Dear Statalisters,

I am conducting a triple difference regression to determine the impact of a new Policy on stock returns. I am interested in the impact of the Policy on treated stock returns, as well as the impact on treated financials stocks, which is a sub-group within the sample.

Below are my baseline DIDID results, where the dependent variable is Log of stock returns, FTSE is a dummy which equals 1 for treated stocks, Post is a time dummy which equals 1 for dates after the Policy was introduced, and Banks is a dummy equalling 1 for financial stocks.
All Stocks
Dependent Variable: Log of Stock Returns
15 days
FTSE 0.0971***
(0.0228)
Post 0.1703***
(0.0134)
Banks -0.0360
(0.0296)
FTSE x Post -0.1237***
(0.0172)
Banks x Post -0.0212
(0.0535)
FTSE x Banks -0.0210
(0.0416)
FTSE x Post x Banks 0.0752
(0.0735)
Size 0.0101***
(0.0037)
Income -0.0125***
(0.0037)
Headquarters -0.0017
(0.0151)
Currency -0.0561***
(0.0168)
Constant -0.0107
(0.0331)
R2 0.015
Root MSE 1.4696
Observations 152,945
I believe that by exponentiating the triple interaction term FTSE x Post x Banks, it suggests treated financials stock returns increase by 10.60% over 15 days, due to the introduction of the policy.
Is this how to interpret the triple interaction term FTSE x Post x Banks?

Thank you very much for your help!