Nonstandard errors
Menkveld, Albert J.; Dreber, Anna; Holzmeister, Felix; Huber, Juergen; Johannesson, Magnus; Kirchler, Michael; Neusüß, Sebastian; Razen, Michael; Weitzel, Utz; Abad-Díaz, David; +333 more...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.; 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; 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, Oliver Alexander; Prodromou, Tina; Prokopczuk, Marcel; Putnins, Talis; Qian, Ya; Raizada, Gaurav; Rakowski, David; Ranaldo, Angelo; Regis, Luca; Reitz, Stefan; Renault, Thomas; Renjie, Rex W.; Reno, Roberto; Riddiough, Steven J.; Rinne, Kalle; Rintamäki, Paul; Riordan, Ryan; Rittmannsberger, Thomas; Longarela, Iñaki Rodríguez; Roesch, Dominik; Rognone, Lavinia; Roseman, Brian; Roşu, Ioanid; Roy, Saurabh; Rudolf, Nicolas; Rush, Stephen R.; Rzayev, Khaladdin; Rzeźnik, Aleksandra A.; Sanford, Anthony; Sankaran, Harikumar; Sarkar, Asani; Sarno, Lucio; Scaillet, Olivier; Scharnowski, Stefan; Schenk-Hoppé, Klaus R.; Schertler, Andrea; Schneider, Michael; Schroeder, Florian; Schürhoff, Norman; Schuster, Philipp; Schwarz, Marco A.; Seasholes, Mark S.; Seeger, Norman J.; Shachar, Or; Shkilko, Andriy; Shui, Jessica; Sikic, Mario; Simion, Giorgia; Smales, Lee A.; Söderlind, Paul; Sojli, Elvira; Sokolov, Konstantin; Sönksen, Jantje; Spokeviciute, Laima; Stefanova, Denitsa; Subrahmanyam, Marti G.; Szaszi, Barnabas; Talavera, Oleksandr; Tang, Yuehua; Taylor, Nick; Tham, Wing Wah; Theissen, Erik; Thimme, Julian; Tonks, Ian; Tran, Hai; Trapin, Luca; Trolle, Anders B.; Vaduva, M. Andreea; Valente, Giorgio; Ness, Robert A.Van; Vasquez, Aurelio; Verousis, Thanos; Verwijmeren, Patrick; Vilhelmsson, Anders; Vilkov, Grigory; Vladimirov, Vladimir; Vogel, Sebastian; Voigt, Stefan; Wagner, Wolf; Walther, Thomas; Weiss, Patrick; Wel, Michel Van Der; Werner, Ingrid M.; Westerholm, P. Joakim; Westheide, Christian; Wika, Hans C.; Wipplinger, Evert; Wolf, Michael; Wolff, Christian C.P.; Wolk, Leonard; Wong, Wing Keung; Wrampelmeyer, Jan; Wu, Zhen Xing; Xia, Shuo; Xiu, Dacheng; Xu, Ke; Xu, Caihong; Yadav, Pradeep K.; Yagüe, José; Yan, Cheng; Yang, Antti; Yoo, Woongsun; Yu, Wenjia; Yu, Yihe; Yu, Shihao; Yueshen, Bart Z.; Yuferova, Darya; Zamojski, Marcin; Zareei, Abalfazl; Zeisberger, Stefan M.; Zhang, Lu; Zhang, S. Sarah; Zhang, Xiaoyu; Zhao, Lu; Zhong, Zhuo; Zhou, Z. Ivy; Zhou, Chen; Zhu, Xingyu S.; Zoican, Marius; and Zwinkels, Remco
Nonstandard errors.
Journal of Finance, 79 (3).
2339 - 2390.
ISSN 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.
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