Non-Standard Errors
Publikation: Vorabdruck/Dokumentation/Bericht › Arbeitspapier
Beitragende
- Albert J. Menkveld - (Autor:in)
- Menachem (Meni) Abudy - (Autor:in)
- Joachim Grammig - (Autor:in)
- Vincent Gregoire - (Autor:in)
- Björn Hagströmer - (Autor:in)
- Julien Hambuckers - (Autor:in)
- Erik Hapnes - (Autor:in)
- Jeffrey H. Harris - (Autor:in)
- Lawrence Harris - (Autor:in)
- Simon Hartmann - (Autor:in)
- Jean-Baptiste Hasse - (Autor:in)
- Nikolaus Hautsch - (Autor:in)
- Tobias Adrian - (Autor:in)
- Xue-Zhong 'Tony' He - (Autor:in)
- Davidson Heath - (Autor:in)
- Simon Hediger - (Autor:in)
- Terrence J. Hendershott - (Autor:in)
- Ann Marie Hibbert - (Autor:in)
- Erik Hjalmarsson - (Autor:in)
- Seth Hoelscher - (Autor:in)
- Peter Hoffmann - (Autor:in)
- Craig W. Holden - (Autor:in)
- Alex R. Horenstein - (Autor:in)
- Yacine Ait-Sahalia - (Autor:in)
- Wenqian Huang - (Autor:in)
- Da Huang - (Autor:in)
- Christophe Hurlin - (Autor:in)
- Alexey Ivashchenko - (Autor:in)
- Subramanian R. Iyer - (Autor:in)
- Hossein Jahanshahloo - (Autor:in)
- Naji Jalkh - (Autor:in)
- Charles M. Jones - (Autor:in)
- Simon Jurkatis - (Autor:in)
- Petri Jylha - (Autor:in)
- Olivier Akmansoy - (Autor:in)
- Andreas Kaeck - (Autor:in)
- Gabriel Kaiser - (Autor:in)
- Arzé Karam - (Autor:in)
- Egle Karmaziene - (Autor:in)
- Bernhard Kassner - (Autor:in)
- Markku Kaustia - (Autor:in)
- Ekaterina Kazak - (Autor:in)
- Fearghal Kearney - (Autor:in)
- Vincent van Kervel - (Autor:in)
- Saad Khan - (Autor:in)
- Jamie Alcock - (Autor:in)
- Marta Khomyn - (Autor:in)
- Tony Klein - , Professur für Betriebswirtschaftslehre, insbesondere Finanzwirtschaft und Finanzdienstleistungen (FI) (Autor:in)
- Olga Klein - (Autor:in)
- Alexander Klos - (Autor:in)
- Michael Koetter - (Autor:in)
- Jan Pieter Krahnen - (Autor:in)
- Aleksey Kolokolov - (Autor:in)
- Robert A. Korajczyk - (Autor:in)
- Roman Kozhan - (Autor:in)
- Amy Kwan - (Autor:in)
- Vitali Alexeev - (Autor:in)
- Quentin Lajaunie - (Autor:in)
- Full Yet Eric Campbell Lam - (Autor:in)
- Marie Lambert - (Autor:in)
- Hugues Langlois - (Autor:in)
- Jens Lausen - (Autor:in)
- Tobias Lauter - (Autor:in)
- Markus Leippold - (Autor:in)
- Vladimir Levin - (Autor:in)
- Yijie Li - (Autor:in)
- (Michael) Hui Li - (Autor:in)
- Arash Aloosh - (Autor:in)
- Chee Yoong Liew - (Autor:in)
- Thomas Lindner - (Autor:in)
- Oliver B. Linton - (Autor:in)
- Jiacheng Liu - (Autor:in)
- Anqi Liu - (Autor:in)
- Jesus-Guillermo Llorente-Alvarez - (Autor:in)
- Matthijs Lof - (Autor:in)
- Ariel Lohr - (Autor:in)
- Francis A. Longstaff - (Autor:in)
- Alejandro Lopez-Lira - (Autor:in)
- Livia Amato - (Autor:in)
- Shawn Mankad - (Autor:in)
- Nicola Mano - (Autor:in)
- Alexis Marchal - (Autor:in)
- Charles Martineau - (Autor:in)
- Francesco Mazzola - (Autor:in)
- Debrah C Meloso - (Autor:in)
- Roxana Mihet - (Autor:in)
- Vijay Mohan - (Autor:in)
- Sophie Moinas - (Autor:in)
- David Moore - (Autor:in)
