[go: up one dir, main page]

IDEAS home Printed from https://ideas.repec.org/p/ehl/lserod/123002.html
   My bibliography  Save this paper

Nonstandard errors

Author

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

Suggested Citation

  • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
  • Handle: RePEc:ehl:lserod:123002
    as

    Download full text from publisher

    File URL: http://eprints.lse.ac.uk/123002/
    File Function: Open access version.
    Download Restriction: no
    ---><---

    Other versions of this item:

    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

    References listed on IDEAS

    as
    1. Michael Kirchler & Florian Lindner & Utz Weitzel, 2018. "Rankings and Risk‐Taking in the Finance Industry," Journal of Finance, American Finance Association, vol. 73(5), pages 2271-2302, October.
    2. Campbell R. Harvey & Yan Liu, 2020. "False (and Missed) Discoveries in Financial Economics," Journal of Finance, American Finance Association, vol. 75(5), pages 2503-2553, October.
    3. Tran, Anh & Zeckhauser, Richard, 2012. "Rank as an inherent incentive: Evidence from a field experiment," Journal of Public Economics, Elsevier, vol. 96(9-10), pages 645-650.
    4. Pastor, Lubos & Stambaugh, Robert F., 2003. "Liquidity Risk and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 111(3), pages 642-685, June.
    5. Campbell R. Harvey, 2017. "Presidential Address: The Scientific Outlook in Financial Economics," Journal of Finance, American Finance Association, vol. 72(4), pages 1399-1440, August.
    6. Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
    7. Harvey, A C, 1976. "Estimating Regression Models with Multiplicative Heteroscedasticity," Econometrica, Econometric Society, vol. 44(3), pages 461-465, May.
    8. Geyer-Klingeberg, Jerome & Hang, Markus & Rathgeber, Andreas, 2020. "Meta-analysis in finance research: Opportunities, challenges, and contemporary applications," International Review of Financial Analysis, Elsevier, vol. 71(C).
    9. R. David Mclean & Jeffrey Pontiff, 2016. "Does Academic Research Destroy Stock Return Predictability?," Journal of Finance, American Finance Association, vol. 71(1), pages 5-32, February.
    10. B. D. McCullough & H. D. Vinod, 2003. "Verifying the Solution from a Nonlinear Solver: A Case Study," American Economic Review, American Economic Association, vol. 93(3), pages 873-892, June.
    11. Campbell R. Harvey & Yan Liu, 2020. "False (and Missed) Discoveries in Financial Economics," Papers 2006.04269, arXiv.org.
    12. Albert J. Menkveld, 2016. "The Economics of High-Frequency Trading: Taking Stock," Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 1-24, October.
    13. Nick Huntington‐Klein & Andreu Arenas & Emily Beam & Marco Bertoni & Jeffrey R. Bloem & Pralhad Burli & Naibin Chen & Paul Grieco & Godwin Ekpe & Todd Pugatch & Martin Saavedra & Yaniv Stopnitzky, 2021. "The influence of hidden researcher decisions in applied microeconomics," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 944-960, July.
    14. Itzhak Ben-David & Francesco Franzoni & Byungwook Kim & Rabih Moussawi, 2021. "Competition for Attention in the ETF Space," NBER Working Papers 28369, National Bureau of Economic Research, Inc.
    15. Andrew C. Chang & Phillip Li, 2017. "A Preanalysis Plan to Replicate Sixty Economics Research Papers That Worked Half of the Time," American Economic Review, American Economic Association, vol. 107(5), pages 60-64, May.
    16. Tarun Chordia & Amit Goyal & Alessio Saretto & Andrew KarolyiEditor, 2020. "Anomalies and False Rejections," Review of Finance, European Finance Association, vol. 33(5), pages 2134-2179.
    17. Juhani T Linnainmaa & Michael R Roberts, 2018. "The History of the Cross-Section of Stock Returns," The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2606-2649.
    18. Leamer, Edward E, 1983. "Let's Take the Con Out of Econometrics," American Economic Review, American Economic Association, vol. 73(1), pages 31-43, March.
    19. Mas-Colell, Andreu & Whinston, Michael D. & Green, Jerry R., 1995. "Microeconomic Theory," OUP Catalogue, Oxford University Press, number 9780195102680.
