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16 results on '"Alexeev V"'

2. Tweets versus broadsheets: Sentiment impact on stock markets around the world

Author

Gan, B, Alexeev, V, Yeung, D, Gan, B, Alexeev, V, and Yeung, D

Abstract

We contrast sentiment derived from social and news media to investigate its impact across 14 international markets. We find that heightened media sentiment during nontrading periods significantly affects the next day's opening returns even after accounting for the previous-day activity. Markedly, only the US market exhibits strong reactions to social media, whereas other markets are more responsive to the news. We find that most variability in overnight returns is explained by sentiment aggregated 3 h before markets open. Our findings suggest that the overnight sentiment does not simply subsume previous-day market activity but contains additional information that helps improve predictability in return forecasting models.

Published
2024

3. Nonstandard Errors

Author

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, 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, and MANKAD, S

Abstract

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.

Published
2024

4. Non-Standard Errors

Author

Menkveld, AJ, Dreber, A, Holzmeister, F, Huber, J, Johanneson, M, Kirchler, M, Razen, M, Weitzel, U, Abad, D, Abudy, MM, Adrian, T, Gregoire, V, Hagströmer, B, Hambuckers, J, Hapnes, E, Harris, JH, Harris, L, Hartmann, S, Hasse, J-B, Hautsch, N, He, X-ZT, Ait-Sahalia, Y, Heath, D, Hediger, S, Hendershott, TJ, Hibbert, AM, Hjalmarsson, E, Hoelscher, S, Hoffmann, P, Holden, CW, Horenstein, AR, Huang, W, Akmansoy, O, Huang, D, Hurlin, C, Ivashchenko, A, Iyer, SR, Jahanshahloo, H, Jalkh, N, Jones, CM, Jurkatis, S, Jylha, P, Kaeck, A, Alcock, J, Kaiser, G, Karam, A, Karmaziene, E, Kassner, B, Kaustia, M, Kazak, E, Kearney, F, van Kervel, V, Khan, S, Khomyn, M, Alexeev, V, Klein, T, Klein, O, Klos, A, Koetter, M, Krahnen, JP, Kolokolov, A, Korajczyk, RA, Kozhan, R, Kwan, A, Lajaunie, Q, Aloosh, A, Lam, FYEC, Lambert, M, Langlois, H, Lausen, J, Lauter, T, Leippold, M, Levin, V, Li, Y, Li, MH, Liew, CY, Amato, L, Lindner, T, Linton, OB, Liu, J, Liu, A, Llorente-Alvarez, J-G, Lof, M, Lohr, A, Longstaff, FA, Lopez-Lira, A, Mankad, S, Amaya, D, Mano, N, Marchal, A, Martineau, C, Mazzola, F, Meloso, DC, Mihet, R, Mohan, V, Moinas, S, Moore, D, Mu, L, Angel, JJ, Muravyev, D, Murphy, D, Neszveda, G, Neumeier, C, Nielsson, U, Nimalendran, M, Nolte, S, Nordén, LL, O'Neill, P, Obaid, K, Bach, A, Ødegaard, BA, Östberg, P, Painter, M, Palan, S, Palit, I, Park, A, Pascual Gascó, R, Pasquariello, P, Pastor, L, Patel, V, Baidoo, E, Patton, AJ, Pearson, ND, Pelizzon, L, Pelster, M, Pérignon, C, Pfiffer, C, Philip, R, Plíhal, T, Prakash, P, Press, O-A, Bakalli, G, Prodromou, T, Putnins, TJ, Raizada, G, Rakowski, DA, Ranaldo, A, Regis, L, Reitz, S, Renault, T, Wang, R, Renò, R, Barbon, A, Riddiough, S, Rinne, K, Rintamäki, P, Riordan, R, RITTMANNSBERGER, T, Rodríguez Longarela, I, Rösch, D, Rognone, L, Roseman, B, Rosu, I, Bashchenko, O, Roy, S, Rudolf, N, Rush, S, Rzayev, K, Rzeźnik, A, Sanford, A, Sankaran, H, Sarkar, A, Sarno, L, Scaillet, O, Bindra, PC, Scharnowski, S, Schenk-Hoppé, KR, Schertler, A, Schneider, M, Schroeder, F, Schürhoff, N, Schuster, P, Schwarz, MA, Seasholes, MS, Seeger, N, Bjonnes, GH, Shachar, O, Shkilko, A, Shui, J, Sikic, M, Simion, G, Smales, LA, Söderlind, P, Sojli, E, Sokolov, K, Spokeviciute, L, Black, JR, Stefanova, D, Subrahmanyam, MG, Neusüss, S, Szaszi, B, Talavera, O, Tang, Y, Taylor, N, Tham, WW, Theissen, E, Thimme, J, Black, BS, Tonks, I, Tran, H, Trapin, L, Trolle, AB, Vaduva, M, Valente, G, Van Ness, RA, Vasquez, A, Verousis, T, Verwijmeren, P, Bohorquez, S, Vilhelmsson, A, Vilkov, G, Vladimirov, V, Vogel, S, Voigt, S, Wagner, W, Walther, T, Weiss, P, van der Wel, M, Werner, IM, Bondarenko, O, Westerholm, PJ, Westheide, C, Wipplinger, E, Wolf, M, Wolff, CCP, Wolk, L, Wong, WK, Wrampelmeyer, J, Wu, Z-X, Xia, S, Bos, CS, Xiu, D, Xu, K, Xu, C, Yadav, PK, Yagüe, J, Yan, C, Yang, A, Yoo, W, Yu, W, Yu, S, Bosch-Rosa, C, Yueshen, BZ, Yuferova, D, Zamojski, M, Zareei, A, Zeisberger, S, Zhang, S, Zhang, X, Zhong, Z, Zhou, ZI, Zhou, C, Bouri, E, Zhu, X, Zoican, M, Zwinkels, RCJ, Chen, J, Duevski, T, Gao, G, Gemayel, R, Gilder, D, Kuhle, P, Pagnotta, E, Brownlees, CT, Pelli, M, Sönksen, J, Zhang, L, Ilczuk, K, Bogoev, D, Qian, Y, Wika, HC, Yu, Y, Zhao, L, Mi, M, Calamia, A, Bao, L, Cao, VN, Capelle-Blancard, G, Capera, L, Caporin, M, Carrion, A, Caskurlu, T, Chakrabarty, B, Chernov, M, Cheung, WMY, Chincarini, LB, Chordia, T, Chow, SC, Clapham, B, Colliard, J-E, Comerton-Forde, C, Curran, E, Dao, T, Dare, W, Davies, RJ, De