kaal:claim:2389416-017

In the period close to and following the registration effective date, fund size has a positive relationship with fund performance, with positive beta coefficients in March through May and July 2012.

A later claim in the corpus revises this one. Prefer quoting kaal:claim:2816408-022.

Source quote, verbatim

In the period close to and following the registration effective date for hedge fund advisers under the Dodd-Frank Act, the size of funds seems to have a positive relationship with the fund performance.

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

Holds when

March to May 2012 and July 2012
coefficients negative in June and August 2012

Classification

empiricalsupport: evidencedprivate-fundsresearch-methodssecurities-law

Related claims

contested_by kaal:claim:2816408-021 In simple linear regressions of monthly returns on log AUM across December 2011 to December 2012, fund size do...

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