Publications

Authors:

Menkveld, ALBERT J.; Dreber, Anna; Holzmeister, Felix; Huber, Juergen; Johannesson, Magnus; Kirchler, Michael; Neusüß, Sebastian; Razen, Michael; Weitzel, Utz; Abad‐díaz, David; Abudy, MENACHEM (MENI); 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.; Bjønnes, GEIR H.; Black, JEFFREY R.; Black, BERNARD S.; Bogoev, Dimitar; Correa, SANTIAGO BOHORQUEZ; 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.; Blasis, RICCARDO DE; Nard, GIANLUCA F. DE; Declerck, Fany; Deev, Oleg; Degryse, Hans; Deku, SOLOMON Y.; Desagre, Christophe; Dijk, MATHIJS A. VAN; Dim, Chukwuma; Dimpfl, Thomas; Dong, YUN JIANG; Drummond, PHILIP A.; Dudda, Tom; Duevski, Teodor; Dumitrescu, Ariadna; Dyakov, Teodor; Dyhrberg, ANNE HAUBO; Dzieliński, Michał; Eksi, Asli; Kalak, IZIDIN EL; Ellen, SASKIA TER; 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; Frömmel, Michael; Fu, SERVANNA M.; Füllbrunn, 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; Grégoire, Vincent; Güçbilmez, Ufuk; Hagströmer, Björn; Hambuckers, Julien; Hapnes, Erik; Harris, JEFFREY H.; Harris, Lawrence; Hartmann, Simon; Hasse, Jean‐baptiste; Hautsch, Nikolaus; He, XUE‐ZHONG (TONY); 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; Jylhä, Petri; Kaeck, ANDREAS T.; Kaiser, Gabriel; Karam, Arzé; Karmaziene, Egle; Kassner, Bernhard; Kaustia, Markku; Kazak, Ekaterina; Kearney, Fearghal; Kervel, VINCENT VAN; 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; Moore, David; Mu, Liangyi; Muravyev, Dmitriy; Murphy, Dermot; Neszveda, Gabor; Neumeier, Christian; Nielsson, Ulf; Nimalendran, Mahendrarajah; Nolte, Sven; Norden, LARS L.; O'Neill, Peter; Obaid, Khaled; Ødegaard, BERNT A.; Östberg, Per; Pagnotta, Emiliano; Painter, Marcus; Palan, Stefan; Palit, IMON J.; Park, Andreas; Pascual, Roberto; Pasquariello, Paolo; Pastor, Lubos; Patel, Vinay; Patton, ANDREW J.; Pearson, NEIL D.; Pelizzon, Loriana; Pelli, Michele; Pelster, Matthias; Pérignon, Christophe; Pfiffer, Cameron; Philip, Richard; Plíhal, Tomáš; Prakash, Puneet; Press, Olive

Title:

Nonstandard Errors

Year:

2024

Type of item:

Articolo in Rivista

Tipologia ANVUR:

Articolo su rivista

Language:

Inglese

Referee:

No

Name of journal:

THE JOURNAL OF FINANCE

ISSN of journal:

0022-1082

N° Volume:

79

Number or Folder:

3

Page numbers:

2339-2390

Keyword:

nonstandard, errors

Short description of contents:

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.

Product ID:

141057

Handle IRIS:

11562/1136448

Last Modified:

November 13, 2024

Bibliographic citation:

Menkveld, ALBERT J.; Dreber, Anna; Holzmeister, Felix; Huber, Juergen; Johannesson, Magnus; Kirchler, Michael; Neusüß, Sebastian; Razen, Michael; Weitzel, Utz; Abad‐díaz, David; Abudy, MENACHEM (MENI); 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.; Bjønnes, GEIR H.; Black, JEFFREY R.; Black, BERNARD S.; Bogoev, Dimitar; Correa, SANTIAGO BOHORQUEZ; 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.; Blasis, RICCARDO DE; Nard, GIANLUCA F. DE; Declerck, Fany; Deev, Oleg; Degryse, Hans; Deku, SOLOMON Y.; Desagre, Christophe; Dijk, MATHIJS A. VAN; Dim, Chukwuma; Dimpfl, Thomas; Dong, YUN JIANG; Drummond, PHILIP A.; Dudda, Tom; Duevski, Teodor; Dumitrescu, Ariadna; Dyakov, Teodor; Dyhrberg, ANNE HAUBO; Dzieliński, Michał; Eksi, Asli; Kalak, IZIDIN EL; Ellen, SASKIA TER; 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; Frömmel, Michael; Fu, SERVANNA M.; Füllbrunn, 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; Grégoire, Vincent; Güçbilmez, Ufuk; Hagströmer, Björn; Hambuckers, Julien; Hapnes, Erik; Harris, JEFFREY H.; Harris, Lawrence; Hartmann, Simon; Hasse, Jean‐baptiste; Hautsch, Nikolaus; He, XUE‐ZHONG (TONY); 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; Jylhä, Petri; Kaeck, ANDREAS T.; Kaiser, Gabriel; Karam, Arzé; Karmaziene, Egle; Kassner, Bernhard; Kaustia, Markku; Kazak, Ekaterina; Kearney, Fearghal; Kervel, VINCENT VAN; 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; Moore, David; Mu, Liangyi; Muravyev, Dmitriy; Murphy, Dermot; Neszveda, Gabor; Neumeier, Christian; Nielsson, Ulf; Nimalendran, Mahendrarajah; Nolte, Sven; Norden, LARS L.; O'Neill, Peter; Obaid, Khaled; Ødegaard, BERNT A.; Östberg, Per; Pagnotta, Emiliano; Painter, Marcus; Palan, Stefan; Palit, IMON J.; Park, Andreas; Pascual, Roberto; Pasquariello, Paolo; Pastor, Lubos; Patel, Vinay; Patton, ANDREW J.; Pearson, NEIL D.; Pelizzon, Loriana; Pelli, Michele; Pelster, Matthias; Pérignon, Christophe; Pfiffer, Cameron; Philip, Richard; Plíhal, Tomáš; Prakash, Puneet; Press, Olive, Nonstandard Errors «THE JOURNAL OF FINANCE» , vol. 79 , n. 3 , 2024 , pp. 2339-2390

Consulta la scheda completa presente nel repository istituzionale della Ricerca di Ateneo