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Nonstandard Errors

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aut.relation.endpage2390
aut.relation.issue3
aut.relation.journalJournal of Finance
aut.relation.startpage2339
aut.relation.volume79
dc.contributor.authorMenkveld, AJ
dc.contributor.authorDreber, A
dc.contributor.authorHolzmeister, F
dc.contributor.authorHuber, J
dc.contributor.authorJohannesson, M
dc.contributor.authorKirchler, M
dc.contributor.authorNeusüß, S
dc.contributor.authorRazen, M
dc.contributor.authorWeitzel, U
dc.contributor.authorAbad-Díaz, D
dc.contributor.authorAbudy, M
dc.contributor.authorAdrian, T
dc.contributor.authorAit-Sahalia, Y
dc.contributor.authorAkmansoy, O
dc.contributor.authorAlcock, JT
dc.contributor.authorAlexeev, V
dc.contributor.authorAloosh, A
dc.contributor.authorAmato, L
dc.contributor.authorAmaya, D
dc.contributor.authorAngel, JJ
dc.contributor.authorAvetikian, AT
dc.contributor.authorBach, A
dc.contributor.authorBaidoo, E
dc.contributor.authorBakalli, G
dc.contributor.authorBao, L
dc.contributor.authorBarbon, A
dc.contributor.authorBashchenko, O
dc.contributor.authorBindra, PC
dc.contributor.authorBjønnes, GH
dc.contributor.authorBlack, JR
dc.contributor.authorBlack, BS
dc.contributor.authorBogoev, D
dc.contributor.authorCorrea, SB
dc.contributor.authorBondarenko, O
dc.contributor.authorBos, CS
dc.contributor.authorBosch-Rosa, C
dc.contributor.authorBouri, E
dc.contributor.authorBrownlees, C
dc.contributor.authorCalamia, A
dc.contributor.authorCao, VN
dc.contributor.authorCapelle-Blancard, G
dc.contributor.authorRomero, LMC
dc.contributor.authorCaporin, M
dc.contributor.authorCarrion, A
dc.contributor.authorCaskurlu, T
dc.contributor.authorChakrabarty, B
dc.contributor.authorChen, J
dc.contributor.authorChernov, M
dc.contributor.authorCheung, W
dc.contributor.authorChincarini, LB
dc.contributor.authorChordia, T
dc.contributor.authorChow, SC
dc.contributor.authorClapham, B
dc.contributor.authorColliard, JE
dc.contributor.authorComerton-Forde, C
dc.contributor.authorCurran, E
dc.contributor.authorDao, T
dc.contributor.authorDare, W
dc.contributor.authorDavies, RJ
dc.contributor.authorBlasis, RD
dc.contributor.authorNard, GFD
dc.contributor.authorDeclerck, F
dc.contributor.authorDeev, O
dc.contributor.authorDegryse, H
dc.contributor.authorDeku, SY
dc.contributor.authorDesagre, C
dc.contributor.authorDijk, MAV
dc.contributor.authorDim, C
dc.contributor.authorDimpfl, T
dc.contributor.authorDong, YJ
dc.contributor.authorDrummond, PA
dc.contributor.authorDudda, T
dc.contributor.authorDuevski, T
dc.contributor.authorDumitrescu, A
dc.contributor.authorDyakov, T
dc.contributor.authorDyhrberg, AH
dc.contributor.authorDzieliński, M
dc.contributor.authorEksi, A
dc.contributor.authorKalak, IE
dc.contributor.authorEllen, ST
dc.contributor.authorEugster, N
dc.contributor.authorEvans, MDD
dc.contributor.authorFarrell, M
dc.contributor.authorFelez-Vinas, E
dc.contributor.authorFerrara, G
dc.contributor.authorFerrouhi, EM
dc.contributor.authorFlori, A
dc.contributor.authorFluharty-Jaidee, JT
dc.contributor.authorFoley, SDV
dc.contributor.authorFong, KYL
dc.contributor.authorFoucault, T
dc.contributor.authorFranus, T
dc.contributor.authorFranzoni, F
dc.contributor.authorFrijns, B
dc.contributor.authorFrömmel, M
dc.contributor.authorFu, SM
dc.contributor.authorFüllbrunn, SC
dc.contributor.authorGan, B
dc.contributor.authorGao, G
dc.contributor.authorGehrig, TP
dc.date.accessioned2025-06-25T02:31:55Z
dc.date.available2025-06-25T02:31:55Z
dc.date.issued2024-04-17
dc.description.abstractIn 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.
dc.identifier.citationJournal of Finance, ISSN: 0022-1082 (Print); 1540-6261 (Online), Wiley, 79(3), 2339-2390. doi: 10.1111/jofi.13337
dc.identifier.doi10.1111/jofi.13337
dc.identifier.issn0022-1082
dc.identifier.issn1540-6261
dc.identifier.urihttp://hdl.handle.net/10292/19367
dc.languageen
dc.publisherWiley
dc.relation.urihttps://onlinelibrary.wiley.com/doi/10.1111/jofi.13337
dc.rights© 2024 The Authors. The Journal of Finance published by Wiley Periodicals LLC on behalf of American Finance Association. This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited.
dc.rights.accessrightsOpenAccess
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.subject38 Economics
dc.subject3801 Applied Economics
dc.subject1502 Banking, Finance and Investment
dc.subjectFinance
dc.subject3502 Banking, finance and investment
dc.subject3801 Applied economics
dc.titleNonstandard Errors
dc.typeJournal Article
pubs.elements-id608235

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