Blasis, R, De Nard, G, Declerck, F, Deev, O, Degryse, H, Deku, S, Desagre, C, Van Dijk, MA, Dim, C, Dimpfl, T, Dong, YJ, Drummond, P, Dudda, T, Dumitrescu, A, Dyakov, T, Dyhrberg, AH, Dzieliński, M, Eksi, A, El Kalak, I, ter Ellen, S, Eugster, N, Evans, MDD, Farrell, M, Félez-Viñas, E, Ferrara, G, FERROUHI, EM, Flori, A, Fluharty-Jaidee, J, Foley, S, Fong, KYL, Foucault, T, Franus, T, Franzoni, FA, Frijns, B, Frömmel, M, Fu, S, Füllbrunn, S, Gan, B, Gehrig, T, Gerritsen, D, Gil-Bazo, J, Glosten, LR, Gomez, T, Gorbenko, A, Güçbilmez, U, Grammig, J, Menkveld, AJ, Dreber, A, Holzmeister, F, Huber, J, Johanneson, M, Kirchler, M, Razen, M, Weitzel, U, Abad, D, Abudy, MM, Adrian, T, Gregoire, V, Hagströmer, B, Hambuckers, J, Hapnes, E, Harris, JH, Harris, L, Hartmann, S, Hasse, J-B, Hautsch, N, He, X-ZT, Ait-Sahalia, Y, Heath, D, Hediger, S, Hendershott, TJ, Hibbert, AM, Hjalmarsson, E, Hoelscher, S, Hoffmann, P, Holden, CW, Horenstein, AR, Huang, W, Akmansoy, O, Huang, D, Hurlin, C, Ivashchenko, A, Iyer, SR, Jahanshahloo, H, Jalkh, N, Jones, CM, Jurkatis, S, Jylha, P, Kaeck, A, Alcock, J, Kaiser, G, Karam, A, Karmaziene, E, Kassner, B, Kaustia, M, Kazak, E, Kearney, F, van Kervel, V, Khan, S, Khomyn, M, Alexeev, V, Klein, T, Klein, O, Klos, A, Koetter, M, Krahnen, JP, Kolokolov, A, Korajczyk, RA, Kozhan, R, Kwan, A, Lajaunie, Q, Aloosh, A, Lam, FYEC, Lambert, M, Langlois, H, Lausen, J, Lauter, T, Leippold, M, Levin, V, Li, Y, Li, MH, Liew, CY, Amato, L, Lindner, T, Linton, OB, Liu, J, Liu, A, Llorente-Alvarez, J-G, Lof, M, Lohr, A, Longstaff, FA, Lopez-Lira, A, Mankad, S, Amaya, D, Mano, N, Marchal, A, Martineau, C, Mazzola, F, Meloso, DC, Mihet, R, Mohan, V, Moinas, S, Moore, D, Mu, L, Angel, JJ, Muravyev, D, Murphy, D, Neszveda, G, Neumeier, C, Nielsson, U, Nimalendran, M, Nolte, S, Nordén, LL, O'Neill, P, Obaid, K, Bach, A, Ødegaard, BA, Östberg, P, Painter, M, Palan, S, Palit, I, Park, A, Pascual Gascó, R, Pasquariello, P, Pastor, L, Patel, V, Baidoo, E, Patton, AJ, Pearson, ND, Pelizzon, L, Pelster, M, Pérignon, C, Pfiffer, C, Philip, R, Plíhal, T, Prakash, P, Press, O-A, Bakalli, G, Prodromou, T, Putnins, TJ, Raizada, G, Rakowski, DA, Ranaldo, A, Regis, L, Reitz, S, Renault, T, Wang, R, Renò, R, Barbon, A, Riddiough, S, Rinne, K, Rintamäki, P, Riordan, R, RITTMANNSBERGER, T, Rodríguez Longarela, I, Rösch, D, Rognone, L, Roseman, B, Rosu, I, Bashchenko, O, Roy, S, Rudolf, N, Rush, S, Rzayev, K, Rzeźnik, A, Sanford, A, Sankaran, H, Sarkar, A, Sarno, L, Scaillet, O, Bindra, PC, Scharnowski, S, Schenk-Hoppé, KR, Schertler, A, Schneider, M, Schroeder, F, Schürhoff, N, Schuster, P, Schwarz, MA, Seasholes, MS, Seeger, N, Bjonnes, GH, Shachar, O, Shkilko, A, Shui, J, Sikic, M, Simion, G, Smales, LA, Söderlind, P, Sojli, E, Sokolov, K, Spokeviciute, L, Black, JR, Stefanova, D, Subrahmanyam, MG, Neusüss, S, Szaszi, B, Talavera, O, Tang, Y, Taylor, N, Tham, WW, Theissen, E, Thimme, J, Black, BS, Tonks, I, Tran, H, Trapin, L, Trolle, AB, Vaduva, M, Valente, G, Van Ness, RA, Vasquez, A, Verousis, T, Verwijmeren, P, Bohorquez, S, Vilhelmsson, A, Vilkov, G, Vladimirov, V, Vogel, S, Voigt, S, Wagner, W, Walther, T, Weiss, P, van der Wel, M, Werner, IM, Bondarenko, O, Westerholm, PJ, Westheide, C, Wipplinger, E, Wolf, M, Wolff, CCP, Wolk, L, Wong, WK, Wrampelmeyer, J, Wu, Z-X, Xia, S, Bos, CS, Xiu, D, Xu, K, Xu, C, Yadav, PK, Yagüe, J, Yan, C, Yang, A, Yoo, W, Yu, W, Yu, S, Bosch-Rosa, C, Yueshen, BZ, Yuferova, D, Zamojski, M, Zareei, A, Zeisberger, S, Zhang, S, Zhang, X, Zhong, Z, Zhou, ZI, Zhou, C, Bouri, E, Zhu, X, Zoican, M, Zwinkels, RCJ, Chen, J, Duevski, T, Gao, G, Gemayel, R, Gilder, D, Kuhle, P, Pagnotta, E, Brownlees, CT, Pelli, M, Sönksen, J, Zhang, L, Ilczuk, K, Bogoev, D, Qian, Y, Wika, HC, Yu, Y, Zhao, L, Mi, M, Calamia, A, Bao, L, Cao, VN, Capelle-Blancard, G, Capera, L, Caporin, M, Carrion, A, Caskurlu, T, Chakrabarty, B, Chernov, M, Cheung, WMY, Chincarini, LB, Chordia, T, Chow, SC, Clapham, B, Colliard, J-E, Comerton-Forde, C, Curran, E, Dao, T, Dare, W, Davies, RJ, De Blasis, R, De Nard, G, Declerck, F, Deev, O, Degryse, H, Deku, S, Desagre, C, Van Dijk, MA, Dim, C, Dimpfl, T, Dong, YJ, Drummond, P, Dudda, T, Dumitrescu, A, Dyakov, T, Dyhrberg, AH, Dzieliński, M, Eksi, A, El Kalak, I, ter Ellen, S, Eugster, N, Evans, MDD, Farrell, M, Félez-Viñas, E, Ferrara, G, FERROUHI, EM, Flori, A, Fluharty-Jaidee, J, Foley, S, Fong, KYL, Foucault, T, Franus, T, Franzoni, FA, Frijns, B, Frömmel, M, Fu, S, Füllbrunn, S, Gan, B, Gehrig, T, Gerritsen, D, Gil-Bazo, J, Glosten, LR, Gomez, T, Gorbenko, A, Güçbilmez, U, and Grammig, J

