kaal:claim:2389416-034

The difference-in-differences interaction term identifying treated funds in 2012 is positive and statistically significant in March, April, and May 2012.

Source quote, verbatim

Table 9 also shows that the dummy variable that identifies the treatment group univocally (year 2012 and AUM>150M) is positive and statistically significant in March, April and May 2012.

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

post reform dummy interacted with the AUM above $150 million dummy

Classification

empiricalsupport: evidencedempirical-evidenceprivate-funds

Related claims

extended_by kaal:claim:2389423-030 All regression models show positive and predominantly statistically significant coefficients, with 18 out of 3...

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/69fc81573c3fc0fa...json
Verify the binding yourself: curl -s https://wulfkaal.github.io/claims/2389416-034.md | sha256sum