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 "name": "Difference in differences",
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 "author": {
  "@type": "Person",
  "name": "Wulf A. Kaal",
  "identifier": "https://orcid.org/0000-0003-0757-275X"
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   "@type": "Claim",
   "@id": "https://wulfkaal.github.io/claims/2389416-033",
   "identifier": "kaal:claim:2389416-033",
   "text": "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.",
   "abstract": "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.",
   "citation": "Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014). SSRN: https://ssrn.com/abstract=2389416",
   "datePublished": "2014",
   "claim_type": "empirical",
   "confidence": "evidenced",
   "is_failure_mode": false,
   "scope_conditions": [
    "4290 observations",
    "treatment defined as AUM above $150 million after March 2012"
   ],
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   "@type": "Claim",
   "@id": "https://wulfkaal.github.io/claims/2389416-034",
   "identifier": "kaal:claim:2389416-034",
   "text": "The difference-in-differences interaction term identifying treated funds in 2012 is positive and statistically significant in March, April, and May 2012.",
   "abstract": "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.",
   "citation": "Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014). SSRN: https://ssrn.com/abstract=2389416",
   "datePublished": "2014",
   "claim_type": "empirical",
   "confidence": "evidenced",
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   "scope_conditions": [
    "post reform dummy interacted with the AUM above $150 million dummy"
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   "@id": "https://wulfkaal.github.io/claims/2389416-035",
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   "text": "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.",
   "abstract": "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).",
   "citation": "Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014). SSRN: https://ssrn.com/abstract=2389416",
   "datePublished": "2014",
   "claim_type": "empirical",
   "confidence": "evidenced",
   "is_failure_mode": false,
   "scope_conditions": [
    "monthly DiD regressions March to October 2012"
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   "@type": "Claim",
   "@id": "https://wulfkaal.github.io/claims/2389416-036",
   "identifier": "kaal:claim:2389416-036",
   "text": "The parallel trends assumption required for the difference-in-differences design is satisfied, because pre-treatment performance data show the same time trends for treatment and control groups.",
   "abstract": "Using additional pre-treatment performance data, Figure 13 suggests that the trends in our dataset are the same for the treatment and control group.",
   "citation": "Wulf A. Kaal, Barbara Luppi, Sandra Paterlini, Did the Dodd-Frank Act Impact Hedge Fund Performance (2014). SSRN: https://ssrn.com/abstract=2389416",
   "datePublished": "2014",
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   "scope_conditions": [
    "pre-treatment data from January 2011",
    "treatment and control defined by the $150 million AUM threshold"
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 "description": "4 claims in the published works of Wulf A. Kaal carry the concept tag 'difference-in-differences'. Derived node: a roster, not an adjudicated definition."
}