Por favor, use este identificador para citar o enlazar este ítem: https://doi.org/10.1111/jofi.13337

Título: Nonstandard errors
Fecha de publicación: 17-abr-2024
Editorial: Wiley
Cita bibliográfica: The Journal of Finance, Vol. 79, N. 3, 2024, pp. 2339-2390
ISSN: Print: 0022-1082
Electronic: 1540-6261
Materias relacionadas: CDU::3 - Ciencias sociales::31 - Demografía. Sociología. Estadística::311 - Estadística
Resumen: 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.
Autor/es principal/es: Menkveld, Albert J.
Dreber, Anna
Holzmeister, Felix
Huber, Juergen
Johannesson, Magnus
Kirchler, Michale
Neusüss, Sebastian
Razen, Michael
Weitzel, Utz
Abad-Díaz, David
Abudy, Menachem Meni
Lausen, Jens
Lauter, Tobias
Leippold, Markus
Levin, Vladimir
Li, Yijie
Shui, Jessica
Li, Hui
Liew, Chee Yoong
Amato, Livia
Zamojski, Marcin
Eugster, Nicolas
Avetikian, ,Alejandro T.
Lindner, Thomas
Linton, Oliver
Liu, Jiacheng
Liu, Anqi
Llorente, Guillermo
Lof, Matthijs
Sikic, Mario
Lohr, Ariel
Longstaff, Francis
Evans, Martin d. D.
Moore, David
López-Lira, Alejandro
Mankad, Shawn
Obaid, Khaled
Amaya, Diego
Mano, Nicola
Odegaard, Bernt A.
Östberg, Per
Pagnotta, Emiliano
Simion, Giorgia
Farrel, Michael
Painter, Marcus
Scharnowski, Stefan
Palan, Stefan
Palit, Imon J.
Park, Andreas
Pascual, Roberto
Gil-Bazo, Javier
Pasquariello, Paolo
Bach, Amadeus
Pastor, Lubos
Felez-Vinas, Ester
Patel, Vinay
Bindra, Parampreet C.
Bondarenko, Oleg
Patton, Andrew J.
Pearson, Neil D.
Pelizzon, Loriana
Pelli, Michele
Pelster, Matthias
Pérignon, Christophe
Gilder, Dudley
Ferrara, Gerardo
Pfiffer, Cameron
Philip, Richard
Baidoo, Edwin
Zareei, Abalfazl
Smales, Lee A.
Phíhal, Tomás
Prakash, Puneet
Press, Oliver-Alexander
Prodromou, Tina
Prokopczuk, Marcel
Neumeier, Christian
Putnins, Talis
Qian, Ya
Glosten, Lawrence R.
Raizada, Gaurav
Zeisberger, Stefan M.
Rakowski, David
Söderling, Paul
Ranaldo, Angelo
Bakalli, Gaetan
Regis, Luca
Ferrouhi, el Mehdi
Reitz, Stephan
Renault, Thomas
Renjie, Rex W.
Reno, Roberto
Riddiough, Steven J.
Zhang, Lu
Gomez, Thomas
Rinne, Kalle
Martineau, Charles
Rintamäki, Paul
Flori, Andrea
Riordan, Ryan
Rittamannsberger, Thomas
Bao, Li
Rodríguez Longarela, Iñaki
Roesch, Dominik
Rognone, Lavinia
Zhang, S. Sarah
Roseman, Brian
Rosu, Ioanid
Gorbenko, Arseny
Fluharty-Jaidee, Jonathan T.
Güçbilmez, Ufuk
Roy, Saurabh
Rudolf, Nicolas
Rush, Stephen R.
Rzayev, Khaladin
Rzeznik, Aleksandra A.
Bardon, Andrea
Zhang, Xiaoyu
Sandford, Anthony
Sankaran, Harikumar
Schwarz, Marco A.
Sarkar, Asani
Sarno, Lucio
Sojli, Elvira
Grammig, Joachim
Scaillet, Olivier
Sokolov, Konstantin
Sönksen, Jantje
Spokeviciute, Laima
Zhao, Lu
Stefanova, Denitsa
Yang, Antti
Subrahmanyam, Marti G.
Szaski, Barnabas
Talavera, Oleksandr
Bjønnes, Geir H
Mazzola, Francesco
Tang, Yuehua
Adrián, Tobías
Taylor, Nick
Tham, Wing Wah
Hartmann, Simon
Hediger, Simon
Theissen, Erik
Thimme, Julian
Tonks, Ian
Tran, Hai
Trapin, Luca
Trolle, Anders B.
Meloso, Debrah
Vaduva, Andreea
Black, Jeffrey R.
Hagströmer, Björn
Foley, Sean D. V.
Zhuo, Zhong
Valente, Giorgio
Ness, Robert A. van
Vásquez, Aurelio
Verousis, Thanos
Verwijmeren, Patrick
Wilhelmsson, Anders
Vilkov, Grigory
Mi, Michael G.
Vladimirov, Vladimir
Fong, Kingsley Y. L.
Vogel, Sebastian
Zhou, Z. Ivy
Voigt, Stefan
Hambuckers, Julien
Black, Bernard S.
Wagner, Wolf
Walther, Thomas
Weiss, Patrick
Wel, Michel van der
Werner, Ingrid M.
Foucault, Thierry
Mihet, Roxana
Westerholm, P. Joakim
Schenk-Hoppé, Klaus R.
