MENKVELD, Albert J, Anna DREBER, Felix HOLZMEISTER, Juergen HUBER, Magnus JOHANNESSON, Michael KIRCHLER, Sebastian NEUSUSS, Michael RAZEN, Utz WEITZEL, David ABAD-DIAZ, Menachem ABUDY, Tobias ADRIAN, Yacine AIT-SAHALIA, Olivier AKMANSOY, Jamie T ALCOCK, Vitali ALEXEEV, Arash ALOOSH, Livia AMATO, Diego AMAYA, James J ANGEL, Alejandro T AVETIKIAN, Amadeus BACH, Edwin BAIDOO, Gaetan BAKALLI, Li BAO, Andrea BARBON, Oksana BASHCHENKO, Parampreet C BINDRA, Geir H BJONNES, Jeffrey R BLACK, Bernard S BLACK, Dimitar BOGOEV, Bohorquez Correa SANTIAGO, Oleg BONDARENKO, Charles S BOS, Ciril BOSCH-ROSA, Elie BOURI, Christian BROWNLEES, Anna CALAMIA, Viet Nga CAO, Gunther CAPELLE-BLANCARD, Laura M Capera ROMERO, Massimiliano CAPORIN, Allen CARRION, Tolga CASKURLU, Bidisha CHAKRABARTY, Jian CHEN, Mikhail CHERNOV, William CHEUNG, Ludwig B CHINCARINI, Tarun CHORDIA, Sheung-Chi CHOW, Benjamin CLAPHAM, Jean-Edouard COLLIARD, Carole COMERTON-FORDE, Edward CURRAN, Thong DAO, Wale DARE, Ryan J DAVIES, De Blasis RICCARDO, De Nard Gianluca F, Fany DECLERCK, Oleg DEEV, Hans DEGRYSE, Solomon Y DEKU, Christophe DESAGRE, Van Dijk Mathijs A, Chukwuma DIM, Thomas DIMPFL, Yun Jiang DONG, Philip A DRUMMOND, Tom DUDDA, Teodor DUEVSKI, Ariadna DUMITRESCU, Teodor DYAKOV, Anne Haubo DYHRBERG, Michal DZIELINSKI, Asli EKSI, El Kalak IZIDIN, ter Ellen SASKIA, Nicolas EUGSTER, Martin D D EVANS, Michael FARRELL, Ester FELEZ-VINAS, Gerardo FERRARA, El Mehdi FERROUHI, Andrea FLORI, Jonathan T FLUHARTY-JAIDEE, Sean D V FOLEY, Kingsley Y L FONG, Thierry FOUCAULT, Tatiana FRANUS, Francesco FRANZONI, Bart FRIJNS, Michael FROMMEL, Servanna M FU, Sascha C FULLBRUNN, Baoqing GAN, Ge GAO, Thomas P GEHRIG, Roland GEMAYEL, Dirk GERRITSEN, Javier GIL-BAZO, Dudley GILDER, Lawrence R GLOSTEN, Thomas GOMEZ, Arseny GORBENKO, Joachim GRAMMIG, Vincent GREGOIRE, Ufuk GUCBILMEZ, Bjorn HAGSTROMER, Julien HAMBUCKERS, Erik HAPNES, Jeffrey H HARRIS, Lawrence HARRIS, Simon HARTMANN, Jean-Baptiste HASSE, Nikolaus HAUTSCH, Xue-Zhong HE, Davidson HEATH, Simon HEDIGER, Terrence HENDERSHOTT, Ann Marie HIBBERT, Erik HJALMARSSON, Seth A HOELSCHER, Peter HOFFMANN, Craig W HOLDEN, Alex R HORENSTEIN, Wenqian HUANG, Da HUANG, Christophe HURLIN, Konrad ILCZUK, Alexey IVASHCHENKO, Subramanian R IYER, Hossein JAHANSHAHLOO, Naji JALKH, Charles M JONES, Simon JURKATIS, Petri JYLHA, Andreas T KAECK, Gabriel KAISER, Arze KARAM, Egle KARMAZIENE, Bernhard KASSNER, Markku KAUSTIA, Ekaterina KAZAK, Fearghal KEARNEY, Van Kervel VINCENT, Saad A KHAN, Marta K KHOMYN, Tony KLEIN, Olga KLEIN, Alexander KLOS, Michael KOETTER, Aleksey KOLOKOLOV, Robert A KORAJCZYK, Roman KOZHAN, Jan P KRAHNEN, Paul KUHLE, Amy KWAN, Quentin LAJAUNIE, F Y Eric C LAM, Marie LAMBERT, Hugues LANGLOIS, Jens LAUSEN, Tobias LAUTER, Markus LEIPPOLD, Vladimir LEVIN, Yijie LI, Hui LI, Chee Yoong LIEW, Thomas LINDNER, Oliver LINTON, Jiacheng LIU, Anqi LIU, Guillermo LLORENTE, Matthijs LOF, Ariel LOHR, Francis LONGSTAFF, Alejandro LOPEZ-LIRA, Shawn MANKAD, Nicola MANO, Alexis MARCHAL, Charles MARTINEAU, Francesco