Online Appendix for Black, Desai, Litvak, Yoo, and Yu, Specification Choice in Randomized and Natural Experiments: Lessons from the Regulation SHO Experiment

This Online Appendix contains additional results and discussion for Black, Desai, Litvak, Yoo, and Yu, Specification Search in Randomized and Natural Experiments: Lessons from the Regulation SHO Experiment (2020). In particular, it contains further analysis of the various specifications and datasets publicly posted by FHK in response to an earlier draft of the paper, details on sample and other differences between our specification and the best-match specification, and step-by-step results from moving from our specification to the best-match specification for each paper. The underling paper is available at https://ssrn.com/abstract=3657196. Our pre-specified analysis plan is available at https://ssrn.com/abstract=3415529.