Internet Appendix for 'The Oligopoly Lucas Tree'

Review of Financial Studies, Forthcoming

49 Pages Posted: 28 Sep 2020 Last revised: 27 Sep 2021

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 14, 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

Dou, Winston and Ji, Yan and Wu, Wei, Internet Appendix for 'The Oligopoly Lucas Tree' (August 14, 2021). Review of Financial Studies, Forthcoming, 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 )

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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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