Download This PaperInternet 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
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: 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
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)
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.