In simple linear regressions of monthly returns on log AUM across the full sample, the AUM coefficient is statistically significant at the 5 percent level only during March through August 2012.
Source quote, verbatim
When considering the entire sample and no dummy variable, the estimated beta for the logarithm of the AUM are statistically significant at 5% level only in the period March-August 2012.
From
Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014), 5.1. Linear Regression https://ssrn.com/abstract=2389416 · source PDF
Cite as
Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014). SSRN: https://ssrn.com/abstract=2389416
extended_bykaal:claim:2816408-021 In simple linear regressions of monthly returns on log AUM across December 2011 to December 2012, fund size do...
Verify
The quote above is an exact substring of the source PDF, whose sha256 is 0e1c4615b104821577498d9655de43b9c5c3e985bb0215f56c038b8232be65c3. Extraction method: pdf-text-layer. Attestation record: colloquium/attestations/9de3972bf4d5a514...json Verify the binding yourself: curl -s https://wulfkaal.github.io/claims/2389416-016.md | sha256sum