MAZZOLA, Debrah MELOSO, Michael G MI, Roxana MIHET, Vijay MOHAN, Sophie MOINAS, David MOORE, Liangyi MU, Dmitriy MURAVYEV, Dermot MURPHY, Gabor NESZVEDA, Dmitriy MURAVYEV, Dermot MURPHY, Gabor NESZVEDA, Christian NEUMEIER, Ulf NIELSSON, Mahendrarajah NIMALENDRAN, Sven NOLTE, Lars L NORDEN, Peter NEILL, Khaled OBAID, Bernt A ODEGAARD, Per OSTBERG, Emiliano PAGNOTTA, Marcus PAINTER, Stefan PALAN, Imon J PALIT, Andreas PARK, Roberto PASCUAL, Paolo PASQUARIELLO, Lubos PASTOR, Vinay PATEL, Andrew J PATTON, Neil D PEARSON, Loriana PELIZZON, Michele PELLI, Matthias PELSTER, Christophe PERIGNON, Cameron PFIFFER, Richard PHILIP, Tomáš PLÍHAL, Puneet PRAKASH, Oliver-Alexander PRESS, Tina PRODROMOU, Marcel PROKOPCZUK, Talis PUTNINS, Qian YA, Gaurav RAIZADA, David RAKOWSKI, Angelo RANALDO, Luca REGIS, Stefan REITZ, Thomas RENAULT, Rex W RENJIE, Roberto RENO, Steven J RIDDIOUGH, Kalle RINNE, Paul RINTAMAKI, Ryan RIORDAN, Thomas RITTMANNSBERGER, Inaki Rodriguez LONGARELA, Dominik ROESCH, Lavinia ROGNONE, Brian ROSEMAN, Ioanid ROSU, Saurabh ROY, Nicolas RUDOLF, Stephen R RUSH, Khaladdin RZAYEV, Aleksandra A RZEZNIK, Anthony SANFORD, Harikumar SANKARAN, Asani SARKAR, Lucio SARNO, Olivier SCAILLET, Stefan SCHARNOWSKI, Klaus R SCHENK-HOPPE, Andrea SCHERTLER, Michael SCHNEIDER, Florian SCHROEDER, Norman SCHUERHOFF, Philipp SCHUSTER, Marco A SCHWARZ, Mark S SEASHOLES, Norman J SEEGER, Or SHACHAR, Andriy SHKILKO, Jessica SHUI, Mario SIKIC, Giorgia SIMION, Lee A SMALES, Paul SODERLIND, Elvira SOJLI, Konstantin SOKOLOV, Jantje SONKSEN, Laima SPOKEVICIUTE, Denitsa STEFANOVA, Marti G SUBRAHMANYAM, Barnabas SZASZI, Oleksandr TALAVERA, Yuehua TANG, Nick TAYLOR, Wing Wah THAM, Erik THEISSEN, Julian THIMME, Ian TONKS, Hai TRAN, Luca TRAPIN, Anders B TROLLE, M Andreea VADUVA, Giorgio VALENTE, Van Ness Robert A, Aurelio VASQUEZ, Thanos VEROUSIS, Patrick VERWIJMEREN, Anders VILHELMSSON, Grigory VILKOV, Vladimir VLADIMIROV, Sebastian VOGEL, Stefan VOIGT, Wolf WAGNER, Thomas WALTHER, Patrick WEISS, Van der Wel MICHEL, Ingrid M WERNER, Ingrid M WERNER, P Joakim WESTERHOLM, Christian WESTHEIDE, Hans C WIKA, Evert WIPPLINGER, Michael WOLF, Christian C P WOLFF, Leonard WOLK, Wing-Keung WONG, Jan WRAMPELMEYER, Zhen-Xing WU, Shuo XIA, Dacheng XIU, Ke XU, Caihong XU, Pradeep K YADAV, Jose YAGUE, Cheng YAN, Antti YANG, Woongsun YOO, Wenjia YU, Yihe YU, Shihao YU, Bart Z YUESHEN, Darya YUFEROVA, Marcin ZAMOJSKI, Abalfazl ZAREEI, Stefan M ZEISBERGER, Lu ZHANG, S Sarah ZHANG, Xiaoyu ZHANG, Lu ZHAO, Zhuo ZHONG, Z Ivy ZHOU, Chen ZHOU, Xingyu S ZHU, Marius ZOICAN a Remco ZWINKELS
Vydání
JOURNAL OF FINANCE, HOBOKEN, WILEY-BLACKWELL, 2024, 0022-1082
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across researchers adds uncertainty-nonstandard errors (NSEs). We study NSEs by letting 164 teams test the same hypotheses on the same data. NSEs turn out to be sizable, but smaller for more reproducible or higher rated research. Adding peer-review stages reduces NSEs. We further find that this type of uncertainty is underestimated by participants.
