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 and Remco ZWINKELS. Nonstandard Errors. JOURNAL OF FINANCE. HOBOKEN: WILEY-BLACKWELL, 2024, 52 pp. ISSN 0022-1082. Available from: https://dx.doi.org/10.1111/jofi.13337.
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Basic information
Original name Nonstandard Errors
Authors 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 and Remco ZWINKELS.
Edition JOURNAL OF FINANCE, HOBOKEN, WILEY-BLACKWELL, 2024, 0022-1082.
Other information
Original language English
Type of outcome Article in a journal
Field of Study 50200 5.2 Economics and Business
Country of publisher United States of America
Confidentiality degree is not subject to a state or trade secret
Impact factor Impact factor: 8.000 in 2022
Organization unit Faculty of Economics and Administration
Doi http://dx.doi.org/10.1111/jofi.13337
UT WoS 001205268300001
Tags International impact, Reviewed
Changed by Changed by: Mgr. Alžběta Karolyiová, učo 217202. Changed: 5/6/2024 12:54.
Abstract
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.
PrintDisplayed: 24/7/2024 12:21