Published
2024

7. Non-Standard Errors

Author

Menkveld, A.J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Razen, M., Weitzel, G.U., Abad, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J., Bach, A., Baidoo, E., Bakalli, G., Barbon, A., Bashchenko, O., Bindra, P.C., Bjonnes, G.H., Black, J., Black, B.S., Bohorquez, S., Bondarenko, O., Bos, C.S., Bosch-Rosa, C., Bouri, E., Brownlees, C.T., Calamia, A., Cao, V.N., Capelle-Blancard, G., Capera, L., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chernov, M., Cheung, W.M., Chincarini, L.B., Chordia, T., Chow, S.C., Clapham, B., Colliard, J.-E., Comerton-Forde, C., Curran, E., Dao, T., Dare, W., Davies, R.J., Blasis, R. De, Nard, G. De, DeClerck, F., Deev, O., Degryse, H., Deku, S., Desagre, C., Dijk, M.A van, Dim, C., Dimpfl, T., Dong, Y., Drummond, P., Dudda, T., Dumitrescu, A., Dyakov, T., Dyhrberg, A.H., Dzieliński, M., Eksi, A., Kalak, I. El, Ellen, S. ter, Eugster, N., Evans, M.D.D., Farrell, M., Félez-Viñas, E., Ferrara, G., Ferrouhi, E.M., Flori, A., Fluharty-Jaidee, J., Foley, S., Fong, K.Y.L., Foucault, T., Franus, T., Franzoni, F.A., Frijns, B., Frömmel, M., Fu, S., Füllbrunn, S.C., Gan, B., Gehrig, T., Gerritsen, D., Gil-Bazo, J., Glosten, L.R., Gomez, T., Gorbenko, A., Güçbilmez, U., Grammig, J., Gregoire, V., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, J.H., Harris, L., Hartmann, S., Hasse, J.-B., Hautsch, N., He, X., Heath, D., Hediger, S., Hendershott, T., Hibbert, A.M., Hjalmarsson, E., Hoelscher, S.A., Hoffmann, P., Holden, C.W., Horenstein, A.R., Huang, W., Huang, D., Hurlin, C., Ivashchenko, A., Iyer, S.R., Jahanshahloo, H., Jalkh, N., Jones, C.M., Jurkatis, S., Jylha, P., Kaeck, A., Kaiser, G., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., Kervel, V. van, Khan, S., Khomyn, M., Klein, T., Klein, O., Klos, A., Koetter, M., Krahnen, J.P., Kolokolov, A., Korajczyk, R.A., Kozhan, R., Kwan, A., Lajaunie, Q., Lam, F.E.C., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, H., Liew, C.Y., Lindner, T., Linton, O.B., Liu, J., Liu, A., Llorente, G., Lof, M., Lohr, A., Longstaff, F.A., Lopez-Lira, A., Mankad, S., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Norden, L.L., O'Neill, P., Obaid, K., Ødegaard, B.A., Östberg, P., Painter, M., Palan, S., Palit, I., Park, A., Pascual, R., Pasquariello, P., Pastor, L., Patel, V., Patton, A.J., Pearson, N.D., Pelizzon, L., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, O.-A., Prodromou, T., Putniņš, T.J., Raizada, G., Rakowski, D.A., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Renjie, R.W., Renò, R., Riddiough, S., Rinne, K., Rintamäki, P., Riordan, R., Rittmannsberger, T., Rodríguez-Longarela, I., Rösch, D., Rognone, L., Roseman, B., Rosu, I., Roy, S., Rudolf, N., Rush, S., Rzayev, K., Rzeźnik, A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk-Hoppé, K.R., Schertler, A., Schneider, M., Schroeder, F., Schürhoff, N., Schuster, P., Schwarz, M.A., Seasholes, M.S., Seeger, N., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, L.A., Söderlind, P., Sojli, E., Sokolov, K., Spokeviciute, L., Stefanova, D., Subrahmanyam, M.G., Neusüss, S., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, W.W., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, A.B., Valente, G., Ness, R.A. Van, Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., Wel, M. van der, Werner, I.M., Westerholm, P.J., Westheide, C., Wipplinger, E., Wolf, M., Wolff, C.C.P., Wolk, L., Wong, W.-K., Wrampelmeyer, J., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, P.K., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, S., Yueshen, B.Z., Yuferova, D., Zamojski, M., Zareei, A., Zeisberger, S.M., Zhang, S.S., Zhang, X., Zhong, Z., Zhou, Z.I., Zhou, C., Zhu, X.S., Zoican, M., Zwinkels, R.C.J., Chen, J., Duevski, T., Gao, G., Gemayel, R., Gilder, D. de, Kuhle, P., Pagnotta, E., Pelli, M., Sönksen, J., Zhang, L., Ilczuk, K., Bogoev, D., Qian, Y., Wika, H.C., Yu, Y., Zhao, L., Mi, M., Bao, L., Vaduva, A., Prokopczuk, P., Avetikian, A., Wu, Z.