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