% ============================================================================ % UQO Working Paper Template — Economics / Finance % ============================================================================ \documentclass[12pt,letterpaper]{article} % --- Encoding & Language --- \usepackage[utf8]{inputenc} \usepackage[T1]{fontenc} \usepackage[english]{babel} % --- Page Layout --- \usepackage[ letterpaper, top=1in, bottom=1in, left=1in, right=1in ]{geometry} % --- Typography --- \usepackage{mathptmx} % Times-like font (text + math) \usepackage{microtype} % Improved typographic refinements \usepackage{setspace} \onehalfspacing % 1.5 line spacing % --- Math --- \usepackage{amsmath,amssymb,amsthm} % --- Tables --- \usepackage{booktabs} \usepackage{tabularx} \usepackage{multirow} \usepackage{threeparttable} \usepackage{siunitx} \sisetup{ input-symbols = {()}, table-format = -1.3, parse-numbers = false } % --- Figures --- \usepackage{graphicx} \usepackage{subcaption} \usepackage{float} % --- Colors & Links --- \usepackage[dvipsnames]{xcolor} \usepackage[ colorlinks = true, linkcolor = NavyBlue, citecolor = NavyBlue, urlcolor = NavyBlue, breaklinks = true ]{hyperref} \usepackage[capitalise,noabbrev]{cleveref} % \cref/\Cref in the Stage E prose (loaded after hyperref) % --- Bibliography --- \usepackage[authoryear,round,semicolon]{natbib} \bibliographystyle{aer} % --- Captions --- \usepackage[ font = small, labelfont = bf, labelsep = period, justification = justified, singlelinecheck = false ]{caption} % --- Headers & Footers --- \usepackage{fancyhdr} \pagestyle{fancy} \fancyhf{} \renewcommand{\headrulewidth}{0pt} \fancyfoot[C]{\thepage} % --- Section Formatting --- \usepackage{titlesec} \titleformat{\section}{\large\bfseries}{\thesection.}{0.5em}{} \titleformat{\subsection}{\normalsize\bfseries}{\thesubsection.}{0.5em}{} \titleformat{\subsubsection}{\normalsize\itshape}{\thesubsubsection.}{0.5em}{} % --- Appendix Support --- \usepackage[toc,page]{appendix} % --- Misc --- \setlength{\emergencystretch}{3em} \usepackage{enumitem} \setlist{nosep,leftmargin=*} \usepackage{longtable} \usepackage{tikz} \usetikzlibrary{positioning,arrows.meta,shapes.misc} \usepackage{pdflscape} \usepackage{adjustbox} \usepackage{upquote} % straight quotes in verbatim (extraction contract, gate regex) \input{tables/numbers} % generated inline-number macros (code/make_tables.py); never edit by hand \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/ source % ============================================================================ % METADATA — Edit these fields for each working paper % ============================================================================ \newcommand{\WPnumber}{0001} \newcommand{\WPtitle}{From Corporate Disclosures to a Russell~3000 Strategic Project Database} \newcommand{\WPsubtitle}{Identification, Measurement, Validation, and Research Applications} % Stage E (2026-11-05), FIRC0001-THEO-18 / cluster I: the Chief Editor noted that "Identification" in the % subtitle reads as econometric identification to a finance audience and that the estimand is a Russell 3000 % proxy (iShares IWV holdings). Proposed alternative, NOT imposed (author decision): % \newcommand{\WPsubtitle}{Construction, Measurement, Validation Status, and Research Applications} % The title is unchanged; the abstract and Section 3 state the proxy explicitly. \newcommand{\WPdate}{November 2026} \newcommand{\WPversion}{1.1 (revised after peer review; research database under validation)} \newcommand{\WPfunding}{Research funded by the FIRC (Fonds institutionnel de recherche et de création), Université du Québec en Outaouais.} \newcommand{\WPabstract}{% 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.% } \newcommand{\WPkeywords}{SEC filings, text as data, corporate investment, strategic projects, information extraction, large language models, entity resolution, Russell 3000, measurement validation} \newcommand{\WPjel}{C55, C81, G31, G38, M41, O33} % --- Authors (order, affiliations and contributions to be confirmed by the team; see docs/contributions.md) --- \newcommand{\WPauthor}{Manel Kammoun \quad Djerrycharli Tandjambianda \quad Simon-Pierre Boucher} \newcommand{\WPaffiliation}{% Département des sciences administratives\\ Université du Québec en Outaouais% } \newcommand{\WPemail}{% \href{mailto:manel.kammoun@uqo.ca}{manel.kammoun@uqo.ca} \,\textperiodcentered\, \href{mailto:djerrycharli.tandjambianda@uqo.ca}{djerrycharli.tandjambianda@uqo.ca} \,\textperiodcentered\, \href{mailto:simon-pierre.boucher@uqo.ca}{simon-pierre.boucher@uqo.ca}% } \newcommand{\WPaddress}{% Gatineau -- Pavillon Alexandre-Taché\\ 283, boulevard Alexandre-Taché\\ Gatineau, Québec, Canada J9A 1L8% } % --- PDF metadata (Part X.3) --- \hypersetup{ pdftitle = {\WPtitle: \WPsubtitle}, pdfauthor = {Manel Kammoun; Djerrycharli Tandjambianda; Simon-Pierre Boucher}, pdfsubject = {UQO Working Paper No. \WPnumber, version \WPversion. JEL: \WPjel}, pdfkeywords = {\WPkeywords} } % ============================================================================ % DOCUMENT % ============================================================================ \begin{document} % --- Title Page --- \input{sections/titlepage} % --- Main Body --- \input{sections/introduction} \input{sections/literature} \input{sections/data} \input{sections/methodology} \input{sections/construct} \input{sections/resolution} \input{sections/results} \input{sections/validation} \input{sections/applications} \input{sections/conclusion} % --- References --- \newpage \bibliography{references} % --- Appendix --- \input{appendix/appendix} \end{document}