Nonstandard Errors

A-Tier
Journal: Journal of Finance
Year: 2024
Volume: 79
Issue: 3
Pages: 2339-2390

Authors (343)

ALBERT J. MENKVELD (Tinbergen Instituut) ANNA DREBER (not in RePEc) FELIX HOLZMEISTER (Leopold-Franzens-Universität I...) JUERGEN HUBER (not in RePEc) MAGNUS JOHANNESSON (Stockholm School of Economics) MICHAEL KIRCHLER (not in RePEc) SEBASTIAN NEUSÜß (not in RePEc) MICHAEL RAZEN (not in RePEc) UTZ WEITZEL (not in RePEc) DAVID ABAD‐DÍAZ (not in RePEc) MENACHEM (MENI) ABUDY (Bar Ilan University) TOBIAS ADRIAN (not in RePEc) YACINE AIT‐SAHALIA (not in RePEc) OLIVIER AKMANSOY (not in RePEc) JAMIE T. ALCOCK (not in RePEc) VITALI ALEXEEV (University of Technology Sydne...) ARASH ALOOSH (BI Handelshøyskolen) LIVIA AMATO (not in RePEc) DIEGO AMAYA (not in RePEc) JAMES J. ANGEL (not in RePEc) ALEJANDRO T. AVETIKIAN (not in RePEc) AMADEUS BACH (not in RePEc) EDWIN BAIDOO (not in RePEc) GAETAN BAKALLI (not in RePEc) LI BAO (not in RePEc) ANDREA BARBON (not in RePEc) OKSANA BASHCHENKO (not in RePEc) PARAMPREET C. BINDRA (not in RePEc) GEIR H. BJØNNES (not in RePEc) JEFFREY R. BLACK (not in RePEc) BERNARD S. BLACK (not in RePEc) DIMITAR BOGOEV (not in RePEc) SANTIAGO BOHORQUEZ CORREA (Universidad EAFIT) OLEG BONDARENKO (not in RePEc) CHARLES S. BOS (Vrije Universiteit Amsterdam) CIRIL BOSCH‐ROSA (not in RePEc) ELIE BOURI (not in RePEc) CHRISTIAN BROWNLEES (Barcelona School of Economics ...) ANNA CALAMIA (not in RePEc) VIET NGA CAO (not in RePEc) GUNTHER CAPELLE‐BLANCARD (not in RePEc) LAURA M. CAPERA ROMERO (Vrije Universiteit Amsterdam) MASSIMILIANO CAPORIN (Università degli Studi di Pado...) ALLEN CARRION (not in RePEc) TOLGA CASKURLU (not in RePEc) BIDISHA CHAKRABARTY (not in RePEc) JIAN CHEN (not in RePEc) MIKHAIL CHERNOV (not in RePEc) WILLIAM CHEUNG (not in RePEc) LUDWIG B. CHINCARINI (not in RePEc) TARUN CHORDIA (not in RePEc) SHEUNG‐CHI CHOW (not in RePEc) BENJAMIN CLAPHAM (not in RePEc) JEAN‐EDOUARD COLLIARD (not in RePEc) CAROLE COMERTON‐FORDE (not in RePEc) EDWARD CURRAN (not in RePEc) THONG DAO (not in RePEc) WALE DARE (not in RePEc) RYAN J. DAVIES (Babson College) RICCARDO DE BLASIS (not in RePEc) GIANLUCA F. DE NARD (not in RePEc) FANY DECLERCK (not in RePEc) OLEG DEEV (not in RePEc) HANS DEGRYSE (not in RePEc) SOLOMON Y. DEKU (not in RePEc) CHRISTOPHE DESAGRE (not in RePEc) MATHIJS A. VAN DIJK (not in RePEc) CHUKWUMA DIM (not in RePEc) THOMAS DIMPFL (not in RePEc) YUN JIANG DONG (not in RePEc) PHILIP A. DRUMMOND (not in RePEc) TOM DUDDA (not in RePEc) TEODOR DUEVSKI (not in RePEc) ARIADNA DUMITRESCU (not in RePEc) TEODOR DYAKOV (not in RePEc) ANNE HAUBO DYHRBERG (not in RePEc) MICHAŁ DZIELIŃSKI (not in RePEc) ASLI EKSI (not in RePEc) IZIDIN EL KALAK (not in RePEc) SASKIA TER ELLEN (not in RePEc) NICOLAS EUGSTER (University of Queensland) MARTIN D. D. EVANS (not in RePEc) MICHAEL FARRELL (not in RePEc) ESTER FELEZ‐VINAS (not in