entity · derived

Statistical significance

5 claims across 2 works, 2014–2014.

Derived node: assembled mechanically from the claims carrying statistical-significance. A roster, not an adjudicated definition.

Every claim under this term

2389416-016 2014 empirical: In simple linear regressions of monthly returns on log AUM across the full sample, the AUM coefficient is statistically significant at the 5 percent level only during March through August 2012.
2389416-018 2014 empirical: Adding a dummy for AUM above $150 million to the linear regressions leaves no variable significant at the 5 percent level in March 2012, and the dummy is significant only in April 2012.
2389416-021 2014 empirical: The March 2012 discontinuity coefficient is the only estimate with a p-value below 5 percent; all subsequent monthly estimates are statistically insignificant.
2389416-034 2014 empirical: The difference-in-differences interaction term identifying treated funds in 2012 is positive and statistically significant in March, April, and May 2012.
2389423-030 2014 empirical: All regression models show positive and predominantly statistically significant coefficients, with 18 out of 30 coefficients in the entire sample statistically significant.