Competition Shocks, Rival Reactions, and Stock Return Comovement

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 2025
Volume: 60
Issue: 5
Pages: 2194-2228

Authors (3)

de Bodt, Eric (not in RePEc) Eckbo, B. Espen (Dartmouth College) Roll, Richard W. (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

To protect inframarginal rents, rivals react to competition shocks by increasing product differentiation or lowering costs by standardizing products and production processes. We test these two mutually exclusive reactions by exploiting changes in rivals’ idiosyncratic stock return comovement following significant tariff cuts. While increased product differentiation implies a reduction in return comovement, greater standardization implies the opposite (a comovement increase). Difference-in-differences (DID) tests indicate that tariff cuts cause a significant increase in return comovement—in particular among within-industry “followers.” Treatment effects on cash flows, product counts, similarity scores, and business segment counts further support cost-cutting strategies.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:60:y:2025:i:5:p:2194-2228_4
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25