 Nonstandard ErrorsAlbert Menkveld,
Anna Dreber,
Felix Holzmeister,
Juergen Huber,
Magnus Johannesson,
Michael Kirchler,
Sebastian Neusüß,
Michael Razen,
Utz Weitzel,
David Abad-Díaz,
Tobias Adrian,
Yacine Ait-Sahalia,
Olivier Akmansoy,
Jamie Alcock,
Vitali Alexeev,
Arash Aloosh,
Livia Amato,
Diego Amaya,
James Angel,
Alejandro Avetikian,
Amadeus Bach,
Edwin Baidoo,
Gaetan Bakalli,
Li Bao,
Andrea Barbon,
Oksana Bashchenko,
Parampreet Bindra,
Geir Bjønnes,
Jeffrey Black,
Bernard Black,
Dimitar Bogoev,
Santiago Bohorquez Correa,
Oleg Bondarenko,
Charles Bos,
Ciril Bosch-Rosa,
Elie Bouri,
Christian Brownlees,
Anna Calamia,
Viet Nga Cao,
Gunther Capelle-Blancard,
Laura Romero,
Massimiliano Caporin,
Allen Carrion,
Tolga Caskurlu,
Bidisha Chakrabarty,
Jian Chen,
Mikhail Chernov,
William Cheung,
Ludwig Chincarini,
Tarun Chordia,
Sheung‐chi Chow,
Benjamin Clapham,
Jean‐edouard Colliard,
Carole Comerton-Forde,
Edward Curran,
Thong Dao,
Wale Dare,
Ryan Davies,
Riccardo De Blasis,
Gianluca Nard,
Fany Declerck,
Oleg Deev,
Hans Degryse,
Solomon Deku,
Christophe Desagre,
Mathijs Dijk,
Chukwuma Dim,
Thomas Dimpfl,
Yun Jiang Dong,
Philip Drummond,
Tom Dudda,
Teodor Duevski,
Ariadna Dumitrescu,
Teodor Dyakov,
Anne Haubo Dyhrberg,
Michał Dzieliński,
Asli Eksi,
Izidin El Kalak,
Saskia Ter Ellen,
Nicolas Eugster,
Martin Evans,
Michael Farrell,
Ester Felez-Vinas,
Gerardo Ferrara,
El Mehdi Ferrouhi,
Andrea Flori,
Jonathan Fluharty-Jaidee,
Sean Foley,
Kingsley Fong,
Thierry Foucault,
Tatiana Franus,
Francesco Franzoni,
Bart Frijns,
Michael Frömmel,
Servanna Fu,
Sascha Füllbrunn (),
Baoqing Gan,
Ge Gao,
Thomas Gehrig,
Roland Gemayel,
Dirk Gerritsen,
Javier Gil-Bazo,
Dudley Gilder,
Lawrence Glosten,
Thomas Gomez,
Arseny Gorbenko,
Joachim Grammig,
Vincent Grégoire,
Ufuk Güçbilmez,
Björn Hagströmer,
Julien Hambuckers,
Erik Hapnes,
Jeffrey Harris,
Lawrence Harris,
Simon Hartmann,
Jean‐baptiste Hasse,
Nikolaus Hautsch,
Davidson Heath,
Simon Hediger,
Terrence Hendershott,
Ann Marie Hibbert,
Erik Hjalmarsson,
Seth Hoelscher,
Peter Hoffmann,
Craig Holden,
Alex Horenstein,
Wenqian Huang,
Da Huang,
Christophe Hurlin,
Konrad Ilczuk,
Alexey Ivashchenko,
Subramanian Iyer,
Hossein Jahanshahloo,
Naji Jalkh,
Charles Jones,
Simon Jurkatis,
Petri Jylhä,
Andreas Kaeck,
Gabriel Kaiser,
Arzé Karam,
Egle Karmaziene,
Bernhard Kassner,
Markku Kaustia,
Ekaterina Kazak,
Fearghal Kearney,
Vincent van Kervel,
Saad Khan,
Marta Khomyn,
Tony Klein,
Olga Klein,
Alexander Klos,
Michael Koetter,
Aleksey Kolokolov,
Robert Korajczyk,
Roman Kozhan,
Jan Krahnen,
Paul Kuhle,
Amy Kwan,
Quentin Lajaunie,
F. Lam,
Marie Lambert,
Hugues Langlois,
Jens Lausen,
Tobias Lauter,
Markus Leippold,
Vladimir Levin,
Yijie Li,
Hui Li,
Chee 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 Mi,
Roxana Mihet,
Vijay Mohan,
