Online Appendix for 'Feedback and Contagion through Distressed Competition'

26 Pages Posted: 27 Jul 2020 Last revised: 29 Jul 2020

See all articles by Hui Chen

Hui Chen

Massachusetts Institute of Technology; National Bureau of Economic Research (NBER)

Winston Dou

The Wharton School, University of Pennsylvania

Hongye Guo

University of Pennsylvania

Yan Ji

Hong Kong University of Science & Technology (HKUST)

Date Written: July 29, 2020

Abstract

This is the supplemental material to the paper titled "Feedback and Contagion through Distressed Competition." It includes additional empirical, theoretical, and quantitative results. It also includes illustration for the numerical algorithm for our model solution.

Keywords: Stock and Bond Returns, Predatory Price Wars, Collective Entry Prevention, Tacit Collusion, Financial Distress Anomaly

JEL Classification: G12, L13, O33, C73

Suggested Citation

Chen, Hui and Dou, Winston and Guo, Hongye and Ji, Yan, Online Appendix for 'Feedback and Contagion through Distressed Competition' (July 29, 2020). Available at SSRN: https://ssrn.com/abstract=3641278 or http://dx.doi.org/10.2139/ssrn.3641278

Hui Chen

Massachusetts Institute of Technology ( email )

50 Memorial Drive
Cambridge, MA 02142
United States
617-324-3896 (Phone)

National Bureau of Economic Research (NBER) ( email )

1050 Massachusetts Avenue
Cambridge, MA 02138
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Winston Dou (Contact Author)

The Wharton School, University of Pennsylvania ( email )

2318 Steinberg Hall - Dietrich Hall
3620 Locust Walk
Philadelphia, PA 19104
United States

Hongye Guo

University of Pennsylvania ( email )

Yan Ji

Hong Kong University of Science & Technology (HKUST) ( email )

Clearwater Bay
Kowloon, 999999
Hong Kong

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