Nonstandard Errors
MENKVELD, AJ
DREBER, A
HOLZMEISTER, F
HUBER, J
JOHANNESSON, M
KIRCHLER, M
NEUSÜß, S
RAZEN, M
WEITZEL, U
ABAD‐DÍAZ, D
ABUDY, M
MANO, N
MARCHAL, A
MARTINEAU, C
MAZZOLA, F
MELOSO, D
MI, MG
MIHET, R
MOHAN, V
MOINAS, S
ANGEL, JJ
GEMAYEL, R
MOORE, D
MU, L
MURAVYEV, D
MURPHY, D
NESZVEDA, G
NEUMEIER, C
NIELSSON, U
NIMALENDRAN, M
NOLTE, S
NORDEN, LL
GERRITSEN, D
AVETIKIAN, AT
O'NEILL, P
OBAID, K
ØDEGAARD, BA
ÖSTBERG, P
PAGNOTTA, E
PAINTER, M
PALAN, S
PALIT, IJ
PARK, A
GIL‐BAZO, J
PASCUAL, R
BACH, A
PASQUARIELLO, P
PASTOR, L
PATEL, V
PATTON, AJ
PEARSON, ND
PELIZZON, L
PELLI, M
PELSTER, M
GILDER, D
PÉRIGNON, C
PFIFFER, C
BAIDOO, E
PHILIP, R
PLÍHAL, T
PRAKASH, P
PRESS, O
PRODROMOU, T
PROKOPCZUK, M
PUTNINS, T
GLOSTEN, LR
QIAN, Y
RAIZADA, G
RAKOWSKI, D
BAKALLI, G
RANALDO, A
REGIS, L
REITZ, S
RENAULT, T
RENJIE, RW
RENO, R
GOMEZ, T
RIDDIOUGH, SJ
RINNE, K
RINTAMÄKI, P
RIORDAN, R
BAO, L
RITTMANNSBERGER, T
LONGARELA, IR
ROESCH, D
ROGNONE, L
ROSEMAN, B
GORBENKO, A
ROŞU, I
ROY, S
RUDOLF, N
RUSH, SR
RZAYEV, K
BARBON, A
RZEŹNIK, AA
SANFORD, A
SANKARAN, H
SARKAR, A
GRAMMIG, J
SARNO, L
SCAILLET, O
SCHARNOWSKI, S
SCHENK‐HOPPÉ, KR
SCHERTLER, A
SCHNEIDER, M
BASHCHENKO, O
SCHROEDER, F
SCHÜRHOFF, N
SCHUSTER, P
GRÉGOIRE, V
SCHWARZ, MA
SEASHOLES, MS
SEEGER, NJ
SHACHAR, O
SHKILKO, A
SHUI, J
SIKIC, M
BINDRA, PC
SIMION, G
SMALES, LA
GÜÇBILMEZ, U
SÖDERLIND, P
SOJLI, E
SOKOLOV, K
SÖNKSEN, J
SPOKEVICIUTE, L
STEFANOVA, D
SUBRAHMANYAM, MG
SZASZI, B
BJØNNES, GH
TALAVERA, O
ADRIAN, T
TANG, Y
TAYLOR, N
THAM, W
THEISSEN, E
THIMME, J
TONKS, I
TRAN, H
TRAPIN, L
TROLLE, AB
BLACK, JR
HAGSTRÖMER, B
VADUVA, MA
VALENTE, G
VAN NESS, RA
VASQUEZ, A
VEROUSIS, T
VERWIJMEREN, P
VILHELMSSON, A
VILKOV, G
VLADIMIROV, V
VOGEL, S
HAMBUCKERS, J
BLACK, BS
VOIGT, S
WAGNER, W
WALTHER, T
WEISS, P
VAN DER WEL, M
WERNER, IM
WESTERHOLM, PJ
WESTHEIDE, C
WIKA, HC
HAPNES, E
WIPPLINGER, E
BOGOEV, D
WOLF, M
WOLFF, CCP
WOLK, L
WONG, W
WRAMPELMEYER, J
WU, Z
XIA, S
XIU, D
HARRIS, JH
XU, K
XU, C
CORREA, SB
YADAV, PK