MENKVELD, Albert J, Anna DREBER, Felix HOLZMEISTER, Juergen HUBER, Magnus JOHANNESSON, Michael KIRCHLER, Sebastian NEUSUSS, Michael RAZEN, Utz WEITZEL, David ABAD-DIAZ, Menachem ABUDY, Tobias ADRIAN, Yacine AIT-SAHALIA, Olivier AKMANSOY, Jamie T ALCOCK, Vitali ALEXEEV, Arash ALOOSH, Livia AMATO, Diego AMAYA, James J ANGEL, Alejandro T AVETIKIAN, Amadeus BACH, Edwin BAIDOO, Gaetan BAKALLI, Li BAO, Andrea BARBON, Oksana BASHCHENKO, Parampreet C BINDRA, Geir H BJONNES, Jeffrey R BLACK, Bernard S BLACK, Dimitar BOGOEV, Bohorquez Correa SANTIAGO, Oleg BONDARENKO, Charles S BOS, Ciril BOSCH-ROSA, Elie BOURI, Christian BROWNLEES, Anna CALAMIA, Viet Nga CAO, Gunther CAPELLE-BLANCARD, Laura M Capera ROMERO, Massimiliano CAPORIN, Allen CARRION, Tolga CASKURLU, Bidisha CHAKRABARTY, Jian CHEN, Mikhail CHERNOV, William CHEUNG, Ludwig B CHINCARINI, Tarun CHORDIA, Sheung-Chi CHOW, Benjamin CLAPHAM, Jean-Edouard COLLIARD, Carole COMERTON-FORDE, Edward CURRAN, Thong DAO, Wale DARE, Ryan J DAVIES, De Blasis RICCARDO, De Nard Gianluca F, Fany DECLERCK, Oleg DEEV, Hans DEGRYSE, Solomon Y DEKU, Christophe DESAGRE, Van Dijk Mathijs A, Chukwuma DIM, Thomas DIMPFL, Yun Jiang DONG, Philip A DRUMMOND, Tom DUDDA, Teodor DUEVSKI, Ariadna DUMITRESCU, Teodor DYAKOV, Anne Haubo DYHRBERG, Michal DZIELINSKI, Asli EKSI, El Kalak IZIDIN, ter Ellen SASKIA, Nicolas EUGSTER, Martin D D EVANS, Michael FARRELL, Ester FELEZ-VINAS, Gerardo FERRARA, El Mehdi FERROUHI, Andrea FLORI, Jonathan T FLUHARTY-JAIDEE, Sean D V FOLEY, Kingsley Y L FONG, Thierry FOUCAULT, Tatiana FRANUS, Francesco FRANZONI, Bart FRIJNS, Michael FROMMEL, Servanna M FU, Sascha C FULLBRUNN, Baoqing GAN, Ge GAO, Thomas P GEHRIG, Roland GEMAYEL, Dirk GERRITSEN, Javier GIL-BAZO, Dudley GILDER, Lawrence R GLOSTEN, Thomas GOMEZ, Arseny GORBENKO, Joachim GRAMMIG, Vincent GREGOIRE, Ufuk GUCBILMEZ, Bjorn HAGSTROMER, Julien HAMBUCKERS, Erik HAPNES, Jeffrey H HARRIS, Lawrence HARRIS, Simon HARTMANN, Jean-Baptiste HASSE, Nikolaus HAUTSCH, Xue-Zhong HE, Davidson HEATH, Simon HEDIGER, Terrence HENDERSHOTT, Ann Marie HIBBERT, Erik HJALMARSSON, Seth A HOELSCHER, Peter HOFFMANN, Craig W HOLDEN, Alex R HORENSTEIN, Wenqian HUANG, Da HUANG, Christophe HURLIN, Konrad ILCZUK, Alexey IVASHCHENKO, Subramanian R IYER, Hossein JAHANSHAHLOO, Naji JALKH, Charles M JONES, Simon JURKATIS, Petri JYLHA, Andreas T KAECK, Gabriel KAISER, Arze KARAM, Egle KARMAZIENE, Bernhard KASSNER, Markku KAUSTIA, Ekaterina KAZAK, Fearghal KEARNEY, Van Kervel VINCENT, Saad A KHAN, Marta K KHOMYN, Tony KLEIN, Olga KLEIN, Alexander KLOS, Michael KOETTER, Aleksey KOLOKOLOV, Robert A KORAJCZYK, Roman KOZHAN, Jan P KRAHNEN, Paul KUHLE, Amy KWAN, Quentin LAJAUNIE, F Y Eric C LAM, Marie LAMBERT, Hugues LANGLOIS, Jens LAUSEN, Tobias LAUTER, Markus LEIPPOLD, Vladimir LEVIN, Yijie LI, Hui LI, Chee Yoong LIEW, Thomas LINDNER, Oliver LINTON, Jiacheng LIU, Anqi