Sophie Moinas,
David Moore,
Liangyi Mu,
Dmitriy Muravyev,
Dermot Murphy,
Gabor Neszveda,
Christian Neumeier,
Ulf Nielsson,
Mahendrarajah Nimalendran,
Sven Nolte,
Lars Norden,
Peter O'Neill,
Khaled Obaid,
Bernt Ødegaard,
Per Östberg,
Emiliano Pagnotta,
Marcus Painter,
Stefan Palan (),
Imon Palit,
Andreas Park,
Roberto Pascual,
Paolo Pasquariello,
Lubos Pastor,
Vinay Patel,
Andrew Patton,
Neil Pearson,
Loriana Pelizzon,
Michele Pelli,
Matthias Pelster,
Christophe Pérignon,
Cameron Pfiffer,
Richard Philip,
Tomáš Plíhal,
Puneet Prakash,
Oliver‐alexander Press,
Tina Prodromou,
Marcel Prokopczuk,
Talis Putnins,
Ya Qian,
Gaurav Raizada,
David Rakowski,
Angelo Ranaldo,
Luca Regis,
Stefan Reitz,
Thomas Renault,
Rex Renjie,
Roberto Reno,
Steven Riddiough,
Kalle Rinne,
Paul Rintamäki,
Ryan Riordan,
Thomas Rittmannsberger,
Iñaki Rodríguez Longarela,
Dominik Roesch,
Lavinia Rognone,
Brian Roseman,
Ioanid Roşu,
Saurabh Roy,
Nicolas Rudolf,
Stephen Rush,
Khaladdin Rzayev,
Aleksandra Rzeźnik,
Anthony Sanford,
Harikumar Sankaran,
Asani Sarkar,
Lucio Sarno,
Olivier Scaillet,
Stefan Scharnowski,
Klaus Schenk-Hoppé,
Andrea Schertler,
Michael Schneider,
Florian Schroeder,
Norman Schürhoff,
Philipp Schuster,
Marco Schwarz,
Mark Seasholes,
Norman Seeger,
Or Shachar,
Andriy Shkilko,
Jessica Shui,
Mario Sikic,
Giorgia Simion,
Lee Smales,
Paul Söderlind,
Elvira Sojli,
Konstantin Sokolov,
Jantje Sönksen,
Laima Spokeviciute,
Denitsa Stefanova,
Marti Subrahmanyam,
Barnabas Szaszi,
Oleksandr Talavera (),
Yuehua Tang,
Nick Taylor,
Wing Wah Tham,
Erik Theissen,
Julian Thimme,
Ian Tonks,
Hai Tran,
Luca Trapin,
Anders Trolle,
M. Andreea Vaduva,
Giorgio Valente,
Robert Ness,
Aurelio Vasquez,
Thanos Verousis,
Patrick Verwijmeren,
Anders Vilhelmsson,
Grigory Vilkov,
Vladimir Vladimirov,
Sebastian Vogel,
Stefan Voigt,
Wolf Wagner,
Thomas Walther,
Patrick Weiss,
Michel van Der Wel,
Ingrid Werner,
P. Joakim Westerholm,
Christian Westheide,
Hans Wika,
Evert Wipplinger,
Michael Wolf,
Christian Wolff,
Leonard Wolk,
Wing‐keung Wong,
Jan Wrampelmeyer,
Zhen‐xing Wu,
Shuo Xia,
Dacheng Xiu,
Ke Xu,
Caihong Xu,
Pradeep Yadav,
José Yagüe,
Cheng Yan,
Antti Yang,
Woongsun Yoo,
Wenjia Yu,
Yihe Yu,
Shihao Yu,
Bart Yueshen,
Darya Yuferova,
Marcin Zamojski,
Abalfazl Zareei,
Stefan Zeisberger,
Lu Zhang,
S. Sarah Zhang,
Xiaoyu Zhang,
Lu Zhao,
Zhuo Zhong,
Z. Ivy Zhou,
Chen Zhou,
Xingyu Zhu,
Marius Zoican and
Remco Zwinkels
Post-Print from HAL 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. Date: 2024-04-17 Published in Journal of Finance, 2024, 79 (3), pp.2339-2390. ⟨10.1111/jofi.13337⟩ Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04676112 DOI: 10.1111/jofi.13337 Access Statistics for this paper More papers in Post-Print from HAL |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.