YAGÜE, J
YAN, C
YANG, A
YOO, W
YU, W
YU, Y
HARRIS, L
YU, S
YUESHEN, BZ
YUFEROVA, D
BONDARENKO, O
ZAMOJSKI, M
ZAREEI, A
ZEISBERGER, SM
ZHANG, L
ZHANG, SS
ZHANG, X
HARTMANN, S
ZHAO, L
ZHONG, Z
ZHOU, ZI
ZHOU, C
BOS, CS
ZHU, XS
ZOICAN, M
ZWINKELS, R
BOSCH‐ROSA, C
BOURI, E
HASSE, J
BROWNLEES, C
CALAMIA, A
CAO, VN
CAPELLE‐BLANCARD, G
ROMERO, LMC
CAPORIN, M
CARRION, A
CASKURLU, T
CHAKRABARTY, B
CHEN, J
HAUTSCH, N
CHERNOV, M
CHEUNG, W
CHINCARINI, LB
CHORDIA, T
CHOW, S
CLAPHAM, B
COLLIARD, J
COMERTON‐FORDE, C
CURRAN, E
DAO, T
HE, X
DARE, W
DAVIES, RJ
DE BLASIS, R
DE NARD, GF
DECLERCK, F
DEEV, O
DEGRYSE, H
DEKU, SY
DESAGRE, C
VAN DIJK, MA
HEATH, D
DIM, C
DIMPFL, T
DONG, YJ
DRUMMOND, PA
DUDDA, T
DUEVSKI, T
DUMITRESCU, A
DYAKOV, T
DYHRBERG, AH
DZIELIŃSKI, M
AIT‐SAHALIA, Y
EKSI, A
KALAK, IE
ELLEN, ST
EUGSTER, N
EVANS, MDD
FARRELL, M
FELEZ‐VINAS, E
FERRARA, G
FERROUHI, EM
FLORI, A
HEDIGER, S
FLUHARTY‐JAIDEE, JT
FOLEY, SDV
FONG, KYL
FOUCAULT, T
FRANUS, T
FRANZONI, F
FRIJNS, B
FRÖMMEL, M
FU, SM
FÜLLBRUNN, SC
HENDERSHOTT, T
GAN, B
GAO, G
GEHRIG, TP
HIBBERT, AM
HJALMARSSON, E
HOELSCHER, SA
HOFFMANN, P
HOLDEN, CW
HORENSTEIN, AR
HUANG, W
HUANG, D
AKMANSOY, O
HURLIN, C
ILCZUK, K
IVASHCHENKO, A
IYER, SR
JAHANSHAHLOO, H
JALKH, N
JONES, CM
JURKATIS, S
JYLHÄ, P
KAECK, AT
ALCOCK, JT
KAISER, G
KARAM, A
KARMAZIENE, E
KASSNER, B
KAUSTIA, M
KAZAK, E
KEARNEY, F
VAN KERVEL, V
KHAN, SA
KHOMYN, MK
ALEXEEV, V
KLEIN, T
KLEIN, O
KLOS, A
KOETTER, M
KOLOKOLOV, A
KORAJCZYK, RA
KOZHAN, R
KRAHNEN, JP
KUHLE, P
KWAN, A
ALOOSH, A
LAJAUNIE, Q
LAM, FYEC
LAMBERT, M
LANGLOIS, H
LAUSEN, J
LAUTER, T
LEIPPOLD, M
LEVIN, V
LI, Y
LI, H
AMATO, L
LIEW, CY
LINDNER, T
LINTON, O
LIU, J
LIU, A
LLORENTE, G
LOF, M
LOHR, A
LONGSTAFF, F
LOPEZ‐LIRA, A
AMAYA, D
MANKAD, S
- Publisher:
- Wiley
- Publication Type:
- Journal Article
- Citation:
- The Journal of Finance, 2024, 79, (3), pp. 2339-2390
- Issue Date:
- 2024-06
Open Access
Copyright Clearance Process
- Recently Added
- In Progress
- Open Access
This item is open access.