Westheide, Chiristian
Wika, Hans C.
Wipplinger, Evert
Hapnes, Erik
Wolf, Michael
Bogoev, Dimitar
Wolff, Christian C. P.
Franus, Tatiana
Wolk, Leonard
Wong, Wing-Keung
Mohan, Vijay
Angel, James J.
Wrampelmeyer, Jan
Wu, Zhen-Xing
Xia, Shuo
Xiu, Dacheng
Xu, Ke
Harris, Jeffrey H.
Franzoni, Francesco
Xu, Caihong
Yadav, Pradeep K.
Bohorquez Correa, Santiago
Yagüe, José
Zhou, Chen
Moinas, Shopie
Yan, Cheng
Zhu, Xingyu S.
Bos, Charles S.
Zoican, Marius
Frijns, Bart
Zwinkels, Remco
Bosch-Rosa, Ciril
Bouri, Elie
Brownlees, Christian
Hasse, Jean-Baptiste
Schertler, Andrea
Calamia, Anna
Gemayel, Roland
Cao, Viet Nga
Capelle-Blanchard, Gunther
Nielsson, Ulf
Capera Romero, Laura m.
Caporin, Massimiliano
Carrion, Allen
Caskurlu, Tolga
Chakrabarty, Bidisha
Chen, Jian
Schneider, Michael
Chernow, Mikhail
Hautsch, Nikolaus
Mu, Liangyi
Frömmel, Michael
Cheung, William
Chincarini, Ludwig B.
Chordia, Tarun
Chow, Sheung-Chi
Clapham, Benjamin
Colliard, Jean-Edouard
Comerton-Dorde, Carole
Schroeder, Florian
Curran, Edward
Dao, Thong
Fu, Servanna M.
Dare, Wale
Muravyev, Dimtriy
He, Xue-Zhong Tony
Davies, Ryan J.
Blasis, Riccardo de
Nard, Gianluca F. de
Declerck, Fany
Deev, Oleg
Bashchenko, Oksana
Degryse, Hans
Yoo, Woongsun
Deku, Solomon Y.
Desagre, Christophe
Dijk, Mathijs A. van
Murphy, Dermot
Dim, Chukwuma
Heath, Davidson
Dimpfl, Thomas
Dong, Yun Jiang
Drummond, Philip A.
Schürhoff, Norman
Grégoire, Vincent
Dudda, Tom
Duevski, Teodor
Dumitrescu, Ariadna
Dyakow, Teodor
Dyhrberg, Anne Haubo
Neszveda, Gabor
Dzieliński, Michał
Eski, Asli
Ait-Sahalia, Yacine
Kalak, Izidin el
Füllbrunn, Sascha C.
Schuster, Philipp
Ellen, Saskia ter
Gan, Baoqing
Hendershott, Terrence
Gao, Ge
Gehrig, Thomas P.
Hibbert, Ann Marie
Hjalmarsson, Erik
Hoelscher, Seth A.
Nimalendran, Mahendrarajah
Yu, Wenjia
Hoffmann, Peter
Marchal, Alexis
Holden, Craig W.
Horenstein, Alex R.
Huang, Wenqian
Huang, Da
Akmansoy, Olivier
Hurlin, Christophe
Ilczuk, Konrad
Ivashchenko, Alexey
Yu, Yihe
Iyer, Subramanian R.
Nolte, Sven
Seasholes, Mark S.
Jahanshahloo, Hossein
Jalkh, Naji
Jones, Charles M.
Jurkatis, Simon
Jylhä, Petri
Kaeck, Andreas T.
Alcock, Jamie T.
Yu, Shiao
Kaiser, Gabriel
Karam, Arzé
Karmaziene, Egle
Seeger, Norman J.
Norden, Lars L.
Kassner, Bernhard
Kaustia, Markku
Kazak, Ekaterina
Kearney, Fearghal
Kervel, Vincent van
Harris, Lawrence
Khan, Saad A.
Khomyn, Marta K.
Alexeev, Vitali
Klein, Olga
Shachar, Or
Klos, Alexander
O'Neill, Peter
Koetter, Michael
Kolokolov, Aleksey
Korajczyk, Robert A.
Yueshen, Bart Z.
Kozhan, Roman
Krahnen, jan P.
Kuhle, Paul
Kwan, Amy
Lajaunie, Quentin
Shkilko, Andriy
Aloosh, Arash
Lam, FY Eric C.
Gerritsen, Dirk
Lambert, Maire
Yuferova, Darya
Langlois, Hugues
Facultad/Departamentos/Servicios: Facultades, Departamentos, Servicios y Escuelas::Departamentos de la UMU::Didáctica de las Ciencias Experimentales
Versión del editor: https://onlinelibrary.wiley.com/doi/10.1111/jofi.13337
URI: http://hdl.handle.net/10201/141621
DOI: https://doi.org/10.1111/jofi.13337
Tipo de documento: info:eu-repo/semantics/article
Número páginas / Extensión: 52
Derechos: info:eu-repo/semantics/openAccess
Atribución 4.0 Internacional
Descripción: © 2024 Los Autores. This manuscript version is made available under the CC-BY 4.0 license http://creativecommons.org/licenses/by/4.0/ This document is the Published version of a Published Work that appeared in final form in The Journal of Finance. To access the final edited and published work see https://doi.org/10.1111/jofi.13337
Aparece en las colecciones:Artículos: Economía Financiera y Contabilidad

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