# kaal:claim:2389416-030

**Claim.** Unlike the entire sample, whose discontinuity coefficient is near zero except in March 2012, the strategic subsample shows a discontinuity coefficient that is always above zero across the sample months.

**Type.** empirical  **Support.** evidenced

**Holds when.**

- fuzzy RD on the 87 fund strategic subsample
- March to October 2012

**Source quote.**

> While the entire sample has a value always very close to zero, except for March 2012, the strategic subsample has a value always above zero.

**From.** Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, *Did the Dodd-Frank Act Impact Hedge Fund Performance* (2014), 5.2.2. Strategic Subsample

**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

**Verify.** sha256 of source PDF `0e1c4615b104821577498d9655de43b9c5c3e985bb0215f56c038b8232be65c3` at https://raw.githubusercontent.com/wulfkaal/Academic-Papers/main/papers/pdf/Kaal%20et%20al.%20-%202014%20-%20Did%20the%20Dodd-Frank%20Act%20Impact%20Hedge%20Fund%20Performance.pdf

**Topics.** empirical-evidence, research-methods, private-funds

**Keywords.** strategic-subsample, fuzzy-rd, discontinuity, hedge-funds

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