Full metadata record
Field | Value | Language |
---|---|---|
dc.contributor.author | MENKVELD, AJ | |
dc.contributor.author | DREBER, A | |
dc.contributor.author | HOLZMEISTER, F | |
dc.contributor.author | HUBER, J | |
dc.contributor.author | JOHANNESSON, M | |
dc.contributor.author | KIRCHLER, M | |
dc.contributor.author | NEUSÜß, S | |
dc.contributor.author | RAZEN, M | |
dc.contributor.author | WEITZEL, U | |
dc.contributor.author | ABAD‐DÍAZ, D | |
dc.contributor.author | ABUDY, M | |
dc.contributor.author | MANO, N | |
dc.contributor.author | MARCHAL, A | |
dc.contributor.author | MARTINEAU, C | |
dc.contributor.author | MAZZOLA, F | |
dc.contributor.author | MELOSO, D | |
dc.contributor.author | MI, MG | |
dc.contributor.author | MIHET, R | |
dc.contributor.author | MOHAN, V | |
dc.contributor.author | MOINAS, S | |
dc.contributor.author | ANGEL, JJ | |
dc.contributor.author | GEMAYEL, R | |
dc.contributor.author | MOORE, D | |
dc.contributor.author | MU, L | |
dc.contributor.author | MURAVYEV, D | |
dc.contributor.author | MURPHY, D | |
dc.contributor.author | NESZVEDA, G | |
dc.contributor.author | NEUMEIER, C | |
dc.contributor.author | NIELSSON, U | |
dc.contributor.author | NIMALENDRAN, M | |
dc.contributor.author | NOLTE, S | |
dc.contributor.author | NORDEN, LL | |
dc.contributor.author | GERRITSEN, D | |
dc.contributor.author | AVETIKIAN, AT | |
dc.contributor.author | O'NEILL, P | |
dc.contributor.author | OBAID, K | |
dc.contributor.author | ØDEGAARD, BA | |
dc.contributor.author | ÖSTBERG, P | |
dc.contributor.author | PAGNOTTA, E | |
dc.contributor.author | PAINTER, M | |
dc.contributor.author | PALAN, S | |
dc.contributor.author | PALIT, IJ | |
dc.contributor.author | PARK, A | |
dc.contributor.author | GIL‐BAZO, J | |
dc.contributor.author | PASCUAL, R | |
dc.contributor.author | BACH, A | |
dc.contributor.author | PASQUARIELLO, P | |
dc.contributor.author | PASTOR, L | |
dc.contributor.author | PATEL, V | |
dc.contributor.author | PATTON, AJ | |
dc.contributor.author | PEARSON, ND | |
dc.contributor.author | PELIZZON, L | |
dc.contributor.author | PELLI, M | |
dc.contributor.author | PELSTER, M | |
dc.contributor.author | GILDER, D | |
dc.contributor.author | PÉRIGNON, C | |
dc.contributor.author | PFIFFER, C | |
dc.contributor.author | BAIDOO, E | |
dc.contributor.author | PHILIP, R | |
dc.contributor.author | PLÍHAL, T | |
dc.contributor.author | PRAKASH, P | |
dc.contributor.author | PRESS, O | |
dc.contributor.author | PRODROMOU, T | |
dc.contributor.author | PROKOPCZUK, M | |
dc.contributor.author | PUTNINS, T | |
dc.contributor.author | GLOSTEN, LR | |
dc.contributor.author | QIAN, Y | |
dc.contributor.author | RAIZADA, G | |
dc.contributor.author | RAKOWSKI, D | |
dc.contributor.author | BAKALLI, G | |
dc.contributor.author | RANALDO, A | |
dc.contributor.author | REGIS, L | |
dc.contributor.author | REITZ, S | |
dc.contributor.author | RENAULT, T | |
dc.contributor.author | RENJIE, RW | |
dc.contributor.author | RENO, R | |
dc.contributor.author | GOMEZ, T | |
