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\usepackage{makecell}          % multi-line column headers of the generated tables (code/make_tables.py)36\sisetup{37  input-symbols = {()},38  table-format  = -1.3,39  parse-numbers = false40}4142% --- Figures ---43\usepackage{graphicx}44\usepackage{subcaption}45\usepackage{float}4647% --- Colors & Links ---48\usepackage[dvipsnames]{xcolor}49\usepackage[50  colorlinks  = true,51  linkcolor   = NavyBlue,52  citecolor   = NavyBlue,53  urlcolor    = NavyBlue,54  breaklinks  = true55]{hyperref}56\usepackage[capitalise,noabbrev]{cleveref}   % \cref/\Cref in the Stage E prose (loaded after hyperref)5758% --- Bibliography ---59\usepackage[authoryear,round,semicolon]{natbib}60\bibliographystyle{aer}6162% --- Captions ---63\usepackage[64  font       = small,65  labelfont  = bf,66  labelsep   = period,67  justification = justified,68  singlelinecheck = false69]{caption}7071% --- Headers & Footers ---72\usepackage{fancyhdr}73\pagestyle{fancy}74\fancyhf{}75\renewcommand{\headrulewidth}{0pt}76\fancyfoot[C]{\thepage}7778% --- Section Formatting ---79\usepackage{titlesec}80\titleformat{\section}{\large\bfseries}{\thesection.}{0.5em}{}81\titleformat{\subsection}{\normalsize\bfseries}{\thesubsection.}{0.5em}{}82\titleformat{\subsubsection}{\normalsize\itshape}{\thesubsubsection.}{0.5em}{}8384% --- Appendix Support ---85\usepackage[toc,page]{appendix}8687% --- Misc ---88\setlength{\emergencystretch}{3em}89\usepackage{enumitem}90\setlist{nosep,leftmargin=*}91\usepackage{longtable}92\usepackage{tikz}93\usetikzlibrary{positioning,arrows.meta,shapes.misc}94\usepackage{pdflscape}95\usepackage{adjustbox}96\usepackage{upquote}          % straight quotes in verbatim (extraction contract, gate regex)97\usepackage{listings}         % \lstinputlisting (breaklines) of the inter-revision patches (Appendix, results/runs/*.patch)98\lstset{basicstyle=\ttfamily\scriptsize, breaklines=true, breakatwhitespace=false, columns=fullflexible, keepspaces=true, frame=none, xleftmargin=0pt}99% Notes under an adjustbox-scaled table: threeparttable measures the unscaled tabular, so its tablenotes overflow;100% widenotes sets the notes in a \textwidth minipage and accepts the \item of the generated *_note.tex fragments.101\newcommand{\widenotesitem}{\par}102\newenvironment{widenotes}{\par\vspace{3pt}\begin{minipage}{\textwidth}\footnotesize\setlength{\parindent}{0pt}\let\item\widenotesitem}{\end{minipage}}103\input{tables/numbers}        % generated inline-number macros (code/make_tables.py); never edit by hand104105% ============================================================================106% METADATA — Edit these fields for each working paper107% ============================================================================108\newcommand{\WPnumber}{0001}109\newcommand{\WPtitle}{From Corporate Disclosures to a Russell~3000 Strategic Project Database}110\newcommand{\WPsubtitle}{Identification, Measurement, Validation, and Research Applications}111% Stage E (2026-11-05), FIRC0001-THEO-18 / cluster I: the Chief Editor noted that "Identification" in the112% subtitle reads as econometric identification to a finance audience and that the estimand is a Russell 3000113% proxy (iShares IWV holdings). Proposed alternative, NOT imposed (author decision):114%   \newcommand{\WPsubtitle}{Construction, Measurement, Validation Status, and Research Applications}115% The title is unchanged; the abstract and Section 3 state the proxy explicitly.116\newcommand{\WPdate}{November 2026}117\newcommand{\WPversion}{1.1 (revised after peer review; research database under validation)}118\newcommand{\WPfunding}{Research funded by the FIRC (Fonds institutionnel de recherche et de création), Université du Québec en Outaouais.}119\newcommand{\WPabstract}{%120  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.%121}122\newcommand{\WPkeywords}{SEC filings, text as data, corporate investment, strategic projects, information extraction, large language models, entity resolution, Russell 3000, measurement validation}123\newcommand{\WPjel}{C55, C81, G31, G38, M41, O33}124125% --- Authors (order, affiliations and contributions to be confirmed by the team; see docs/contributions.md) ---126\newcommand{\WPauthor}{Manel Kammoun \quad Djerrycharli Tandjambianda \quad Simon-Pierre Boucher}127\newcommand{\WPaffiliation}{%128  Département des sciences administratives\\129  Université du Québec en Outaouais%130}131\newcommand{\WPemail}{%132  \href{mailto:manel.kammoun@uqo.ca}{manel.kammoun@uqo.ca} \,\textperiodcentered\,133  \href{mailto:djerrycharli.tandjambianda@uqo.ca}{djerrycharli.tandjambianda@uqo.ca} \,\textperiodcentered\,134  \href{mailto:simon-pierre.boucher@uqo.ca}{simon-pierre.boucher@uqo.ca}%135}136\newcommand{\WPaddress}{%137  Gatineau -- Pavillon Alexandre-Taché\\138  283, boulevard Alexandre-Taché\\139  Gatineau, Québec, Canada J9A 1L8%140}141142% --- PDF metadata (Part X.3) ---143\hypersetup{144  pdftitle    = {\WPtitle: \WPsubtitle},145  pdfauthor   = {Manel Kammoun; Djerrycharli Tandjambianda; Simon-Pierre Boucher},146  pdfsubject  = {UQO Working Paper No. \WPnumber, version \WPversion. JEL: \WPjel},147  pdfkeywords = {\WPkeywords}148}149150% ============================================================================151% DOCUMENT152% ============================================================================153\begin{document}154155% --- Title Page ---156\input{sections/titlepage}157158% --- Main Body ---159\input{sections/introduction}160\input{sections/literature}161\input{sections/data}162\input{sections/methodology}163\input{sections/construct}164\input{sections/resolution}165\input{sections/results}166\input{sections/validation}167\input{sections/applications}168\input{sections/conclusion}169170% --- References ---171\newpage172\bibliography{references}173174% --- Appendix ---175\input{appendix/appendix}176177\end{document}178