Difference-in-differences analysis confirms the regression discontinuity results, showing a positive and highly significant treatment coefficient for funds above the $150 million AUM threshold.
Source quote, verbatim
Our DiD analysis confirms the results of our RD design. Table 9 shows the dummy variable that identifies the treatment with a positive coefficient that is highly significant.
From
Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014), 5.3. Difference-in-Difference Design 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
4290 observations
treatment defined as AUM above $150 million after March 2012
Classification
empiricalsupport: evidencedresearch-methods
Related claims
supported_bykaal:claim:2816408-016 The study identifies the causal effect of Title IV by treating the March 30, 2012 registration effective date ...
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/02d3333ca32ac042...json Verify the binding yourself: curl -s https://wulfkaal.github.io/claims/2389416-033.md | sha256sum