dc.contributor.author | RIDDIOUGH, SJ | |
dc.contributor.author | RINNE, K | |
dc.contributor.author | RINTAMÄKI, P | |
dc.contributor.author | RIORDAN, R | |
dc.contributor.author | BAO, L | |
dc.contributor.author | RITTMANNSBERGER, T | |
dc.contributor.author | LONGARELA, IR | |
dc.contributor.author | ROESCH, D | |
dc.contributor.author | ROGNONE, L | |
dc.contributor.author | ROSEMAN, B | |
dc.contributor.author | GORBENKO, A | |
dc.contributor.author | ROŞU, I | |
dc.contributor.author | ROY, S | |
dc.contributor.author | RUDOLF, N | |
dc.contributor.author | RUSH, SR | |
dc.contributor.author | RZAYEV, K | |
dc.contributor.author | BARBON, A | |
dc.contributor.author | RZEŹNIK, AA | |
dc.contributor.author | SANFORD, A | |
dc.contributor.author | SANKARAN, H | |
dc.contributor.author | SARKAR, A | |
dc.contributor.author | GRAMMIG, J | |
dc.contributor.author | SARNO, L | |
dc.contributor.author | SCAILLET, O | |
dc.contributor.author | SCHARNOWSKI, S | |
dc.contributor.author | SCHENK‐HOPPÉ, KR | |
dc.contributor.author | SCHERTLER, A | |
dc.contributor.author | SCHNEIDER, M | |
dc.contributor.author | BASHCHENKO, O | |
dc.contributor.author | SCHROEDER, F | |
dc.contributor.author | SCHÜRHOFF, N | |
dc.contributor.author | SCHUSTER, P | |
dc.contributor.author | GRÉGOIRE, V | |
dc.contributor.author | SCHWARZ, MA | |
dc.contributor.author | SEASHOLES, MS | |
dc.contributor.author | SEEGER, NJ | |
dc.contributor.author | SHACHAR, O | |
dc.contributor.author | SHKILKO, A | |
dc.contributor.author | SHUI, J | |
dc.contributor.author | SIKIC, M | |
dc.contributor.author | BINDRA, PC | |
dc.contributor.author | SIMION, G | |
dc.contributor.author | SMALES, LA | |
dc.contributor.author | GÜÇBILMEZ, U | |
dc.contributor.author | SÖDERLIND, P | |
dc.contributor.author | SOJLI, E | |
dc.contributor.author | SOKOLOV, K | |
dc.contributor.author | SÖNKSEN, J | |
dc.contributor.author | SPOKEVICIUTE, L | |
dc.contributor.author | STEFANOVA, D | |
dc.contributor.author | SUBRAHMANYAM, MG | |
dc.contributor.author | SZASZI, B | |
dc.contributor.author | BJØNNES, GH | |
dc.contributor.author | TALAVERA, O | |
dc.contributor.author | ADRIAN, T | |
dc.contributor.author | TANG, Y | |
dc.contributor.author | TAYLOR, N | |
dc.contributor.author | THAM, W | |
dc.contributor.author | THEISSEN, E | |
dc.contributor.author | THIMME, J | |
dc.contributor.author | TONKS, I | |
dc.contributor.author | TRAN, H | |
dc.contributor.author | TRAPIN, L | |
dc.contributor.author | TROLLE, AB | |
dc.contributor.author | BLACK, JR | |
dc.contributor.author | HAGSTRÖMER, B | |
dc.contributor.author | VADUVA, MA | |
dc.contributor.author | VALENTE, G | |
dc.contributor.author | VAN NESS, RA | |
dc.contributor.author | VASQUEZ, A | |
dc.contributor.author | VEROUSIS, T | |
dc.contributor.author | VERWIJMEREN, P | |
dc.contributor.author | VILHELMSSON, A | |
dc.contributor.author | VILKOV, G | |
dc.contributor.author | VLADIMIROV, V | |
dc.contributor.author | VOGEL, S | |
dc.contributor.author | HAMBUCKERS, J | |