RePEc) GERARDO FERRARA (Bank of England) EL MEHDI FERROUHI (Université Ibn Tofaïl) ANDREA FLORI (not in RePEc) JONATHAN T. FLUHARTY‐JAIDEE (not in RePEc) SEAN D. V. FOLEY (not in RePEc) KINGSLEY Y. L. FONG (not in RePEc) THIERRY FOUCAULT (HEC Paris (École des Hautes Ét...) TATIANA FRANUS (not in RePEc) FRANCESCO FRANZONI (not in RePEc) BART FRIJNS (Auckland University of Technol...) MICHAEL FRÖMMEL (Universiteit Gent) SERVANNA M. FU (not in RePEc) SASCHA C. FÜLLBRUNN (Max-Planck-Gesellschaft) BAOQING GAN (not in RePEc) GE GAO (not in RePEc) THOMAS P. GEHRIG (Universität Wien) ROLAND GEMAYEL (not in RePEc) DIRK GERRITSEN (Universiteit Utrecht) JAVIER GIL‐BAZO (not in RePEc) DUDLEY GILDER (not in RePEc) LAWRENCE R. GLOSTEN (not in RePEc) THOMAS GOMEZ (not in RePEc) ARSENY GORBENKO (not in RePEc) JOACHIM GRAMMIG (not in RePEc) VINCENT GRÉGOIRE (not in RePEc) UFUK GÜÇBILMEZ (University of Glasgow) BJÖRN HAGSTRÖMER (not in RePEc) JULIEN HAMBUCKERS (Université de Liège) ERIK HAPNES (not in RePEc) JEFFREY H. HARRIS (American University) LAWRENCE HARRIS (not in RePEc) SIMON HARTMANN (not in RePEc) JEAN‐BAPTISTE HASSE (Aix-Marseille Université) NIKOLAUS HAUTSCH (Universität Wien) XUE‐ZHONG (TONY) HE (not in RePEc) DAVIDSON HEATH (not in RePEc) SIMON HEDIGER (not in RePEc) TERRENCE HENDERSHOTT (not in RePEc) ANN MARIE HIBBERT (not in RePEc) ERIK HJALMARSSON (not in RePEc) SETH A. HOELSCHER (not in RePEc) PETER HOFFMANN (not in RePEc) CRAIG W. HOLDEN (not in RePEc) ALEX R. HORENSTEIN (University of Miami) WENQIAN HUANG (Bank for International Settlem...) DA HUANG (not in RePEc) CHRISTOPHE HURLIN (not in RePEc) KONRAD ILCZUK (not in RePEc) ALEXEY IVASHCHENKO (not in RePEc) SUBRAMANIAN R. IYER (not in RePEc) HOSSEIN JAHANSHAHLOO (not in RePEc) NAJI JALKH (Université Saint-Joseph) CHARLES M. JONES SIMON JURKATIS PETRI JYLHÄ (not in RePEc) ANDREAS T. KAECK (not in RePEc) GABRIEL KAISER (not in RePEc) ARZÉ KARAM (not in RePEc) EGLE KARMAZIENE (not in RePEc) BERNHARD KASSNER (not in RePEc) MARKKU KAUSTIA (not in RePEc) EKATERINA KAZAK (not in RePEc) FEARGHAL KEARNEY (not in RePEc) VINCENT VAN KERVEL (Universidad de los Andes (Chil...) SAAD A. KHAN (not in RePEc) MARTA K. KHOMYN (not in RePEc) TONY KLEIN (not in RePEc) OLGA KLEIN (not in RePEc) ALEXANDER KLOS (not in RePEc) MICHAEL KOETTER (Leibniz-Institut für Wirtschaf...) ALEKSEY KOLOKOLOV (not in RePEc) ROBERT A. KORAJCZYK (Northwestern University) ROMAN KOZHAN (not in RePEc) JAN P. KRAHNEN (not in RePEc) PAUL KUHLE (not in RePEc) AMY KWAN (not in RePEc) QUENTIN LAJAUNIE (not in RePEc) F. Y. ERIC C. LAM (not in RePEc) MARIE LAMBERT (not in RePEc) HUGUES LANGLOIS (not in RePEc) JENS LAUSEN (not in RePEc) TOBIAS LAUTER (not in RePEc) MARKUS LEIPPOLD (not in RePEc) VLADIMIR LEVIN (not in RePEc) YIJIE LI (not in RePEc) HUI LI (not in RePEc) CHEE YOONG LIEW (UCSI University) THOMAS LINDNER (not in RePEc) OLIVER LINTON (University