-X., Menkveld, A.J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Razen, M., Weitzel, G.U., Abad, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J., Bach, A., Baidoo, E., Bakalli, G., Barbon, A., Bashchenko, O., Bindra, P.C., Bjonnes, G.H., Black, J., Black, B.S., Bohorquez, S., Bondarenko, O., Bos, C.S., Bosch-Rosa, C., Bouri, E., Brownlees, C.T., Calamia, A., Cao, V.N., Capelle-Blancard, G., Capera, L., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chernov, M., Cheung, W.M., Chincarini, L.B., Chordia, T., Chow, S.C., Clapham, B., Colliard, J.-E., Comerton-Forde, C., Curran, E., Dao, T., Dare, W., Davies, R.J., Blasis, R. De, Nard, G. De, DeClerck, F., Deev, O., Degryse, H., Deku, S., Desagre, C., Dijk, M.A van, Dim, C., Dimpfl, T., Dong, Y., Drummond, P., Dudda, T., Dumitrescu, A., Dyakov, T., Dyhrberg, A.H., Dzieliński, M., Eksi, A., Kalak, I. El, Ellen, S. ter, Eugster, N., Evans, M.D.D., Farrell, M., Félez-Viñas, E., Ferrara, G., Ferrouhi, E.M., Flori, A., Fluharty-Jaidee, J., Foley, S., Fong, K.Y.L., Foucault, T., Franus, T., Franzoni, F.A., Frijns, B., Frömmel, M., Fu, S., Füllbrunn, S.C., Gan, B., Gehrig, T., Gerritsen, D., Gil-Bazo, J., Glosten, L.R., Gomez, T., Gorbenko, A., Güçbilmez, U., Grammig, J., Gregoire, V., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, J.H., Harris, L., Hartmann, S., Hasse, J.-B., Hautsch, N., He, X., Heath, D., Hediger, S., Hendershott, T., Hibbert, A.M., Hjalmarsson, E., Hoelscher, S.A., Hoffmann, P., Holden, C.W., Horenstein, A.R., Huang, W., Huang, D., Hurlin, C., Ivashchenko, A., Iyer, S.R., Jahanshahloo, H., Jalkh, N., Jones, C.M., Jurkatis, S., Jylha, P., Kaeck, A., Kaiser, G., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., Kervel, V. van, Khan, S., Khomyn, M., Klein, T., Klein, O., Klos, A., Koetter, M., Krahnen, J.P., Kolokolov, A., Korajczyk, R.A., Kozhan, R., Kwan, A., Lajaunie, Q., Lam, F.E.C., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, H., Liew, C.Y., Lindner, T., Linton, O.B., Liu, J., Liu, A., Llorente, G., Lof, M., Lohr, A., Longstaff, F.A., Lopez-Lira, A., Mankad, S., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Norden, L.L., O'Neill, P., Obaid, K., Ødegaard, B.A., Östberg, P., Painter, M., Palan, S., Palit, I., Park, A., Pascual, R., Pasquariello, P., Pastor, L., Patel, V., Patton, A.J., Pearson, N.D., Pelizzon, L., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, O.-A., Prodromou, T., Putniņš, T.J., Raizada, G., Rakowski, D.A., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Renjie, R.W., Renò, R., Riddiough, S., Rinne, K., Rintamäki, P., Riordan, R., Rittmannsberger, T., Rodríguez-Longarela, I., Rösch, D., Rognone, L., Roseman, B., Rosu, I., Roy, S., Rudolf, N., Rush, S., Rzayev, K., Rzeźnik, A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk-Hoppé, K.R., Schertler, A., Schneider, M., Schroeder, F., Schürhoff, N., Schuster, P., Schwarz, M.A., Seasholes, M.S., Seeger, N., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, L.A., Söderlind, P., Sojli, E., Sokolov, K., Spokeviciute, L., Stefanova, D., Subrahmanyam, M.G., Neusüss, S., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, W.W., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, A.B., Valente, G., Ness, R.A. Van, Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., Wel, M. van der, Werner, I.M., Westerholm, P.J., Westheide, C., Wipplinger, E., Wolf, M., Wolff, C.C.P., Wolk, L., Wong, W.-K., Wrampelmeyer, J., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, P.K., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, S., Yueshen, B.Z., Yuferova, D., Zamojski, M., Zareei, A., Zeisberger, S.M., Zhang, S.S., Zhang, X., Zhong, Z., Zhou, Z.I., Zhou, C., Zhu, X.S., Zoican, M., Zwinkels, R.C.J., Chen, J., Duevski, T., Gao, G., Gemayel, R., Gilder, D. de, Kuhle, P., Pagnotta, E., Pelli, M., Sönksen, J., Zhang, L., Ilczuk, K., Bogoev, D., Qian, Y., Wika, H.C., Yu, Y., Zhao, L., Mi, M., Bao, L., Vaduva, A., Prokopczuk, P., Avetikian, A., and Wu, Z.-X.