LIU, Guillermo LLORENTE, Matthijs LOF, Ariel LOHR, Francis LONGSTAFF, Alejandro LOPEZ-LIRA, Shawn MANKAD, Nicola MANO, Alexis MARCHAL, Charles MARTINEAU, Francesco MAZZOLA, Debrah MELOSO, Michael G MI, Roxana MIHET, Vijay MOHAN, Sophie MOINAS, David MOORE, Liangyi MU, Dmitriy MURAVYEV, Dermot MURPHY, Gabor NESZVEDA, Dmitriy MURAVYEV, Dermot MURPHY, Gabor NESZVEDA, Christian NEUMEIER, Ulf NIELSSON, Mahendrarajah NIMALENDRAN, Sven NOLTE, Lars L NORDEN, Peter NEILL, Khaled OBAID, Bernt A ODEGAARD, Per OSTBERG, Emiliano PAGNOTTA, Marcus PAINTER, Stefan PALAN, Imon J PALIT, Andreas PARK, Roberto PASCUAL, Paolo PASQUARIELLO, Lubos PASTOR, Vinay PATEL, Andrew J PATTON, Neil D PEARSON, Loriana PELIZZON, Michele PELLI, Matthias PELSTER, Christophe PERIGNON, Cameron PFIFFER, Richard PHILIP, Tomáš PLÍHAL, Puneet PRAKASH, Oliver-Alexander PRESS, Tina PRODROMOU, Marcel PROKOPCZUK, Talis PUTNINS, Qian YA, Gaurav RAIZADA, David RAKOWSKI, Angelo RANALDO, Luca REGIS, Stefan REITZ, Thomas RENAULT, Rex W RENJIE, Roberto RENO, Steven J RIDDIOUGH, Kalle RINNE, Paul RINTAMAKI, Ryan RIORDAN, Thomas RITTMANNSBERGER, Inaki Rodriguez LONGARELA, Dominik ROESCH, Lavinia ROGNONE, Brian ROSEMAN, Ioanid ROSU, Saurabh ROY, Nicolas RUDOLF, Stephen R RUSH, Khaladdin RZAYEV, Aleksandra A RZEZNIK, Anthony SANFORD, Harikumar SANKARAN, Asani SARKAR, Lucio SARNO, Olivier SCAILLET, Stefan SCHARNOWSKI, Klaus R SCHENK-HOPPE, Andrea SCHERTLER, Michael SCHNEIDER, Florian SCHROEDER, Norman SCHUERHOFF, Philipp SCHUSTER, Marco A SCHWARZ, Mark S SEASHOLES, Norman J SEEGER, Or SHACHAR, Andriy SHKILKO, Jessica SHUI, Mario SIKIC, Giorgia SIMION, Lee A SMALES, Paul SODERLIND, Elvira SOJLI, Konstantin SOKOLOV, Jantje SONKSEN, Laima SPOKEVICIUTE, Denitsa STEFANOVA, Marti G SUBRAHMANYAM, Barnabas SZASZI, Oleksandr TALAVERA, Yuehua TANG, Nick TAYLOR, Wing Wah THAM, Erik THEISSEN, Julian THIMME, Ian TONKS, Hai TRAN, Luca TRAPIN, Anders B TROLLE, M Andreea VADUVA, Giorgio VALENTE, Van Ness Robert A, Aurelio VASQUEZ, Thanos VEROUSIS, Patrick VERWIJMEREN, Anders VILHELMSSON, Grigory VILKOV, Vladimir VLADIMIROV, Sebastian VOGEL, Stefan VOIGT, Wolf WAGNER, Thomas WALTHER, Patrick WEISS, Van der Wel MICHEL, Ingrid M WERNER, Ingrid M WERNER, P Joakim WESTERHOLM, Christian WESTHEIDE, Hans C WIKA, Evert WIPPLINGER, Michael WOLF, Christian C P WOLFF, Leonard WOLK, Wing-Keung WONG, Jan WRAMPELMEYER, Zhen-Xing WU, Shuo XIA, Dacheng XIU, Ke XU, Caihong XU, Pradeep K YADAV, Jose YAGUE, Cheng YAN, Antti YANG, Woongsun YOO, Wenjia YU, Yihe YU, Shihao YU, Bart Z YUESHEN, Darya YUFEROVA, Marcin ZAMOJSKI, Abalfazl ZAREEI, Stefan M ZEISBERGER, Lu ZHANG, S Sarah ZHANG, Xiaoyu ZHANG, Lu ZHAO, Zhuo ZHONG, Z Ivy ZHOU, Chen ZHOU, Xingyu S ZHU, Marius ZOICAN a Remco ZWINKELS. Nonstandard Errors. JOURNAL OF FINANCE. HOBOKEN: WILEY-BLACKWELL, 2024, 52 s. ISSN 0022-1082. Dostupné z: https://dx.doi.org/10.1111/jofi.13337.
