ASSIP 2026 — Empirical Finance Research¶
Aspiring Scientists Summer Internship Program · George Mason University · College of Science
June 22 – August 12, 2026 · Symposium Wednesday, August 12 · Cohort of 14 · Mentor Prof. Lei Gao
Eight weeks of code, capital markets, and capstone research — fully remote. Every student leaves with a poster, a JSSR abstract, three GMU credits of College of Science work, and a reproducible GitHub repo with their name on it.
Where to go¶
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What you are reading, coding, and submitting this Monday–Friday.
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All eight weeks at a glance, with chapters, mentor sessions, and deliverable due-dates.
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The ten anchor papers we will work through — with JSTOR/SSRN links and one-line "why it matters" notes.
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Capstone teams, charters, and the path from a research question to a defended poster.
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The 14-student roster, sub-team leaders, office hours, and Slack norms.
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Holidays, attendance, JSSR submission, poster printing, credit transfer, and the small print.
Welcome¶
I am Lei Gao, Associate Professor of Finance at George Mason University's Costello College of Business, and I will be your mentor for the next eight weeks. The work you are about to do is not a summer-camp simulation of research — it is research. By August 12 each of you will have written a pre-analysis plan, executed a real specification on real data, run the robustness tests that separate findings from artifacts, and defended your numbers in front of GMU faculty, your sub-team peers, and (often) the families who drove you to symposium day.
We will be remote — every meeting on Zoom, every commit on GitHub, every draft in the shared repo — but the standard is the same one I hold my PhD students to. The textbook, the data, and the office hours are all set up so a motivated high-school senior who has taken AP Statistics can do this. The only thing you cannot outsource is showing up, every weekday, with your laptop and last night's notebook ready to discuss. Do that, and you will surprise yourself by August.
Right now — Week 1 (Jun 22 – Jun 26, 2026)
Chapter: Week 1 — Probability, Sampling, and the Logic of Inference (chapters 1.1 – 1.5 in the textbook)
Lab: Lab 1 — Build a Coin-Flip Universe (NumPy simulation of LLN/CLT)
Mentor session: "What is a finding?" — Wed, Jun 24, 2:00 – 3:30 pm ET
Deliverable due Fri Jun 26, 5:00 pm ET: Problem Set 1 (PS 1.1 – 1.5) committed to your GitHub fork; one-paragraph reflection in journal/week-01.md.
Admins update this block weekly. The "Right now" admonition is the single source of truth for the current week — if it disagrees with anything else on the site, it wins.
Program at a glance¶
| Program | Aspiring Scientists Summer Internship Program (ASSIP) |
| Host | George Mason University, College of Science |
| Director | Dr. Amanda Haymond Still — cosassip@gmu.edu |
| Mentor (our group) | Prof. Lei Gao — lgao9@gmu.edu |
| Cohort | Empirical Finance Research Group — 14 students |
| Modality | Remote (online only) — all meetings on Zoom |
| Orientation | Thursday, June 18, 2026 |
| First day | Monday, June 22, 2026 |
| Symposium | Wednesday, August 12, 2026 (in-person poster session + virtual breakouts for remote interns) |
| Daily hours | Monday – Friday, 9:00 am – 5:00 pm ET |
| Holidays off | June 19 (Juneteenth) · July 3 (Independence Day observance) |
| Credit | 3 GMU College of Science credits |
| Required deliverable | Research poster at the August 12 symposium |
| Also published | Abstract in JSSR (Journal of Student-Scientists' Research, Mason Publishing) |
How to use this site¶
The top tabs group the wiki by role:
- Home — this page, plus calendar, announcements, and FAQ.
- Week-by-Week — the operating schedule. Start here every Monday.
- Projects — capstone team pages, charter and poster templates, JSSR abstract guide.
- Cohort — roster, sub-leaders, office hours, communication norms.
- Resources — environment setup, data access, reading list, cheat sheets, link to the Quarto textbook.
The textbook itself lives at a separate Quarto site; the wiki cross-links to it from every weekly page. When in doubt, the "Right now" box above is canonical.
Human reach-out: lgao9@gmu.edu. Program reach-out: cosassip@gmu.edu.