Abstract

31 mei 2023, Contains fulltext : 240328.pdf (Author’s version preprint ) (Open Access), In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in sample 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: non-standard errors. To study them, we let 164 teams test six hypotheses on the same sample. We find that non-standard errors are sizeable, on par with standard errors. Their size (i) co-varies only weakly with team merits, reproducibility, or peer rating, (ii) declines significantly after peer-feedback, and (iii) is underestimated by participants.

Published
2023

8. Integrated Variance of Irregularly Spaced High-Frequency Data: A State Space Approach Based on Pre-Averaging

Author

Alexeev, V, Chen, J, Ignatieva, K, Alexeev, V, Chen, J, and Ignatieva, K

Abstract

We propose a new state space model to estimate the Integrated Variance (IV) in the presence of microstructure noise. Applying the pre-averaging sampling scheme to the irregularly spaced high-frequency data, we derive equidistant efficient price approximations to calculate the noise-contaminated realised variance (NCRV), which is used as an IV estimator. The theoretical properties of the new volatility estimator are illustrated and compared with those of the realised volatility. We highlight the robustness of the new estimator to market microstructure noise (MMN). The pre-averaging sampling effectively eliminates the influence of the MMN component on the NCRV series. The empirical illustration features the EUR/USD exchange rate and provides evidence of a superior performance in volatility forecasting at very high sampling frequencies.

