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