true,50  linkcolor   = NavyBlue,51  citecolor   = NavyBlue,52  urlcolor    = NavyBlue,53  breaklinks  = true54]{hyperref}55\usepackage[capitalise,noabbrev]{cleveref}   % \cref/\Cref in the Stage E prose (loaded after hyperref)5657% --- Bibliography ---58\usepackage[authoryear,round,semicolon]{natbib}59\bibliographystyle{aer}6061% --- Captions ---62\usepackage[63  font       = small,64  labelfont  = bf,65  labelsep   = period,66  justification = justified,67  singlelinecheck = false68]{caption}6970% --- Headers & Footers ---71\usepackage{fancyhdr}72\pagestyle{fancy}73\fancyhf{}74\renewcommand{\headrulewidth}{0pt}75\fancyfoot[C]{\thepage}7677% --- Section Formatting ---78\usepackage{titlesec}79\titleformat{\section}{\large\bfseries}{\thesection.}{0.5em}{}80\titleformat{\subsection}{\normalsize\bfseries}{\thesubsection.}{0.5em}{}81\titleformat{\subsubsection}{\normalsize\itshape}{\thesubsubsection.}{0.5em}{}8283% --- Appendix Support ---84\usepackage[toc,page]{appendix}8586% --- Misc ---87\setlength{\emergencystretch}{3em}88\usepackage{enumitem}89\setlist{nosep,leftmargin=*}90\usepackage{longtable}91\usepackage{tikz}92\usetikzlibrary{positioning,arrows.meta,shapes.misc}93\usepackage{pdflscape}94\usepackage{adjustbox}95\usepackage{upquote}          % straight quotes in verbatim (extraction contract, gate regex)96\input{tables/numbers}        % generated inline-number macros (code/make_tables.py); never edit by hand97\input{sections/numbers_pending} % PROVISIONAL \providecommand macros for Stage D audit numbers not yet emitted by the generator (Agent 10); each line names its results/ source9899% ============================================================================100% METADATA — Edit these fields for each working paper101% ============================================================================102\newcommand{\WPnumber}{0001}103\newcommand{\WPtitle}{From Corporate Disclosures to a Russell~3000 Strategic Project Database}104\newcommand{\WPsubtitle}{Identification, Measurement, Validation, and Research Applications}105% Stage E (2026-11-05), FIRC0001-THEO-18 / cluster I: the Chief Editor noted that "Identification" in the106% subtitle reads as econometric identification to a finance audience and that the estimand is a Russell 3000107% proxy (iShares IWV holdings). Proposed alternative, NOT imposed (author decision):108%   \newcommand{\WPsubtitle}{Construction, Measurement, Validation Status, and Research Applications}109% The title is unchanged; the abstract and Section 3 state the proxy explicitly.110\newcommand{\WPdate}{November 2026}111\newcommand{\WPversion}{1.1 (revised after peer review; research database under validation)}112\newcommand{\WPfunding}{Research funded by the FIRC (Fonds institutionnel de recherche et de création), Université du Québec en Outaouais.}113\newcommand{\WPabstract}{%114  Can strategic projects be identified, classified, dated and linked across the SEC filings of a broad cross-section of U.S.-listed issuers? We document SPID, a project-level research database built for a Russell~3000 proxy (iShares IWV holdings, \SPIDrussellDistinctCiks\ of \SPIDrussellIndexConstituents\ index constituents) merged with the S\&P~500: \SPIDfilingsTotal\ Forms 10-K, 10-Q and 8-K of \SPIDuniverseN\ registrants filed since 2010, segmented into \SPIDsectionsTotal\ sections, of which \SPIDgatePassTotal\ reached a large-language-model extractor in JSON mode. The output is \SPIDmentions\ section-linked candidate mentions and \SPIDprojectCountCurrentKey\ candidate projects under the current resolution key (\SPIDprojectsKeyTypeDropped--\SPIDprojectsKeyStrict\ under alternative keys). Mechanical audits find \SPIDgroundAllPct\% of structured fields verbatim in the source section, a median \SPIDmdnaShownMedianPct\% of a 10-K MD\&A shown to the model, and \SPIDfinMentionsPct\% of mentions describing financing instruments. Precision and recall against human labels are not yet measured; the annotation frame is delivered. SPID is a research instrument under validation, not a census of projects.%115}116\newcommand{\WPkeywords}{SEC filings, text as data, corporate investment, strategic projects, information extraction, large language models, entity resolution, Russell 3000, measurement validation}117\newcommand{\WPjel}{C55, C81, G31, G38, M41, O33}118119% --- Authors (order, affiliations and contributions to be confirmed by the team; see docs/contributions.md) ---120\newcommand{\WPauthor}{Manel Kammoun \quad Djerrycharli Tandjambianda \quad Simon-Pierre Boucher}121\newcommand{\WPaffiliation}{%122  Département des sciences administratives\\123  Université du Québec en Outaouais%124}125\newcommand{\WPemail}{%126  \href{mailto:manel.kammoun@uqo.ca}{manel.kammoun@uqo.ca} \,\textperiodcentered\,127  \href{mailto:djerrycharli.tandjambianda@uqo.ca}{djerrycharli.tandjambianda@uqo.ca} \,\textperiodcentered\,128  \href{mailto:simon-pierre.boucher@uqo.ca}{simon-pierre.boucher@uqo.ca}%129}130\newcommand{\WPaddress}{%131  Gatineau -- Pavillon Alexandre-Taché\\132  283, boulevard Alexandre-Taché\\133  Gatineau, Québec, Canada J9A 1L8%134}135136% --- PDF metadata (Part X.3) ---137\hypersetup{138  pdftitle    = {\WPtitle: \WPsubtitle},139  pdfauthor   = {Manel Kammoun; Djerrycharli Tandjambianda; Simon-Pierre Boucher},140  pdfsubject  = {UQO Working Paper No. \WPnumber, version \WPversion. JEL: \WPjel},141  pdfkeywords = {\WPkeywords}142}143144% ============================================================================145% DOCUMENT146% ============================================================================147\begin{document}148149% --- Title Page ---150\input{sections/titlepage}151152% --- Main Body ---153\input{sections/introduction}154\input{sections/literature}155\input{sections/data}156\input{sections/methodology}157\input{sections/construct}158\input{sections/resolution}159\input{sections/results}160\input{sections/validation}161\input{sections/applications}162\input{sections/conclusion}163164% --- References ---165\newpage166\bibliography{references}167168% --- Appendix ---169\input{appendix/appendix}170171\end{document}172