In our book, the Wages of Wins - we talk about the impact that labor stoppages (lockouts/strikes) have on future league attendance. We do not find any statistically significant impact of a labor stoppage in any of the four major leagues up to the NHL cancelled season. Here is an article that refers to our book with regard to the recent NBA lockout and that there will not likely be a significant impact due to the lockout. This looks like something to look at at the end of the NBA regular season.
Update: Here is the preliminary lockout blog.
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