Published
2023

10. Non-Standard Errors

Author

Menkveld, A.J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Razen, M., Weitzel, G.U., Abad, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J., Bach, A., Baidoo, E., Bakalli, G., Barbon, A., Bashchenko, O., Bindra, P.C., Bjonnes, G.H., Black, J., Black, B.S., Bohorquez, S., Bondarenko, O., Bos, C.S., Bosch-Rosa, C., Bouri, E., Brownlees, C.T., Calamia, A., Cao, V.N., Capelle-Blancard, G., Capera, L., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chernov, M., Cheung, W.M., Chincarini, L.B., Chordia, T., Chow, S.C., Clapham, B., Colliard, J.-E., Comerton-Forde, C., Curran, E., Dao, T., Dare, W., Davies, R.J., Blasis, R. De, Nard, G. De, DeClerck, F., Deev, O., Degryse, H., Deku, S., Desagre, C., Dijk, M.A van, Dim, C., Dimpfl, T., Dong, Y., Drummond, P., Dudda, T., Dumitrescu, A., Dyakov, T., Dyhrberg, A.H., Dzieliński, M., Eksi, A., Kalak, I. El, Ellen, S. ter, Eugster, N., Evans, M.D.D., Farrell, M., Félez-Viñas, E., Ferrara, G., Ferrouhi, E.M., Flori, A., Fluharty-Jaidee, J., Foley, S., Fong, K.Y.L., Foucault, T., Franus, T., Franzoni, F.A., Frijns, B., Frömmel, M., Fu, S., Füllbrunn, S.C., Gan, B., Gehrig, T., Gerritsen, D., Gil-Bazo, J., Glosten, L.R., Gomez, T., Gorbenko, A., Güçbilmez, U., Grammig, J., Gregoire, V., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, J.H., Harris, L., Hartmann, S., Hasse, J.-B., Hautsch, N., He, X., Heath, D., Hediger, S., Hendershott, T., Hibbert, A.M., Hjalmarsson, E., Hoelscher, S.A., Hoffmann, P., Holden, C.W., Horenstein, A.R., Huang, W., Huang, D., Hurlin, C., Ivashchenko, A., Iyer, S.R., Jahanshahloo, H., Jalkh, N., Jones, C.M., Jurkatis, S., Jylha, P., Kaeck, A., Kaiser, G., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., Kervel, V. van, Khan, S., Khomyn, M., Klein, T., Klein, O., Klos, A., Koetter, M., Krahnen, J.P., Kolokolov, A., Korajczyk, R.A., Kozhan, R., Kwan, A., Lajaunie, Q., Lam, F.E.C., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, H., Liew, C.Y., Lindner, T., Linton, O.B., Liu, J., Liu, A., Llorente, G., Lof, M., Lohr, A., Longstaff, F.A., Lopez-Lira, A., Mankad, S., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Norden, L.L., O'Neill, P., Obaid, K., Ødegaard, B.A., Östberg, P., Painter, M., Palan, S., Palit, I., Park, A., Pascual, R., Pasquariello, P., Pastor, L., Patel, V., Patton, A.J., Pearson, N.D., Pelizzon, L., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, O.-A., Prodromou, T., Putniņš, T.J., Raizada, G., Rakowski, D.A., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Renjie, R.W., Renò, R., Riddiough, S., Rinne, K., Rintamäki, P., Riordan, R., Rittmannsberger, T., Rodríguez-Longarela, I., Rösch, D., Rognone, L., Roseman, B., Rosu, I., Roy, S., Rudolf, N., Rush, S., Rzayev, K., Rzeźnik, A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk-Hoppé, K.R., Schertler, A., Schneider, M., Schroeder, F., Schürhoff, N., Schuster, P., Schwarz, M.A., Seasholes, M.S., Seeger, N., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, L.A., Söderlind, P., Sojli, E., Sokolov, K., Spokeviciute, L., Stefanova, D., Subrahmanyam, M.G., Neusüss, S., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, W.W., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, A.B., Valente, G., Ness, R.A. Van, Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., Wel, M. van der, Werner, I.M., Westerholm, P.J., Westheide, C., Wipplinger, E., Wolf, M., Wolff, C.C.P., Wolk, L., Wong, W.-K., Wrampelmeyer, J., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, P.K., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, S., Yueshen, B.Z., Yuferova, D., Zamojski, M., Zareei, A., Zeisberger, S.M., Zhang, S.S., Zhang, X., Zhong, Z., Zhou, Z.I., Zhou, C., Zhu, X.S., Zoican, M., Zwinkels, R.C.J., Chen, J., Duevski, T., Gao, G., Gemayel, R., Gilder, D. de, Kuhle, P., Pagnotta, E., Pelli, M., Sönksen, J., Zhang, L., Ilczuk, K., Bogoev, D., Qian, Y., Wika, H.C., Yu, Y., Zhao, L., Mi, M., Bao, L., Vaduva, A., Prokopczuk, P., Avetikian, A., Wu, Z.