Our model shows that the Comey letter led to a small drop in Clinton’s lead, but that shift is not statistically significant. In other words, there is no clear evidence that the letter cost Clinton votes. When we specify our model in different ways — for example, looking at the impact for just the three days after its release — we again do not find evidence that the letter moved the polls.

It is worth noting that we also find no indication that the release of the “Access Hollywood” tapes, in which Trump bragged about his sexual exploits with women, had an effect. What mattered most was President Barack Obama’s approval rating — when it went up, so did Clinton’s support — and the Democratic National Convention and the first presidential debate. Both of those increased Clinton’s lead in the polls.