The majority of MBA students receive little exposure to formal empirical research even though research and development spending at corporations around the world continues to increase. We believe that in order to be successful managers, MBA graduates need to understand the empirical research process as well as the intricacies of finance, such as the risk/return relationship and the factors that affect firm profitability. The project described in this paper addresses these issues by exposing students to the empirical research process in a structured, organized manner. The goal is to immerse the students in the research process, providing them with the tools they need to achieve success and encouraging them to learn from each other as they develop an empirical research article that includes a literature review, testable hypotheses, and a discussion of methodology as well as sections describing findings, conclusions and recommendations for further research. This project enables students to discover how the theories of finance are employed in real businesses; incorporating this project into the MBA curriculum helps enrich the students' graduate experience and combats the lack of research at the MBA level.