@article{2399417, author = {Menkveld, Albert J and Dreber, Anna and Holzmeister, Felix and Huber, Juergen and Johannesson, Magnus and Kirchler, Michael and Neususs, Sebastian and Razen, Michael and Weitzel, Utz and AbadandDiaz, David and Abudy, Menachem and Adrian, Tobias and AitandSahalia, Yacine and Akmansoy, Olivier and Alcock, Jamie T and Alexeev, Vitali and Aloosh, Arash and Amato, Livia and Amaya, Diego and Angel, James J and Avetikian, Alejandro T and Bach, Amadeus and Baidoo, Edwin and Bakalli, Gaetan and Bao, Li and Barbon, Andrea and Bashchenko, Oksana and Bindra, Parampreet C and Bjonnes, Geir H and Black, Jeffrey R and Black, Bernard S and Bogoev, Dimitar and Santiago, Bohorquez Correa and Bondarenko, Oleg and Bos, Charles S and BoschandRosa, Ciril and Bouri, Elie and Brownlees, Christian and Calamia, Anna and Cao, Viet Nga and CapelleandBlancard, Gunther and Romero, Laura M Capera and Caporin, Massimiliano and Carrion, Allen and Caskurlu, Tolga and Chakrabarty, Bidisha and Chen, Jian and Chernov, Mikhail and Cheung, William and Chincarini, Ludwig B and Chordia, Tarun and Chow, SheungandChi and Clapham, Benjamin and Colliard, JeanandEdouard and ComertonandForde, Carole and Curran, Edward and Dao, Thong and Dare, Wale and Davies, Ryan J and Riccardo, De Blasis and F, De Nard Gianluca and Declerck, Fany and Deev, Oleg and Degryse, Hans and Deku, Solomon Y and Desagre, Christophe and A, Van Dijk Mathijs and Dim, Chukwuma and Dimpfl, Thomas and Dong, Yun Jiang and Drummond, Philip A and Dudda, Tom and Duevski, Teodor and Dumitrescu, Ariadna and Dyakov, Teodor and Dyhrberg, Anne Haubo and Dzielinski, Michal and Eksi, Asli and Izidin, El Kalak and Saskia, ter Ellen and Eugster, Nicolas and Evans, Martin D D and Farrell, Michael and FelezandVinas, Ester and Ferrara, Gerardo and Ferrouhi, El Mehdi and Flori, Andrea and FluhartyandJaidee, Jonathan T and Foley, Sean D V and Fong, Kingsley Y L and Foucault, Thierry and Franus, Tatiana and Franzoni, Francesco and Frijns, Bart and Frommel, Michael and Fu, Servanna M and Fullbrunn, Sascha C and Gan, Baoqing and Gao, Ge and Gehrig, Thomas P and Gemayel, Roland and Gerritsen, Dirk and GilandBazo, Javier and Gilder, Dudley and Glosten, Lawrence R and Gomez, Thomas and Gorbenko, Arseny and Grammig, Joachim and Gregoire, Vincent and Gucbilmez, Ufuk and Hagstromer, Bjorn and Hambuckers, Julien and Hapnes, Erik and Harris, Jeffrey H and Harris, Lawrence and Hartmann, Simon and Hasse, JeanandBaptiste and Hautsch, Nikolaus and He, XueandZhong and Heath, Davidson and Hediger, Simon and Hendershott, Terrence and Hibbert, Ann Marie and Hjalmarsson, Erik and Hoelscher, Seth A and Hoffmann, Peter and Holden, Craig W and Horenstein, Alex R and Huang, Wenqian and Huang, Da and Hurlin, Christophe and Ilczuk, Konrad and Ivashchenko, Alexey and Iyer, Subramanian R and Jahanshahloo, Hossein and Jalkh, Naji and Jones, Charles M and Jurkatis, Simon and Jylha, Petri and Kaeck, Andreas T and Kaiser, Gabriel and Karam, Arze and Karmaziene, Egle and Kassner, Bernhard and Kaustia, Markku and Kazak, Ekaterina and Kearney, Fearghal and Vincent, Van Kervel and Khan, Saad A and Khomyn, Marta K and Klein, Tony and Klein, Olga and Klos, Alexander and Koetter, Michael and Kolokolov, Aleksey and Korajczyk, Robert A and Kozhan, Roman and Krahnen, Jan P and Kuhle, Paul and Kwan, Amy and Lajaunie, Quentin and Lam, F Y Eric C and Lambert, Marie and Langlois, Hugues and Lausen, Jens and Lauter, Tobias and Leippold, Markus and Levin, Vladimir and Li, Yijie and Li, Hui and Liew, Chee Yoong and Lindner, Thomas and Linton, Oliver and Liu, Jiacheng and Liu, Anqi and Llorente, Guillermo and Lof, Matthijs and Lohr, Ariel and Longstaff, Francis and LopezandLira, Alejandro and Mankad, Shawn and Mano, Nicola and Marchal, Alexis and Martineau, Charles and Mazzola, Francesco and Meloso, Debrah and Mi, Michael G and Mihet, Roxana and Mohan, Vijay and Moinas, Sophie et al.