    20. Colin F. Camerer & Anna Dreber & Felix Holzmeister & Teck-Hua Ho & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Gideon Nave & Brian A. Nosek & Thomas Pfeiffer & Adam Altmejd & Nick Buttrick , 2018. "Evaluating the replicability of social science experiments in Nature and Science between 2010 and 2015," Nature Human Behaviour, Nature, vol. 2(9), pages 637-644, September.
    21. Lo, Andrew W & MacKinlay, A Craig, 1990. "Data-Snooping Biases in Tests of Financial Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, vol. 3(3), pages 431-467.
    22. Paul Gertler & Sebastian Galiani & Mauricio Romero, 2018. "How to make replication the norm," Nature, Nature, vol. 554(7693), pages 417-419, February.
    23. Anna, Petrenko, 2016. "Мaркування готової продукції як складова частина інформаційного забезпечення маркетингової діяльності підприємств овочепродуктового підкомплексу," Agricultural and Resource Economics: International Scientific E-Journal, Agricultural and Resource Economics: International Scientific E-Journal, vol. 2(1), March.
    24. Todd Mitton, 2022. "Methodological Variation in Empirical Corporate Finance," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 527-575.
    25. Bao, Jack & O’Hara, Maureen & (Alex) Zhou, Xing, 2018. "The Volcker Rule and corporate bond market making in times of stress," Journal of Financial Economics, Elsevier, vol. 130(1), pages 95-113.
    26. Camerer, Colin & Dreber, Anna & Forsell, Eskil & Ho, Teck-Hua & Huber, Jurgen & Johannesson, Magnus & Kirchler, Michael & Almenberg, Johan & Altmejd, Adam & Chan, Taizan & Heikensten, Emma & Holzmeist, 2016. "Evaluating replicability of laboratory experiments in Economics," MPRA Paper 75461, University Library of Munich, Germany.
    27. Marcus R. Munafò & Brian A. Nosek & Dorothy V. M. Bishop & Katherine S. Button & Christopher D. Chambers & Nathalie Percie du Sert & Uri Simonsohn & Eric-Jan Wagenmakers & Jennifer J. Ware & John P. A, 2017. "A manifesto for reproducible science," Nature Human Behaviour, Nature, vol. 1(1), pages 1-9, January.
    28. Tarun Chordia & Amit Goyal & Alessio Saretto, 2020. "Anomalies and False Rejections," The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2134-2179.
    29. James J. Angel & Lawrence E. Harris & Chester S. Spatt, 2015. "Equity Trading in the 21st Century: An Update," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-39.
    30. John Adams & Darren Hayunga & Sattar Mansi & David Reeb & Vincenzo Verardi, 2019. "Identifying and treating outliers in finance," Financial Management, Financial Management Association International, vol. 48(2), pages 345-384, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Breznau, Nate & Rinke, Eike Mark & Wuttke, Alexander & Nguyen, Hung H. V. & Adem, Muna & Adriaans, Jule & Alvarez-Benjumea, Amalia & Andersen, Henrik K. & Auer, Daniel & Azevedo, Flavio & Bahnsen, Oke, 2022. "Observing many researchers using the same data and hypothesis reveals a hidden universe of uncertainty," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 119(44), pages 1-8.
    2. Guillaume Coqueret, 2023. "Forking paths in financial economics," Papers 2401.08606, arXiv.org.
    3. Dreber, Anna & Johannesson, Magnus, 2023. "A framework for evaluating reproducibility and replicability in economics," Ruhr Economic Papers 1055, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    4. Fišar, Miloš & Greiner, Ben & Huber, Christoph & Katok, Elena & Ozkes, Ali & Management Science Reproducibility Collaboration, 2023. "Reproducibility in Management Science," Department for Strategy and Innovation Working Paper Series 03/2023, WU Vienna University of Economics and Business.
    5. Christoph Huber & Christian König-Kersting & Matteo M. Marini, 2022. "Experimenting with Financial Professionals," Working Papers 2022-07, Faculty of Economics and Statistics, Universität Innsbruck, revised Jun 2024.
    6. Stephen A. Gorman & Frank J. Fabozzi, 2023. "Alternative risk premium: specification noise," Journal of Asset Management, Palgrave Macmillan, vol. 24(6), pages 459-473, October.