- Diego Amaya - (Autor:in)
- Liangyi Mu - (Autor:in)
- Dmitriy Muravyev - (Autor:in)
- Dermot Murphy - (Autor:in)
- Gabor Neszveda - (Autor:in)
- Christian Neumeier - (Autor:in)
- Ulf Nielsson - (Autor:in)
- Mahendrarajah Nimalendran - (Autor:in)
- Sven Nolte - (Autor:in)
- Lars L. Nordén - (Autor:in)
- Peter O'Neill - (Autor:in)
- James J. Angel - (Autor:in)
- Khaled Obaid - (Autor:in)
- Bernt Arne Ødegaard - (Autor:in)
- Per Östberg - (Autor:in)
- Marcus Painter - (Autor:in)
- Stefan Palan - (Autor:in)
- Imon Palit - (Autor:in)
- Andreas Park - (Autor:in)
- Roberto Pascual Gascó - (Autor:in)
- Paolo Pasquariello - (Autor:in)
- Lubos Pastor - (Autor:in)
- Anna Dreber - (Autor:in)
- Amadeus Bach - (Autor:in)
- Vinay Patel - (Autor:in)
- Andrew J. Patton - (Autor:in)
- Neil D. Pearson - (Autor:in)
- Loriana Pelizzon - (Autor:in)
- Matthias Pelster - (Autor:in)
- Christophe Pérignon - (Autor:in)
- Cameron Pfiffer - (Autor:in)
- Richard Philip - (Autor:in)
- Tomáš Plíhal - (Autor:in)
- Puneet Prakash - (Autor:in)
- Edwin Baidoo - (Autor:in)
- Oliver-Alexander Press - (Autor:in)
- Tina Prodromou - (Autor:in)
- Talis J. Putnins - (Autor:in)
- Gaurav Raizada - (Autor:in)
- David A. Rakowski - (Autor:in)
- Angelo Ranaldo - (Autor:in)
- Luca Regis - (Autor:in)
- Stefan Reitz - (Autor:in)
- Thomas Renault - (Autor:in)
- Renjie Wang - (Autor:in)
- Gaetan Bakalli - (Autor:in)
- Roberto Renò - (Autor:in)
- Steven Riddiough - (Autor:in)
- Kalle Rinne - (Autor:in)
- Paul Rintamäki - (Autor:in)
- Ryan Riordan - (Autor:in)
- Thomas Rittmannsberger - (Autor:in)
- Iñaki Rodríguez Longarela - (Autor:in)
- Dominik Rösch - (Autor:in)
- Lavinia Rognone - (Autor:in)
- Brian Roseman - (Autor:in)
- Andrea Barbon - (Autor:in)
- Ioanid Rosu - (Autor:in)
- Saurabh Roy - (Autor:in)
- Nicolas Rudolf - (Autor:in)
- Stephen Rush - (Autor:in)
- Khaladdin Rzayev - (Autor:in)
- Aleksandra Rzeźnik - (Autor:in)
- Anthony Sanford - (Autor:in)
- Harikumar Sankaran - (Autor:in)
- Asani Sarkar - (Autor:in)
- Lucio Sarno - (Autor:in)
- Oksana Bashchenko - (Autor:in)
- Olivier Scaillet - (Autor:in)
- Stefan Scharnowski - (Autor:in)
- Klaus Reiner Schenk-Hoppé - (Autor:in)
- Andrea Schertler - (Autor:in)
- Michael Schneider - (Autor:in)
- Florian Schroeder - (Autor:in)
- Norman Schürhoff - (Autor:in)
- Philipp Schuster - (Autor:in)
- Marco A. Schwarz - (Autor:in)
- Mark S. Seasholes - (Autor:in)
- Parampreet Christopher Bindra - (Autor:in)
- Norman Seeger - (Autor:in)
- Or Shachar - (Autor:in)
- Andriy Shkilko - (Autor:in)
- Jessica Shui - (Autor:in)
- Mario Sikic - (Autor:in)
- Giorgia Simion - (Autor:in)
- Lee A. Smales - (Autor:in)
- Paul Söderlind - (Autor:in)
- Elvira Sojli - (Autor:in)
- Konstantin Sokolov - (Autor:in)
- Geir Hoidal Bjonnes - (Autor:in)
- Laima Spokeviciute - (Autor:in)
- Denitsa Stefanova - (Autor:in)
- Marti G. Subrahmanyam - (Autor:in)
- Sebastian Neusüss - (Autor:in)
- Barnabas Szaszi - (Autor:in)