}, article_location = {HOBOKEN}, doi = {http://dx.doi.org/10.1111/jofi.13337}, language = {eng}, issn = {0022-1082}, journal = {JOURNAL OF FINANCE}, title = {Nonstandard Errors}, year = {2024} }
TY - JOUR ID - 2399417 AU - Menkveld, Albert J - Dreber, Anna - Holzmeister, Felix - Huber, Juergen - Johannesson, Magnus - Kirchler, Michael - Neususs, Sebastian - Razen, Michael - Weitzel, Utz - Abad-Diaz, David - Abudy, Menachem - Adrian, Tobias - Ait-Sahalia, Yacine - Akmansoy, Olivier - Alcock, Jamie T - Alexeev, Vitali - Aloosh, Arash - Amato, Livia - Amaya, Diego - Angel, James J - Avetikian, Alejandro T - Bach, Amadeus - Baidoo, Edwin - Bakalli, Gaetan - Bao, Li - Barbon, Andrea - Bashchenko, Oksana - Bindra, Parampreet C - Bjonnes, Geir H - Black, Jeffrey R - Black, Bernard S - Bogoev, Dimitar - Santiago, Bohorquez Correa - Bondarenko, Oleg - Bos, Charles S - Bosch-Rosa, Ciril - Bouri, Elie - Brownlees, Christian - Calamia, Anna - Cao, Viet Nga - Capelle-Blancard, Gunther - Romero, Laura M Capera - Caporin, Massimiliano - Carrion, Allen - Caskurlu, Tolga - Chakrabarty, Bidisha - Chen, Jian - Chernov, Mikhail - Cheung, William - Chincarini, Ludwig B - Chordia, Tarun - Chow, Sheung-Chi - Clapham, Benjamin - Colliard, Jean-Edouard - Comerton-Forde, Carole - Curran, Edward - Dao, Thong - Dare, Wale - Davies, Ryan J - Riccardo, De Blasis - F, De Nard Gianluca - Declerck, Fany - Deev, Oleg - Degryse, Hans - Deku, Solomon Y - Desagre, Christophe - A, Van Dijk Mathijs - Dim, Chukwuma - Dimpfl, Thomas - Dong, Yun Jiang - Drummond, Philip A - Dudda, Tom - Duevski, Teodor - Dumitrescu, Ariadna - Dyakov, Teodor - Dyhrberg, Anne Haubo - Dzielinski, Michal - Eksi, Asli - Izidin, El Kalak - Saskia, ter Ellen - Eugster, Nicolas - Evans, Martin D D - Farrell, Michael - Felez-Vinas, Ester - Ferrara, Gerardo - Ferrouhi, El Mehdi - Flori, Andrea - Fluharty-Jaidee, Jonathan T - Foley, Sean D V - Fong, Kingsley Y L - Foucault, Thierry - Franus, Tatiana - Franzoni, Francesco - Frijns, Bart - Frommel, Michael - Fu, Servanna M - Fullbrunn, Sascha C - Gan, Baoqing - Gao, Ge - Gehrig, Thomas P - Gemayel, Roland - Gerritsen, Dirk - Gil-Bazo, Javier - Gilder, Dudley - Glosten, Lawrence R - Gomez, Thomas - Gorbenko, Arseny - Grammig, Joachim - Gregoire, Vincent - Gucbilmez, Ufuk - Hagstromer, Bjorn - Hambuckers, Julien - Hapnes, Erik - Harris, Jeffrey H - Harris, Lawrence - Hartmann, Simon - Hasse, Jean-Baptiste - Hautsch, Nikolaus - He, Xue-Zhong - Heath, Davidson - Hediger, Simon - Hendershott, Terrence - Hibbert, Ann Marie - Hjalmarsson, Erik - Hoelscher, Seth A - Hoffmann, Peter - Holden, Craig W - Horenstein, Alex R - Huang, Wenqian - Huang, Da - Hurlin, Christophe - Ilczuk, Konrad - Ivashchenko, Alexey - Iyer, Subramanian R - Jahanshahloo, Hossein - Jalkh, Naji - Jones, Charles M - Jurkatis, Simon - Jylha, Petri - Kaeck, Andreas T - Kaiser, Gabriel - Karam, Arze - Karmaziene, Egle - Kassner, Bernhard - Kaustia, Markku - Kazak, Ekaterina - Kearney, Fearghal - Vincent, Van Kervel - Khan, Saad A - Khomyn, Marta