Internet Appendix for 'Competition Network: Distress Spillovers and Predictable Industry Returns'

50 Pages Posted: 28 Mar 2022 Last revised: 18 Jul 2022

See all articles by Winston Wei Dou

Winston Wei Dou

The Wharton School, University of Pennsylvania; National Bureau of Economic Research (NBER)

Shane A. Johnson

Texas A&M University - Department of Finance

Wei Wu

Texas A&M University

Date Written: May 17, 2022

Abstract

This note contains anecdote examples, illustrative models, proofs for theoretical results, and additional empirical results of the main text Dou et al. (2022).

Keywords: Cross-industry momentum, Economic and financial distress, Natural disasters, Spillover effect, Treatment externality.

JEL Classification: G32, G33, L11, L14.

Suggested Citation

Dou, Winston Wei and Johnson, Shane A. and Wu, Wei, Internet Appendix for 'Competition Network: Distress Spillovers and Predictable Industry Returns' (May 17, 2022). Available at SSRN: https://ssrn.com/abstract=4049264 or http://dx.doi.org/10.2139/ssrn.4049264

Winston Wei Dou (Contact Author)

The Wharton School, University of Pennsylvania ( email )

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

HOME PAGE: http://finance-faculty.wharton.upenn.edu/wdou/

National Bureau of Economic Research (NBER) ( email )

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

HOME PAGE: http://www.nber.org/people/winston_wei_dou?page=1&perPage=50

Shane A. Johnson

Texas A&M University - Department of Finance ( email )

Mays School of Business
College Station, TX 77843-4218
United States
979-862-3318 (Phone)

Wei Wu

Texas A&M University ( email )

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

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