Download This PaperInternet Appendix for "Industry Distress Anomaly"
21 Pages Posted: 26 Mar 2024
Date Written: June 10, 2024
Abstract
This is the supplemental material for the paper titled “Industry Distress Anomaly” (Chen et al., 2024). It provides additional theoretical, quantitative, and empirical results, as well as the numerical algorithm.
Keywords: Stock and Bond Returns, Supergames, Tacit Collusion, Financial Distress Anomaly
JEL Classification: G12, L13, O33, C73
Suggested Citation: Suggested Citation
Chen, Hui and Dou, Winston Wei and Guo, Hongye and Ji, Yan, Internet Appendix for "Industry Distress Anomaly" (June 10, 2024). Available at SSRN: https://ssrn.com/abstract=4738812 or http://dx.doi.org/10.2139/ssrn.4738812
Hui Chen
Massachusetts Institute of Technology ( email )
50 Memorial Drive
Cambridge, MA 02142
United States
+1 (617) 324-3896 (Phone)
Winston Wei Dou (Contact Author)
University of Pennsylvania - The Wharton School ( email )
3641 Locust Walk
Philadelphia, PA 19104-6365
United States
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