kaal:claim:2389416-021

The March 2012 discontinuity coefficient is the only estimate with a p-value below 5 percent; all subsequent monthly estimates are statistically insignificant.

Source quote, verbatim

Moreover, the coefficient in March 2012 is the only one with p-value smaller than 5%, while all the estimates in the following months are not significant.

From

Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014), 5.2.1. Entire Sample
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

sharp RD estimates April to October 2012

Classification

empiricalsupport: evidencedempirical-evidenceresearch-methodsprivate-funds

Verify

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