Internet Appendix for 'Competition Network: Distress Spillovers and Predictable Industry Returns'
50 Pages Posted: 28 Mar 2022 Last revised: 18 Jul 2022
Date Written: May 17, 2022
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: Suggested Citation