Season the chicken with salt and pepper. Heat a large skillet over medium high heat. Add oil and cook chicken 3 to 5 minutes, until golden brown. Turn and cook other side about 3 minutes, until golden brown. Add the mushrooms and continue cooking. Add bay leaf, thyme, onion, and garlic. Cook, shaking and stirring the skillet so everything cooks evenly. After chicken is done (about 10 to 12 minutes), remove chicken and set aside.
Sprinkle flour into pan and stir to blend. Add wine, tomatoes, and broth. Stir and bring to a boil.
Return chicken and any juices that accumulate. Add anchovies, salt and pepper to taste. Cover and simmer 5 minutes. Add olives and cook another 5 minutes.