kaal:claim:2389416-035

The difference-in-differences treatment effect is unstable over time: it loses significance in June and July 2012, then becomes significant again in August and September 2012 with negative coefficients and in October 2012 with a positive coefficient.

Source quote, verbatim

It loses significance in June and July, but it becomes significant again in August, September (with a negative coefficient) and October (with a positive coefficient).

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

monthly DiD regressions March to October 2012

Classification

empiricalsupport: evidencedinstitutional-design

Verify

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Attestation record: colloquium/attestations/c297e64ad531a5e4...json
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