dc.contributor.author | BLACK, BS | |
dc.contributor.author | VOIGT, S | |
dc.contributor.author | WAGNER, W | |
dc.contributor.author | WALTHER, T | |
dc.contributor.author | WEISS, P | |
dc.contributor.author | VAN DER WEL, M | |
dc.contributor.author | WERNER, IM | |
dc.contributor.author | WESTERHOLM, PJ | |
dc.contributor.author | WESTHEIDE, C | |
dc.contributor.author | WIKA, HC | |
dc.contributor.author | HAPNES, E | |
dc.contributor.author | WIPPLINGER, E | |
dc.contributor.author | BOGOEV, D | |
dc.contributor.author | WOLF, M | |
dc.contributor.author | WOLFF, CCP | |
dc.contributor.author | WOLK, L | |
dc.contributor.author | WONG, W | |
dc.contributor.author | WRAMPELMEYER, J | |
dc.contributor.author | WU, Z | |
dc.contributor.author | XIA, S | |
dc.contributor.author | XIU, D | |
dc.contributor.author | HARRIS, JH | |
dc.contributor.author | XU, K | |
dc.contributor.author | XU, C | |
dc.contributor.author | CORREA, SB | |
dc.contributor.author | YADAV, PK | |
dc.contributor.author | YAGÜE, J | |
dc.contributor.author | YAN, C | |
dc.contributor.author | YANG, A | |
dc.contributor.author | YOO, W | |
dc.contributor.author | YU, W | |
dc.contributor.author | YU, Y | |
dc.contributor.author | HARRIS, L | |
dc.contributor.author | YU, S | |
dc.contributor.author | YUESHEN, BZ | |
dc.contributor.author | YUFEROVA, D | |
dc.contributor.author | BONDARENKO, O | |
dc.contributor.author | ZAMOJSKI, M | |
dc.contributor.author | ZAREEI, A | |
dc.contributor.author | ZEISBERGER, SM | |
dc.contributor.author | ZHANG, L | |
dc.contributor.author | ZHANG, SS | |
dc.contributor.author | ZHANG, X | |
dc.contributor.author | HARTMANN, S | |
dc.contributor.author | ZHAO, L | |
dc.contributor.author | ZHONG, Z | |
dc.contributor.author | ZHOU, ZI | |
dc.contributor.author | ZHOU, C | |
dc.contributor.author | BOS, CS | |
dc.contributor.author | ZHU, XS | |
dc.contributor.author | ZOICAN, M | |
dc.contributor.author | ZWINKELS, R | |
dc.contributor.author | BOSCH‐ROSA, C | |
dc.contributor.author | BOURI, E | |
dc.contributor.author | HASSE, J | |
dc.contributor.author | BROWNLEES, C | |
dc.contributor.author | CALAMIA, A | |
dc.contributor.author | CAO, VN | |
dc.contributor.author | CAPELLE‐BLANCARD, G | |
dc.contributor.author | ROMERO, LMC | |
dc.contributor.author | CAPORIN, M | |
dc.contributor.author | CARRION, A | |
dc.contributor.author | CASKURLU, T | |
dc.contributor.author | CHAKRABARTY, B | |
dc.contributor.author | CHEN, J | |
dc.contributor.author | HAUTSCH, N | |
dc.contributor.author | CHERNOV, M | |
dc.contributor.author | CHEUNG, W | |
dc.contributor.author | CHINCARINI, LB | |
dc.contributor.author | CHORDIA, T | |
dc.contributor.author | CHOW, S | |
dc.contributor.author | CLAPHAM, B | |
dc.contributor.author | COLLIARD, J | |
dc.contributor.author | COMERTON‐FORDE, C | |
dc.contributor.author | CURRAN, E | |
dc.contributor.author | DAO, T | |
dc.contributor.author | HE, X | |
dc.contributor.author | DARE, W | |
dc.contributor.author | DAVIES, RJ | |
