Corporate Finance:
Todd Gormely - Empirical Methods in Corporate Finance [PhD Lecture Notes]
Ma & Shleifer - The Invention of Corporate Governance [A Review Paper]
Asset Pricing:
John Cochrane - Asset pricing Course for UChicago [Course Part 1; Course Part 2; Textbook]
Bali et al. - Empirical Asset Pricing: The Cross Section of Stock Returns [Textbook Overview]
Andrew Ang - Asset Management: A Systematic Approach to Factor Investing [Textbook Overview]
Econometrics and Technical Skills:
Yongmiao Hong - Probability and Statistics for Economists [Course Page: Chinese Version; English Version]
Melissa Dell - Deep Learning for Economists [A Comprehensive Overview]
AFA - How to come up with great research ideas in finance [Youtube Video]
Wei Jiang - Work with velocity and focus six hours a day [Chinese Discussion]
Richard Hamming - You and your research [Blog Post; Also a Chinese version Here]
Shan Zhao - Discussions on how to conduct finance research [Zhihu Homepage - Chinese]
Mutiple journal editors - How to submit, publish, and conduct research in the era of big data [Wechat Post - Chinese]
Alex Edmans - Learning from 1,000 Rejections
Bard Harstad - Before you submit: Do's and Don't's
Scarlet Chen - My Journey into Econ PhD
Huanchen Zhang - Have you thought well for doing a PhD? (Chinese)
Butler & Crack - A rookie's guide to the academic job market in finance: The labor market for lemons
Paul Kofman - The Academic Job Market for (Financial) Economists - for AU&NZ market