Download This PaperInternet Appendix for 'The Oligopoly Lucas Tree'
Review of Financial Studies, Forthcoming
49 Pages Posted: 28 Sep 2020 Last revised: 3 Nov 2021
Date Written: November 3, 2021
Abstract
This is the supplemental material to the paper titled "The Oligopoly Lucas Tree." It includes additional empirical, theoretical, and quantitative results. It also includes illustration for the numerical algorithm for our model solution.
Keywords: Endogenous competition, Strategic rivalry, Value premium, Gross profitability premium, External habit formation.
JEL Classification: G12, L13, O33, C73
Suggested Citation: Suggested Citation
Dou, Winston Wei and Ji, Yan and Wu, Wei, Internet Appendix for 'The Oligopoly Lucas Tree' (November 3, 2021). Review of Financial Studies, Forthcoming, Available at SSRN: https://ssrn.com/abstract=3672133 or http://dx.doi.org/10.2139/ssrn.3672133
Winston Wei Dou (Contact Author)
University of Pennsylvania - The Wharton School ( email )
3641 Locust Walk
Philadelphia, PA 19104-6365
United States
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