The Development of Regression Discontinuity Design and its Application in the Financial Field

DOI

10.2991/aebmr.k.200708.071How to use a DOI?

Keywords

regression discontinuity design, financial sector, literature review

Abstract

Regression discontinuity design was proposed by Thistlethwaite and Campbell in 1960, and it was not applied to economic research until the end of the 20th century. With the gradual deepening of scholars’ research on regression discontinuity design, its related theory is gradually perfected, and its application norms are becoming more mature. This makes regression discontinuity design gradually become a mainstream empirical research method. But compared to its application in theoretical economics, the literature on finance is still scarce. Therefore, this article intends to briefly introduce the basic regression discontinuity design to lay a certain theoretical foundation for later scholars to apply it to the financial field. Then sort out the literature and present to readers the current application of regression discontinuity design in the financial field so that scholars can grasp the current research hotspot.

Copyright

© 2020, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Danxue Luo
AU  - Wei Zhou
PY  - 2020
DA  - 2020/07/09
TI  - The Development of Regression Discontinuity Design and its Application in the Financial Field
BT  - Proceedings of the 4th International Symposium on Business Corporation and Development in South-East and South Asia under B&R Initiative (ISBCD 2019)
PB  - Atlantis Press
SP  - 370
EP  - 373
SN  - 2352-5428
UR  - https://doi.org/10.2991/aebmr.k.200708.071
DO  - 10.2991/aebmr.k.200708.071
ID  - Luo2020
ER  -