-X., Menkveld, A.J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Razen, M., Weitzel, G.U., Abad, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J., Bach, A., Baidoo, E., Bakalli, G., Barbon, A., Bashchenko, O., Bindra, P.C., Bjonnes, G.H., Black, J., Black, B.S., Bohorquez, S., Bondarenko, O., Bos, C.S., Bosch-Rosa, C., Bouri, E., Brownlees, C.T., Calamia, A., Cao, V.N., Capelle-Blancard, G., Capera, L., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chernov, M., Cheung, W.M., Chincarini, L.B., Chordia, T., Chow, S.C., Clapham, B., Colliard, J.-E., Comerton-Forde, C., Curran, E., Dao, T., Dare, W., Davies, R.J., Blasis, R. De, Nard, G. De, DeClerck, F., Deev, O., Degryse, H., Deku, S., Desagre, C., Dijk, M.A van, Dim, C., Dimpfl, T., Dong, Y., Drummond, P., Dudda, T., Dumitrescu, A., Dyakov, T., Dyhrberg, A.H., Dzieliński, M., Eksi, A., Kalak, I. El, Ellen, S. ter, Eugster, N., Evans, M.D.D., Farrell, M., Félez-Viñas, E., Ferrara, G., Ferrouhi, E.M., Flori, A., Fluharty-Jaidee, J., Foley, S., Fong, K.Y.L., Foucault, T., Franus, T., Franzoni, F.A., Frijns, B., Frömmel, M., Fu, S., Füllbrunn, S.C., Gan, B., Gehrig, T., Gerritsen, D., Gil-Bazo, J., Glosten, L.R., Gomez, T., Gorbenko, A., Güçbilmez, U., Grammig, J., Gregoire, V., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, J.H., Harris, L., Hartmann, S., Hasse, J.-B., Hautsch, N., He, X., Heath, D., Hediger, S., Hendershott, T., Hibbert, A.M., Hjalmarsson, E., Hoelscher, S.A., Hoffmann, P., Holden, C.W., Horenstein, A.R., Huang, W., Huang, D., Hurlin, C., Ivashchenko, A., Iyer, S.R., Jahanshahloo, H., Jalkh, N., Jones, C.M., Jurkatis, S., Jylha, P., Kaeck, A., Kaiser, G., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., Kervel, V. van, Khan, S., Khomyn, M., Klein, T., Klein, O., Klos, A., Koetter, M., Krahnen, J.P., Kolokolov, A., Korajczyk, R.A., Kozhan, R., Kwan, A., Lajaunie, Q., Lam, F.E.C., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, H., Liew, C.Y., Lindner, T., Linton, O.B., Liu, J., Liu, A., Llorente, G., Lof, M., Lohr, A., Longstaff, F.A., Lopez-Lira, A., Mankad, S., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Norden, L.L., O'Neill, P., Obaid, K., Ødegaard, B.A., Östberg, P., Painter, M., Palan, S., Palit, I., Park, A., Pascual, R., Pasquariello, P., Pastor, L., Patel, V., Patton, A.J., Pearson, N.D., Pelizzon, L., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, O.-A., Prodromou, T., Putniņš, T.J., Raizada, G., Rakowski, D.A., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Renjie, R.W., Renò, R., Riddiough, S., Rinne, K., Rintamäki, P., Riordan, R., Rittmannsberger, T., Rodríguez-Longarela, I., Rösch, D., Rognone, L., Roseman, B., Rosu, I., Roy, S., Rudolf, N., Rush, S., Rzayev, K., Rzeźnik, A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk-Hoppé, K.R., Schertler, A., Schneider, M., Schroeder, F., Schürhoff, N., Schuster, P., Schwarz, M.A., Seasholes, M.S., Seeger, N., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, L.A., Söderlind, P., Sojli, E., Sokolov, K., Spokeviciute, L., Stefanova, D., Subrahmanyam, M.G., Neusüss, S., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, W.W., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, A.B., Valente, G., Ness, R.A. Van, Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., Wel, M. van der, Werner, I.M., Westerholm, P.J., Westheide, C., Wipplinger, E., Wolf, M., Wolff, C.C.P., Wolk, L., Wong, W.-K., Wrampelmeyer, J., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, P.K., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, S., Yueshen, B.Z., Yuferova, D., Zamojski, M., Zareei, A., Zeisberger, S.M., Zhang, S.S., Zhang, X., Zhong, Z., Zhou, Z.I., Zhou, C., Zhu, X.S., Zoican, M., Zwinkels, R.C.J., Chen, J., Duevski, T., Gao, G., Gemayel, R., Gilder, D. de, Kuhle, P., Pagnotta, E., Pelli, M., Sönksen, J., Zhang, L., Ilczuk, K., Bogoev, D., Qian, Y., Wika, H.C., Yu, Y., Zhao, L., Mi, M., Bao, L., Vaduva, A., Prokopczuk, P., Avetikian, A., and Wu, Z.-X.