dc.contributor.author | DE BLASIS, R | |
dc.contributor.author | DE NARD, GF | |
dc.contributor.author | DECLERCK, F | |
dc.contributor.author | DEEV, O | |
dc.contributor.author | DEGRYSE, H | |
dc.contributor.author | DEKU, SY | |
dc.contributor.author | DESAGRE, C | |
dc.contributor.author | VAN DIJK, MA | |
dc.contributor.author | HEATH, D | |
dc.contributor.author | DIM, C | |
dc.contributor.author | DIMPFL, T | |
dc.contributor.author | DONG, YJ | |
dc.contributor.author | DRUMMOND, PA | |
dc.contributor.author | DUDDA, T | |
dc.contributor.author | DUEVSKI, T | |
dc.contributor.author | DUMITRESCU, A | |
dc.contributor.author | DYAKOV, T | |
dc.contributor.author | DYHRBERG, AH | |
dc.contributor.author | DZIELIŃSKI, M | |
dc.contributor.author | AIT‐SAHALIA, Y | |
dc.contributor.author | EKSI, A | |
dc.contributor.author | KALAK, IE | |
dc.contributor.author | ELLEN, ST | |
dc.contributor.author | EUGSTER, N | |
dc.contributor.author | EVANS, MDD | |
dc.contributor.author | FARRELL, M | |
dc.contributor.author | FELEZ‐VINAS, E | |
dc.contributor.author | FERRARA, G | |
dc.contributor.author | FERROUHI, EM | |
dc.contributor.author | FLORI, A | |
dc.contributor.author | HEDIGER, S | |
dc.contributor.author | FLUHARTY‐JAIDEE, JT | |
dc.contributor.author | FOLEY, SDV | |
dc.contributor.author | FONG, KYL | |
dc.contributor.author | FOUCAULT, T | |
dc.contributor.author | FRANUS, T | |
dc.contributor.author | FRANZONI, F | |
dc.contributor.author | FRIJNS, B | |
dc.contributor.author | FRÖMMEL, M | |
dc.contributor.author | FU, SM | |
dc.contributor.author | FÜLLBRUNN, SC | |
dc.contributor.author | HENDERSHOTT, T | |
dc.contributor.author | GAN, B | |
dc.contributor.author | GAO, G | |
dc.contributor.author | GEHRIG, TP | |
dc.contributor.author | HIBBERT, AM | |
dc.contributor.author | HJALMARSSON, E | |
dc.contributor.author | HOELSCHER, SA | |
dc.contributor.author | HOFFMANN, P | |
dc.contributor.author | HOLDEN, CW | |
dc.contributor.author | HORENSTEIN, AR | |
dc.contributor.author | HUANG, W | |
dc.contributor.author | HUANG, D | |
dc.contributor.author | AKMANSOY, O | |
dc.contributor.author | HURLIN, C | |
dc.contributor.author | ILCZUK, K | |
dc.contributor.author | IVASHCHENKO, A | |
dc.contributor.author | IYER, SR | |
dc.contributor.author | JAHANSHAHLOO, H | |
dc.contributor.author | JALKH, N | |
dc.contributor.author | JONES, CM | |
dc.contributor.author | JURKATIS, S | |
dc.contributor.author | JYLHÄ, P | |
dc.contributor.author | KAECK, AT | |
dc.contributor.author | ALCOCK, JT | |
dc.contributor.author | KAISER, G | |
dc.contributor.author | KARAM, A | |
dc.contributor.author | KARMAZIENE, E | |
dc.contributor.author | KASSNER, B | |
dc.contributor.author | KAUSTIA, M | |
dc.contributor.author | KAZAK, E | |
dc.contributor.author | KEARNEY, F | |
dc.contributor.author | VAN KERVEL, V | |
dc.contributor.author | KHAN, SA | |
dc.contributor.author | KHOMYN, MK | |
dc.contributor.author | ALEXEEV, V | |
dc.contributor.author | KLEIN, T | |
