kaal:claim:2816408-019

Across an array of robustness tests, the requirements introduced by the Dodd-Frank Act create no significant effect on private fund performance, with all reported RD p-values above the 5% level.

Using an array of robustness tests validating our RD results, Figures 3-7 suggest that the requirements introduced by the Dodd-Frank Act create no significant effect on private fund performance. The P-values for all RD results in Table 6 are above the 5% level and confirm our finding of no effect.

Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Private Fund Performance – Evidence from 2010 – 2015 (2016), 5.2.2. Regression Discontinuity, p. 11
https://ssrn.com/abstract=2816408 · source PDF

Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Private Fund Performance – Evidence from 2010 – 2015 (2016). SSRN: https://ssrn.com/abstract=2816408

• RD results reported in Table 6
• entire sample and March 2012 estimates

empiricalsupport: evidencedfailure: no-detectable-regulatory-effect-on-returnsfamily: disclosure-ineffectivenessresearch-methods

• restated_by kaal:claim:2998097-020 Using a regression discontinuity design around the 150 million dollar registration threshold with five years o...
• supersedes kaal:claim:2389416-022 The discontinuity in hedge fund earnings at the registration effective date is positive, which is the opposite...

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