Online Appendix for 'Feedback and Contagion through Distressed Competition'
26 Pages Posted: 27 Jul 2020 Last revised: 29 Jul 2020
Date Written: July 29, 2020
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: Suggested Citation