    7. Christophe Pérignon & Olivier Akmansoy & Christophe Hurlin & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johanneson & Michael Kirchler & Albert Menkveld & Michael Razen & Utz Weitzel, 2022. "Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance," Working Papers hal-03810013, HAL.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. repec:grz:wpsses:2021-08 is not listed on IDEAS
    2. Guillaume Coqueret, 2023. "Forking paths in financial economics," Papers 2401.08606, arXiv.org.
    3. Todd Mitton, 2022. "Methodological Variation in Empirical Corporate Finance," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 527-575.
    4. Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021. "Estimating the anomaly base rate," Journal of Financial Economics, Elsevier, vol. 140(1), pages 101-126.
    5. Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021. "Global factor premiums," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1128-1154.
    6. Harvey, Campbell R. & Liu, Yan, 2021. "Lucky factors," Journal of Financial Economics, Elsevier, vol. 141(2), pages 413-435.
    7. Cakici, Nusret & Zaremba, Adam & Bianchi, Robert J. & Pham, Nga, 2021. "False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987)," Pacific-Basin Finance Journal, Elsevier, vol. 70(C).
    8. Kewei Hou & Chen Xue & Lu Zhang, 2017. "Replicating Anomalies," NBER Working Papers 23394, National Bureau of Economic Research, Inc.
    9. Andrew Y. Chen, 2021. "The Limits of p‐Hacking: Some Thought Experiments," Journal of Finance, American Finance Association, vol. 76(5), pages 2447-2480, October.
    10. Smith, Simon C., 2022. "Time-variation, multiple testing, and the factor zoo," International Review of Financial Analysis, Elsevier, vol. 84(C).
    11. Nick Huntington‐Klein & Andreu Arenas & Emily Beam & Marco Bertoni & Jeffrey R. Bloem & Pralhad Burli & Naibin Chen & Paul Grieco & Godwin Ekpe & Todd Pugatch & Martin Saavedra & Yaniv Stopnitzky, 2021. "The influence of hidden researcher decisions in applied microeconomics," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 944-960, July.
    12. Eszter Czibor & David Jimenez‐Gomez & John A. List, 2019. "The Dozen Things Experimental Economists Should Do (More of)," Southern Economic Journal, John Wiley & Sons, vol. 86(2), pages 371-432, October.
    13. Christophe Pérignon & Olivier Akmansoy & Christophe Hurlin & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johanneson & Michael Kirchler & Albert Menkveld & Michael Razen & Utz Weitzel, 2022. "Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance," Working Papers hal-03810013, HAL.
    14. Andrew Y. Chen & Tom Zimmermann, 2022. "Publication Bias in Asset Pricing Research," Papers 2209.13623, arXiv.org, revised Sep 2023.
    15. Andrew Y. Chen & Tom Zimmermann, 2022. "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, vol. 11(2), pages 207-264, May.
    16. Andrew Y. Chen & Chukwuma Dim, 2023. "High-Throughput Asset Pricing," Papers 2311.10685, arXiv.org, revised Mar 2024.
    17. Andrew Y. Chen, 2022. "Most claimed statistical findings in cross-sectional return predictability are likely true," Papers 2206.15365, arXiv.org, revised Sep 2024.
    18. Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021. "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, vol. 91(5), pages 655-703, July.
    19. Hoang, Khoa & Cannavan, Damien & Gaunt, Clive & Huang, Ronghong, 2019. "Is that factor just lucky? Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    20. Campbell R. Harvey & Yan Liu, 2022. "Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence," Journal of Finance, American Finance Association, vol. 77(3), pages 1921-1966, June.
    21. Cheng, Tingting & Yan, Cheng & Yan, Yayi, 2021. "Improved inference for fund alphas using high-dimensional cross-sectional tests," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 57-81.

    More about this item

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • F3 - International Economics - - International Finance
    • G3 - Financial Economics - - Corporate Finance and Governance

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ehl:lserod:123002. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: LSERO Manager (email available below). General contact details of provider: https://edirc.repec.org/data/lsepsuk.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.