of Cambridge) JIACHENG LIU (not in RePEc) ANQI LIU (not in RePEc) GUILLERMO LLORENTE (not in RePEc) MATTHIJS LOF (Aalto-yliopisto) ARIEL LOHR (not in RePEc) FRANCIS LONGSTAFF (not in RePEc) ALEJANDRO LOPEZ‐LIRA (not in RePEc) SHAWN MANKAD (not in RePEc) NICOLA MANO (not in RePEc) ALEXIS MARCHAL (not in RePEc) CHARLES MARTINEAU (not in RePEc) FRANCESCO MAZZOLA (not in RePEc) DEBRAH MELOSO (not in RePEc) MICHAEL G. MI (not in RePEc) ROXANA MIHET (not in RePEc) VIJAY MOHAN (not in RePEc) SOPHIE MOINAS (Toulouse School of Economics (...) DAVID MOORE (not in RePEc) LIANGYI MU (not in RePEc) DMITRIY MURAVYEV (not in RePEc) DERMOT MURPHY (not in RePEc) GABOR NESZVEDA (Magyar Nemzeti Bank (MNB)) CHRISTIAN NEUMEIER (not in RePEc) ULF NIELSSON (Copenhagen Business School) MAHENDRARAJAH NIMALENDRAN (not in RePEc) SVEN NOLTE (not in RePEc) LARS L. NORDEN (not in RePEc) PETER O'NEILL (not in RePEc) KHALED OBAID (not in RePEc) BERNT A. ØDEGAARD (Universitetet i Stavanger) PER ÖSTBERG (not in RePEc) EMILIANO PAGNOTTA (not in RePEc) MARCUS PAINTER (not in RePEc) STEFAN PALAN (Karl-Franzens-Universität Graz) IMON J. PALIT (not in RePEc) ANDREAS PARK (University of Toronto) ROBERTO PASCUAL (Universitat de les Illes Balea...) PAOLO PASQUARIELLO (University of Michigan) LUBOS PASTOR (University of Chicago) VINAY PATEL (not in RePEc) ANDREW J. PATTON (not in RePEc) NEIL D. PEARSON (not in RePEc) LORIANA PELIZZON (not in RePEc) MICHELE PELLI (not in RePEc) MATTHIAS PELSTER (not in RePEc) CHRISTOPHE PÉRIGNON (not in RePEc) CAMERON PFIFFER (not in RePEc) RICHARD PHILIP (not in RePEc) TOMÁŠ PLÍHAL (not in RePEc) PUNEET PRAKASH (not in RePEc) OLIVER‐ALEXANDER PRESS (not in RePEc) TINA PRODROMOU (not in RePEc) MARCEL PROKOPCZUK (not in RePEc) TALIS PUTNINS (not in RePEc) YA QIAN (not in RePEc) GAURAV RAIZADA (not in RePEc) DAVID RAKOWSKI (not in RePEc) ANGELO RANALDO (Swiss Finance Institute) LUCA REGIS (not in RePEc) STEFAN REITZ (Kiel Institut für Weltwirtscha...) THOMAS RENAULT (Université Paris-Saclay) REX W. RENJIE (not in RePEc) ROBERTO RENO (not in RePEc) STEVEN J. RIDDIOUGH (not in RePEc) KALLE RINNE (Université du Luxembourg) PAUL RINTAMÄKI (not in RePEc) RYAN RIORDAN (not in RePEc) THOMAS RITTMANNSBERGER (not in RePEc) IÑAKI RODRÍGUEZ LONGARELA (not in RePEc) DOMINIK ROESCH (State University of New York-B...) LAVINIA ROGNONE (not in RePEc) BRIAN ROSEMAN (not in RePEc) IOANID ROŞU (not in RePEc) SAURABH ROY (University of Massachusetts-Am...) NICOLAS RUDOLF (not in RePEc) STEPHEN R. RUSH (not in RePEc) KHALADDIN RZAYEV (not in RePEc) ALEKSANDRA A. RZEŹNIK (not in RePEc) ANTHONY SANFORD (not in RePEc) HARIKUMAR SANKARAN (not in RePEc) ASANI SARKAR (not in RePEc) LUCIO SARNO (University of Cambridge) OLIVIER SCAILLET (Université de Genève) STEFAN SCHARNOWSKI (not in RePEc) KLAUS R. SCHENK‐HOPPÉ (not in RePEc) ANDREA SCHERTLER (not in RePEc) MICHAEL SCHNEIDER (not in