K - Klein, Tony - Klein, Olga - Klos, Alexander - Koetter, Michael - Kolokolov, Aleksey - Korajczyk, Robert A - Kozhan, Roman - Krahnen, Jan P - Kuhle, Paul - Kwan, Amy - Lajaunie, Quentin - Lam, F Y Eric C - Lambert, Marie - Langlois, Hugues - Lausen, Jens - Lauter, Tobias - Leippold, Markus - Levin, Vladimir - Li, Yijie - Li, Hui - Liew, Chee Yoong - Lindner, Thomas - Linton, Oliver - Liu, Jiacheng - Liu, Anqi - Llorente, Guillermo - Lof, Matthijs - Lohr, Ariel - Longstaff, Francis - Lopez-Lira, Alejandro - Mankad, Shawn - Mano, Nicola - Marchal, Alexis - Martineau, Charles - Mazzola, Francesco - Meloso, Debrah - Mi, Michael G - Mihet, Roxana - Mohan, Vijay - Moinas, Sophie et al. PY - 2024 TI - Nonstandard Errors JF - JOURNAL OF FINANCE PB - WILEY-BLACKWELL SN - 00221082 N2 - In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across researchers adds uncertainty-nonstandard errors (NSEs). We study NSEs by letting 164 teams test the same hypotheses on the same data. NSEs turn out to be sizable, but smaller for more reproducible or higher rated research. Adding peer-review stages reduces NSEs. We further find that this type of uncertainty is underestimated by participants. ER -
MENKVELD, Albert J, Anna DREBER, Felix HOLZMEISTER, Juergen HUBER, Magnus JOHANNESSON, Michael KIRCHLER, Sebastian NEUSUSS, Michael RAZEN, Utz WEITZEL, David ABAD-DIAZ, Menachem ABUDY, Tobias ADRIAN, Yacine AIT-SAHALIA, Olivier AKMANSOY, Jamie T ALCOCK, Vitali ALEXEEV, Arash ALOOSH, Livia AMATO, Diego AMAYA, James J ANGEL, Alejandro T AVETIKIAN, Amadeus BACH, Edwin BAIDOO, Gaetan BAKALLI, Li BAO, Andrea BARBON, Oksana BASHCHENKO, Parampreet C BINDRA, Geir H BJONNES, Jeffrey R BLACK, Bernard S BLACK, Dimitar BOGOEV, Bohorquez Correa SANTIAGO, Oleg BONDARENKO, Charles S BOS, Ciril BOSCH-ROSA, Elie BOURI, Christian BROWNLEES, Anna CALAMIA, Viet Nga CAO, Gunther CAPELLE-BLANCARD, Laura M Capera ROMERO, Massimiliano CAPORIN, Allen CARRION, Tolga CASKURLU, Bidisha CHAKRABARTY, Jian CHEN, Mikhail CHERNOV, William CHEUNG, Ludwig B CHINCARINI, Tarun CHORDIA, Sheung-Chi CHOW, Benjamin CLAPHAM, Jean-Edouard COLLIARD, Carole COMERTON-FORDE, Edward CURRAN, Thong DAO, Wale DARE, Ryan J DAVIES, De Blasis RICCARDO, De Nard Gianluca F, Fany DECLERCK, Oleg DEEV, Hans DEGRYSE, Solomon Y DEKU, Christophe DESAGRE, Van Dijk Mathijs A, Chukwuma DIM, Thomas DIMPFL, Yun Jiang DONG, Philip A DRUMMOND, Tom DUDDA, Teodor DUEVSKI, Ariadna DUMITRESCU, Teodor DYAKOV, Anne Haubo DYHRBERG, Michal DZIELINSKI, Asli EKSI, El Kalak IZIDIN, ter Ellen SASKIA, Nicolas EUGSTER, Martin D D EVANS, Michael FARRELL, Ester FELEZ-VINAS, Gerardo FERRARA, El Mehdi FERROUHI, Andrea FLORI, Jonathan T FLUHARTY-JAIDEE, Sean D V FOLEY, Kingsley Y L FONG, Thierry FOUCAULT, Tatiana FRANUS, Francesco FRANZONI, Bart FRIJNS, Michael FROMMEL, Servanna M FU, Sascha C FULLBRUNN, Baoqing GAN, Ge GAO, Thomas P GEHRIG, Roland GEMAYEL, Dirk GERRITSEN, Javier GIL-BAZO, Dudley GILDER, Lawrence R GLOSTEN, Thomas GOMEZ, Arseny GORBENKO, Joachim GRAMMIG, Vincent GREGOIRE, Ufuk GUCBILMEZ, Bjorn HAGSTROMER, Julien HAMBUCKERS, Erik HAPNES, Jeffrey H HARRIS, Lawrence HARRIS, Simon HARTMANN, Jean-Baptiste HASSE, Nikolaus HAUTSCH, Xue-Zhong HE, Davidson HEATH, Simon HEDIGER, Terrence HENDERSHOTT, Ann Marie HIBBERT, Erik HJALMARSSON, Seth A HOELSCHER, Peter HOFFMANN, Craig W HOLDEN, Alex R HORENSTEIN, Wenqian HUANG, Da HUANG, Christophe HURLIN, Konrad ILCZUK, Alexey IVASHCHENKO, Subramanian R IYER, Hossein JAHANSHAHLOO, Naji