- Oleksandr Talavera - (Autor:in)
- Yuehua Tang - (Autor:in)
- Nicholas Taylor - (Autor:in)
- Wing Wah Tham - (Autor:in)
- Erik Theissen - (Autor:in)
- Jeffrey R. Black - (Autor:in)
- Julian Thimme - (Autor:in)
- Ian Tonks - (Autor:in)
- Hai Tran - (Autor:in)
- Luca Trapin - (Autor:in)
- Anders B. Trolle - (Autor:in)
- Giorgio Valente - (Autor:in)
- Robert A. Van Ness - (Autor:in)
- Aurelio Vasquez - (Autor:in)
- Thanos Verousis - (Autor:in)
- Patrick Verwijmeren - (Autor:in)
- Bernard S. Black - (Autor:in)
- Anders Vilhelmsson - (Autor:in)
- Grigory Vilkov - (Autor:in)
- Vladimir Vladimirov - (Autor:in)
- Sebastian Vogel - (Autor:in)
- Stefan Voigt - (Autor:in)
- Wolf Wagner - (Autor:in)
- Thomas Walther - , Fakultät Wirtschaftswissenschaften (Autor:in)
- Patrick Weiss - (Autor:in)
- Michel van der Wel - (Autor:in)
- Ingrid M. Werner - (Autor:in)
- Santiago Bohorquez - (Autor:in)
- P. Joakim Westerholm - (Autor:in)
- Christian Westheide - (Autor:in)
- Evert Wipplinger - (Autor:in)
- Michael Wolf - (Autor:in)
- Christian C. P. Wolff - (Autor:in)
- Leonard Wolk - (Autor:in)
- Wing-Keung Wong - (Autor:in)
- Jan Wrampelmeyer - (Autor:in)
- Shuo Xia - (Autor:in)
- Dacheng Xiu - (Autor:in)
- Felix Holzmeister - (Autor:in)
- Oleg Bondarenko - (Autor:in)
- Ke Xu - (Autor:in)
- Caihong Xu - (Autor:in)
- Pradeep K. Yadav - (Autor:in)
- José Yagüe - (Autor:in)
- Cheng Yan - (Autor:in)
- Antti Yang - (Autor:in)
- Woongsun Yoo - (Autor:in)
- Wenjia Yu - (Autor:in)
- Shihao Yu - (Autor:in)
- Bart Zhou Yueshen - (Autor:in)
- Charles S. Bos - (Autor:in)
- Darya Yuferova - (Autor:in)
- Marcin Zamojski - (Autor:in)
- Abalfazl Zareei - (Autor:in)
- Stefan Zeisberger - (Autor:in)
- Sarah Zhang - (Autor:in)
- Xiaoyu Zhang - (Autor:in)
- Zhuo Zhong - (Autor:in)
- Z. Ivy Zhou - (Autor:in)
- Chen Zhou - (Autor:in)
- Xingyu Zhu - (Autor:in)
- Ciril Bosch-Rosa - (Autor:in)
- Marius Zoican - (Autor:in)
- Remco C.J. Zwinkels - (Autor:in)
- Jian Chen - (Autor:in)
- Teodor Duevski - (Autor:in)
- Ge Gao - (Autor:in)
- Roland Gemayel - (Autor:in)
- Dudley Gilder - (Autor:in)
- Paul Kuhle - (Autor:in)
- Emiliano Pagnotta - (Autor:in)
- Michele Pelli - (Autor:in)
- Elie Bouri - (Autor:in)
- Jantje Sönksen - (Autor:in)
- Lu Zhang - (Autor:in)
- Konrad Ilczuk - (Autor:in)
- Dimitar Bogoev - (Autor:in)
- Ya Qian - (Autor:in)
- Hans C. Wika - (Autor:in)
- Yihe Yu - (Autor:in)
- Lu Zhao - (Autor:in)
- Michael Mi - (Autor:in)
- Li Bao - (Autor:in)
- Christian T. Brownlees - (Autor:in)
- Andreea Vaduva - (Autor:in)
- Marcel Prokopczuk - (Autor:in)
- Alejandro Avetikian - (Autor:in)
- Zhen-Xing Wu - (Autor:in)
- Anna Calamia - (Autor:in)
- Viet Nga Cao - (Autor:in)
- Gunther Capelle-Blancard - (Autor:in)
- Laura Capera - (Autor:in)
- Massimiliano Caporin - (Autor:in)
- Juergen Huber - (Autor:in)
- Allen Carrion - (Autor:in)
- Tolga Caskurlu - (Autor:in)
- Bidisha Chakrabarty - (Autor:in)
- Mikhail Chernov - (Autor:in)
