kaal:claim:2389416-018

Adding a dummy for AUM above $150 million to the linear regressions leaves no variable significant at the 5 percent level in March 2012, and the dummy is significant only in April 2012.

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Source quote, verbatim
We notice that in March 2012, no variable is statistically significant at 5% significance level while in April 2012, the dummy variable is statistically significant.
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

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Classification

empiricalsupport: evidencedresearch-methodsempirical-evidence

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