As we know, sample size can play a role in reaching statistical significance, provided that splitting the quant world in what is and what is not statistically significant is probably an overestimated/oversold approach.

My friend sends me a link and saying that from this document, we can conclude that "laws effect on different settings with different sizes is simply a matter of fact".

I read this short document but still cannot understand how to reach this conclusion. What I am doing is to try to address this question. Simply speaking, the significant level are different between international sample and non-US sample.



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