JALKH, Charles M JONES, Simon JURKATIS, Petri JYLHA, Andreas T KAECK, Gabriel KAISER, Arze KARAM, Egle KARMAZIENE, Bernhard KASSNER, Markku KAUSTIA, Ekaterina KAZAK, Fearghal KEARNEY, Van Kervel VINCENT, Saad A KHAN, Marta K KHOMYN, Tony KLEIN, Olga KLEIN, Alexander KLOS, Michael KOETTER, Aleksey KOLOKOLOV, Robert A KORAJCZYK, Roman KOZHAN, Jan P KRAHNEN, Paul KUHLE, Amy KWAN, Quentin LAJAUNIE, F Y Eric C LAM, Marie LAMBERT, Hugues LANGLOIS, Jens LAUSEN, Tobias LAUTER, Markus LEIPPOLD, Vladimir LEVIN, Yijie LI, Hui LI, Chee Yoong LIEW, Thomas LINDNER, Oliver LINTON, Jiacheng LIU, Anqi LIU, Guillermo LLORENTE, Matthijs LOF, Ariel LOHR, Francis LONGSTAFF, Alejandro LOPEZ-LIRA, Shawn MANKAD, Nicola MANO, Alexis MARCHAL, Charles MARTINEAU, Francesco MAZZOLA, Debrah MELOSO, Michael G MI, Roxana MIHET, Vijay MOHAN, Sophie MOINAS, David MOORE, Liangyi MU, Dmitriy MURAVYEV, Dermot MURPHY, Gabor NESZVEDA, Dmitriy MURAVYEV, Dermot MURPHY, Gabor NESZVEDA, Christian NEUMEIER, Ulf NIELSSON, Mahendrarajah NIMALENDRAN, Sven NOLTE, Lars L NORDEN, Peter NEILL, Khaled OBAID, Bernt A ODEGAARD, Per OSTBERG, Emiliano PAGNOTTA, Marcus PAINTER, Stefan PALAN, Imon J PALIT, Andreas PARK, Roberto PASCUAL, Paolo PASQUARIELLO, Lubos PASTOR, Vinay PATEL, Andrew J PATTON, Neil D PEARSON, Loriana PELIZZON, Michele PELLI, Matthias PELSTER, Christophe PERIGNON, Cameron PFIFFER, Richard PHILIP, Tomáš PLÍHAL, Puneet PRAKASH, Oliver-Alexander PRESS, Tina PRODROMOU, Marcel PROKOPCZUK, Talis PUTNINS, Qian YA, Gaurav RAIZADA, David RAKOWSKI, Angelo RANALDO, Luca REGIS, Stefan REITZ, Thomas RENAULT, Rex W RENJIE, Roberto RENO, Steven J RIDDIOUGH, Kalle RINNE, Paul RINTAMAKI, Ryan RIORDAN, Thomas RITTMANNSBERGER, Inaki Rodriguez LONGARELA, Dominik ROESCH, Lavinia ROGNONE, Brian ROSEMAN, Ioanid ROSU, Saurabh ROY, Nicolas RUDOLF, Stephen R RUSH, Khaladdin RZAYEV, Aleksandra A RZEZNIK, Anthony SANFORD, Harikumar SANKARAN, Asani SARKAR, Lucio SARNO, Olivier SCAILLET, Stefan SCHARNOWSKI, Klaus R SCHENK-HOPPE, Andrea SCHERTLER, Michael SCHNEIDER, Florian SCHROEDER, Norman SCHUERHOFF, Philipp SCHUSTER, Marco A SCHWARZ, Mark S SEASHOLES, Norman J SEEGER, Or SHACHAR, Andriy SHKILKO, Jessica SHUI, Mario SIKIC, Giorgia SIMION, Lee A SMALES, Paul SODERLIND, Elvira SOJLI, Konstantin SOKOLOV, Jantje SONKSEN, Laima SPOKEVICIUTE, Denitsa STEFANOVA, Marti G SUBRAHMANYAM, Barnabas SZASZI, Oleksandr TALAVERA, Yuehua TANG, Nick TAYLOR, Wing Wah THAM, Erik THEISSEN, Julian THIMME, Ian TONKS, Hai TRAN, Luca TRAPIN, Anders B TROLLE, M Andreea VADUVA, Giorgio VALENTE, Van Ness Robert A, Aurelio VASQUEZ, Thanos VEROUSIS, Patrick VERWIJMEREN, Anders VILHELMSSON, Grigory VILKOV, Vladimir VLADIMIROV, Sebastian VOGEL, Stefan VOIGT, Wolf WAGNER, Thomas WALTHER, Patrick WEISS, Van der Wel MICHEL, Ingrid M WERNER, Ingrid M WERNER, P Joakim WESTERHOLM, Christian WESTHEIDE, Hans C WIKA, Evert WIPPLINGER, Michael WOLF, Christian C P WOLFF, Leonard WOLK, Wing-Keung WONG, Jan WRAMPELMEYER, Zhen-Xing WU, Shuo XIA, Dacheng XIU, Ke XU, Caihong XU, Pradeep K YADAV, Jose YAGUE, Cheng YAN, Antti YANG, Woongsun YOO, Wenjia YU, Yihe YU, Shihao YU, Bart Z YUESHEN, Darya YUFEROVA, Marcin ZAMOJSKI, Abalfazl ZAREEI, Stefan M ZEISBERGER, Lu ZHANG, S Sarah ZHANG, Xiaoyu ZHANG, Lu ZHAO, Zhuo ZHONG, Z Ivy ZHOU, Chen ZHOU, Xingyu S ZHU, Marius ZOICAN a Remco ZWINKELS. Nonstandard Errors. \textit{JOURNAL OF FINANCE}. HOBOKEN: WILEY-BLACKWELL, 2024, 52 s. ISSN~0022-1082. Dostupné z: https://dx.doi.org/10.1111/jofi.13337.