RePEc) FLORIAN SCHROEDER (not in RePEc) NORMAN SCHÜRHOFF (not in RePEc) PHILIPP SCHUSTER (not in RePEc) MARCO A. SCHWARZ (Heinriche-Heine-Universität Dü...) MARK S. SEASHOLES (not in RePEc) NORMAN J. SEEGER (not in RePEc) OR SHACHAR (Federal Reserve Bank of New Yo...) ANDRIY SHKILKO (not in RePEc) JESSICA SHUI (Association of American Railro...) MARIO SIKIC (not in RePEc) GIORGIA SIMION (not in RePEc) LEE A. SMALES (University of Western Australi...) PAUL SÖDERLIND (Universität St. Gallen) ELVIRA SOJLI (UNSW Sydney) KONSTANTIN SOKOLOV (not in RePEc) JANTJE SÖNKSEN (not in RePEc) LAIMA SPOKEVICIUTE (not in RePEc) DENITSA STEFANOVA (Université du Luxembourg) MARTI G. SUBRAHMANYAM (not in RePEc) BARNABAS SZASZI (not in RePEc) OLEKSANDR TALAVERA (University of Birmingham) YUEHUA TANG (not in RePEc) NICK TAYLOR (University of Bristol) WING WAH THAM (not in RePEc) ERIK THEISSEN (not in RePEc) JULIAN THIMME (not in RePEc) IAN TONKS (University of Bristol) HAI TRAN (not in RePEc) LUCA TRAPIN (not in RePEc) ANDERS B. TROLLE (not in RePEc) M. ANDREEA VADUVA (not in RePEc) GIORGIO VALENTE (not in RePEc) ROBERT A. VAN NESS (not in RePEc) AURELIO VASQUEZ (not in RePEc) THANOS VEROUSIS (Vlerick Business School) PATRICK VERWIJMEREN (not in RePEc) ANDERS VILHELMSSON (not in RePEc) GRIGORY VILKOV (Frankfurt School of Finance) VLADIMIR VLADIMIROV (not in RePEc) SEBASTIAN VOGEL (not in RePEc) STEFAN VOIGT (not in RePEc) WOLF WAGNER (not in RePEc) THOMAS WALTHER (Universiteit Utrecht) PATRICK WEISS (not in RePEc) MICHEL VAN DER WEL (not in RePEc) INGRID M. WERNER (not in RePEc) P. JOAKIM WESTERHOLM (not in RePEc) CHRISTIAN WESTHEIDE (not in RePEc) HANS C. WIKA (not in RePEc) EVERT WIPPLINGER (not in RePEc) MICHAEL WOLF (not in RePEc) CHRISTIAN C. P. WOLFF (Chulalongkorn University) LEONARD WOLK (not in RePEc) WING‐KEUNG WONG (not in RePEc) JAN WRAMPELMEYER (not in RePEc) ZHEN‐XING WU (not in RePEc) SHUO XIA (Leibniz-Institut für Wirtschaf...) DACHENG XIU (University of Chicago) KE XU (not in RePEc) CAIHONG XU (not in RePEc) PRADEEP K. YADAV (not in RePEc) JOSÉ YAGÜE (not in RePEc) CHENG YAN (not in RePEc) ANTTI YANG (not in RePEc) WOONGSUN YOO (not in RePEc) WENJIA YU (not in RePEc) YIHE YU (not in RePEc) SHIHAO YU (not in RePEc) BART Z. YUESHEN (not in RePEc) DARYA YUFEROVA (not in RePEc) MARCIN ZAMOJSKI (not in RePEc) ABALFAZL ZAREEI (not in RePEc) STEFAN M. ZEISBERGER (not in RePEc) LU ZHANG (not in RePEc) S. SARAH ZHANG (University of Manchester) XIAOYU ZHANG (not in RePEc) LU ZHAO (not in RePEc) ZHUO ZHONG (not in RePEc) Z. IVY ZHOU (not in RePEc) CHEN ZHOU (not in RePEc) XINGYU S. ZHU (not in RePEc) MARIUS ZOICAN (not in RePEc) REMCO ZWINKELS (not in RePEc)

Score contribution per author:

0.012 = (α=2.01 / 343 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:bla:jfinan:v:79:y:2024:i:3:p:2339-2390
Journal Field
Finance
Author Count
343
Added to Database
2026-01-24