- William Ming Yan Cheung - (Autor:in)
- Ludwig B. Chincarini - (Autor:in)
- Tarun Chordia - (Autor:in)
- Sheung Chi Chow - (Autor:in)
- Benjamin Clapham - (Autor:in)
- Jean-Edouard Colliard - (Autor:in)
- Magnus Johanneson - (Autor:in)
- Carole Comerton-Forde - (Autor:in)
- Edward Curran - (Autor:in)
- Thong Dao - (Autor:in)
- Wale Dare - (Autor:in)
- Ryan J. Davies - (Autor:in)
- Riccardo De Blasis - (Autor:in)
- Gianluca De Nard - (Autor:in)
- Fany Declerck - (Autor:in)
- Oleg Deev - (Autor:in)
- Hans Degryse - (Autor:in)
- Michael Kirchler - (Autor:in)
- Solomon Deku - (Autor:in)
- Christophe Desagre - (Autor:in)
- Mathijs A. Van Dijk - (Autor:in)
- Chukwuma Dim - (Autor:in)
- Thomas Dimpfl - (Autor:in)
- Yun Jiang Dong - (Autor:in)
- Philip Drummond - (Autor:in)
- Tom Dudda - , Professur für Betriebswirtschaftslehre, insbesondere Finanzwirtschaft und Finanzdienstleistungen (FI) (Autor:in)
- Ariadna Dumitrescu - (Autor:in)
- Teodor Dyakov - (Autor:in)
- Michael Razen - (Autor:in)
- Anne Haubo Dyhrberg - (Autor:in)
- Michał Dzieliński - (Autor:in)
- Asli Eksi - (Autor:in)
- Izidin El Kalak - (Autor:in)
- Saskia ter Ellen - (Autor:in)
- Nicolas Eugster - (Autor:in)
- Martin D.D. Evans - (Autor:in)
- Michael Farrell - (Autor:in)
- Ester Félez-Viñas - (Autor:in)
- Gerardo Ferrara - (Autor:in)
- Utz Weitzel - (Autor:in)
- El Mehdi FERROUHI - (Autor:in)
- Andrea Flori - (Autor:in)
- Jonathan Fluharty-Jaidee - (Autor:in)
- Sean Foley - (Autor:in)
- Kingsley Y. L. Fong - (Autor:in)
- Thierry Foucault - (Autor:in)
- Tatiana Franus - (Autor:in)
- Francesco A. Franzoni - (Autor:in)
- Bart Frijns - (Autor:in)
- Michael Frömmel - (Autor:in)
- David Abad - (Autor:in)
- Servanna Mianjun Fu - (Autor:in)
- Sascha Füllbrunn - (Autor:in)
- Baoqing Gan - (Autor:in)
- Thomas Gehrig - (Autor:in)
- Dirk Gerritsen - (Autor:in)
- Javier Gil-Bazo - (Autor:in)
- Lawrence R. Glosten - (Autor:in)
- Thomas Gomez - (Autor:in)
- Arseny Gorbenko - (Autor:in)
- Ufuk Güçbilmez - (Autor:in)
Abstract
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in sample 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: non-standard errors. To study them, we let 164 teams test six hypotheses on the same sample. We find that non-standard errors are sizeable, on par with standard errors. Their size (i) co-varies only weakly with team merits, reproducibility, or peer rating, (ii) declines significantly after peer-feedback, and (iii) is underestimated by participants.
Details
Originalsprache | Englisch |
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Publikationsstatus | Veröffentlicht - 23 Nov. 2021 |
Publikationsreihe
Reihe | SSRN eLibrary / Social Science Research Network |
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ISSN | 1556-5068 |
Externe IDs
ORCID | /0000-0003-4359-987X/work/142255145 |
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Schlagworte
Schlagwörter
- non-standard errors, multi-analyst approach, liquidity