Internet 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
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