dc.contributor.author | KLEIN, O | |
dc.contributor.author | KLOS, A | |
dc.contributor.author | KOETTER, M | |
dc.contributor.author | KOLOKOLOV, A | |
dc.contributor.author | KORAJCZYK, RA | |
dc.contributor.author | KOZHAN, R | |
dc.contributor.author | KRAHNEN, JP | |
dc.contributor.author | KUHLE, P | |
dc.contributor.author | KWAN, A | |
dc.contributor.author | ALOOSH, A | |
dc.contributor.author | LAJAUNIE, Q | |
dc.contributor.author | LAM, FYEC | |
dc.contributor.author | LAMBERT, M | |
dc.contributor.author | LANGLOIS, H | |
dc.contributor.author | LAUSEN, J | |
dc.contributor.author | LAUTER, T | |
dc.contributor.author | LEIPPOLD, M | |
dc.contributor.author | LEVIN, V | |
dc.contributor.author | LI, Y | |
dc.contributor.author | LI, H | |
dc.contributor.author | AMATO, L | |
dc.contributor.author | LIEW, CY | |
dc.contributor.author | LINDNER, T | |
dc.contributor.author | LINTON, O | |
dc.contributor.author | LIU, J | |
dc.contributor.author | LIU, A | |
dc.contributor.author | LLORENTE, G | |
dc.contributor.author | LOF, M | |
dc.contributor.author | LOHR, A | |
dc.contributor.author | LONGSTAFF, F | |
dc.contributor.author | LOPEZ‐LIRA, A | |
dc.contributor.author | AMAYA, D | |
dc.contributor.author | MANKAD, S | |
dc.date.accessioned | 2024-07-06T04:58:37Z | |
dc.date.available | 2024-07-06T04:58:37Z | |
dc.date.issued | 2024-06 | |
dc.identifier.citation | The Journal of Finance, 2024, 79, (3), pp. 2339-2390 | |
dc.identifier.issn | 0022-1082 | |
dc.identifier.issn | 1540-6261 | |
dc.identifier.uri | http://hdl.handle.net/10453/179731 | |
dc.description.abstract | <jats:title>ABSTRACT</jats:title><jats:p>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.</jats:p> | |
dc.language | en | |
dc.publisher | Wiley | |
dc.relation.ispartof | The Journal of Finance | |
dc.relation.isbasedon | 10.1111/jofi.13337 | |
dc.rights | info:eu-repo/semantics/openAccess | |
dc.subject | 1502 Banking, Finance and Investment | |
dc.subject.classification | Finance | |
dc.subject.classification | 3502 Banking, finance and investment | |
dc.subject.classification | 3801 Applied economics | |
dc.title | Nonstandard Errors | |
dc.type | Journal Article | |
utslib.citation.volume | 79 | |
utslib.for | 1502 Banking, Finance and Investment | |
pubs.organisational-group | University of Technology Sydney | |
pubs.organisational-group | University of Technology Sydney/Faculty of Business | |
pubs.organisational-group | University of Technology Sydney/Faculty of Business/Finance Discipline | |
utslib.copyright.status | open_access | * |
dc.rights.license | This work is licensed under a Creative Commons Attribution 4.0 International License (CC BY 4.0). To view a copy of this license, visit https://creativecommons.org/licenses/by/4.0/ | |
dc.date.updated | 2024-07-06T04:58:31Z | |
pubs.issue | 3 | |
pubs.publication-status | Published | |
pubs.volume | 79 | |
utslib.citation.issue | 3 |
Abstract:
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.
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