Online Appendix for Black, Desai, Litvak, Yoo, and Yu, Specification Choice in Randomized and Natural Experiments: Lessons from the Regulation SHO Experiment

66 Pages Posted: 21 Jul 2020 Last revised: 13 Oct 2020

Date Written: October 11, 2020

Abstract

This Online Appendix contains additional results and discussion for Black, Desai, Litvak, Yoo, and Yu, Specification Search in Randomized and Natural Experiments: Lessons from the Regulation SHO Experiment (2020). In particular, it contains further analysis of the various
specifications and datasets publicly posted by FHK in response to an earlier draft of the paper,
details on sample and other differences between our specification and the best-match specification,
and step-by-step results from moving from our specification to the best-match specification for
each paper.

The underling paper is available at https://ssrn.com/abstract=3657196.

Our pre-specified analysis plan is available at https://ssrn.com/abstract=3415529.

Suggested Citation

Black, Bernard S. and Desai, Hemang and Litvak, Kate and Yoo, Woongsun and Yu, Jeff Jiewei, Online Appendix for Black, Desai, Litvak, Yoo, and Yu, Specification Choice in Randomized and Natural Experiments: Lessons from the Regulation SHO Experiment (October 11, 2020). Available at SSRN: https://ssrn.com/abstract=3657200 or http://dx.doi.org/10.2139/ssrn.3657200

Bernard S. Black (Contact Author)

Northwestern University - Pritzker School of Law ( email )

375 E. Chicago Ave
Chicago, IL 60611
United States
312-503-2784 (Phone)

Northwestern University - Kellogg School of Management

2001 Sheridan Road
Evanston, IL 60208
United States
847-491-5049 (Phone)

European Corporate Governance Institute (ECGI)

Brussels
Belgium

Hemang Desai

Southern Methodist University (SMU) - Accounting Department ( email )

United States
214-768-3185 (Phone)
214-768-4099 (Fax)

Kate Litvak

Northwestern University - Pritzker School of Law ( email )

375 E. Chicago Ave
Chicago, IL 60611
United States

Woongsun Yoo

Central Michigan University ( email )

Mount Pleasant, MI 48859
United States

Jeff Jiewei Yu

University of Arizona ( email )

Department of History
Tucson, AZ 85721
United States
520-621-1273 (Phone)

HOME PAGE: http://https://accounting.eller.arizona.edu/people/jeff-jiewei-yu

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