Internet Appendix for 'The Oligopoly Lucas Tree: Consumption Risk and Industry-Level Risk Exposure'

21 Pages Posted: 28 Sep 2020

See all articles by Winston Dou

Winston Dou

The Wharton School, University of Pennsylvania

Yan Ji

Hong Kong University of Science & Technology (HKUST)

Wei Wu

Texas A&M University

Date Written: August 12, 2020

Abstract

This is the supplemental material to the paper titled "The Oligopoly Lucas Tree: Consumption Risk and Industry-Level Risk Exposure." It includes additional empirical, theoretical, and quantitative results. It also includes illustration for the numerical algorithm for our model solution.

Keywords: Product market friction, Discount rates, Expected growth, Consumption risk, Strategic rivalry, Natural experiments.

JEL Classification: G12, L13, O33, C73

Suggested Citation

Dou, Winston and Ji, Yan and Wu, Wei, Internet Appendix for 'The Oligopoly Lucas Tree: Consumption Risk and Industry-Level Risk Exposure' (August 12, 2020). Available at SSRN: https://ssrn.com/abstract=3672133 or http://dx.doi.org/10.2139/ssrn.3672133

Winston Dou (Contact Author)

The Wharton School, University of Pennsylvania ( email )

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

Yan Ji

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

Clearwater Bay
Kowloon, 999999
Hong Kong

Wei Wu

Texas A&M University ( email )

360M Wehner
College Station, TX 77843-4218
United States
979-862-8092 (Phone)

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