Abstract

Item does not contain fulltext, In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in sample 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: non-standard errors. To study them, we let 164 teams test six hypotheses on the same sample. We find that non-standard errors are sizeable, on par with standard errors. Their size (i) co-varies only weakly with team merits, reproducibility, or peer rating, (ii) declines significantly after peer-feedback, and (iii) is underestimated by participants.

Published
2022

11. Population genomics of seal lice provides insights into the postglacial history of northern European seals.

Author

Sromek L, Johnson KP, Kunnasranta M, Ylinen E, Virrueta Herrera S, Andrievskaya E, Alexeev V, Rusinek O, Rosing-Asvid A, and Nyman T

Subjects
Animals, Phthiraptera genetics, Europe, Population Density, Genetic Variation, Seals, Earless genetics, Seals, Earless parasitology, Genetics, Population
Abstract

Genetic analyses of host-specific parasites can elucidate the evolutionary histories and biological features of their hosts. Here, we used population-genomic analyses of ectoparasitic seal lice (Echinophthirius horridus) to shed light on the postglacial history of seals in the Arctic Ocean and the Baltic Sea region. One key question was the enigmatic origin of relict landlocked ringed seal populations in lakes Saimaa and Ladoga in northern Europe. We found that that lice of four postglacially diverged subspecies of the ringed seal (Pusa hispida) and Baltic gray seal (Halichoerus grypus), like their hosts, form genetically differentiated entities. Using coalescent-based demographic inference, we show that the sequence of divergences of the louse populations is consistent with the geological history of lake formation. In addition, local effective population sizes of the lice are generally proportional to the census sizes of their respective seal host populations. Genome-based reconstructions of long-term effective population sizes revealed clear differences among louse populations associated with gray versus ringed seals, with apparent links to Pleistocene and Holocene climatic variation as well as to the isolation histories of ringed seal subspecies. Interestingly, our analyses also revealed ancient gene flow between the lice of Baltic gray and ringed seals, suggesting that the distributions of Baltic seals overlapped to a greater extent in the past than is the case today. Taken together, our results demonstrate how genomic information from specialized parasites with higher mutation and substitution rates than their hosts can potentially illuminate finer scale population genetic patterns than similar data from their hosts., (© 2024 The Author(s). Molecular Ecology published by John Wiley & Sons Ltd.)

Published
2024
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12. Universal thermal climate index in the Arctic in an era of climate change: Alaska and Chukotka as a case study.

Author

Grigorieva EA, Alexeev VA, and Walsh JE

Abstract

The modern unambiguous climate change reveals in a rapid increase of air temperature, which is more distinctly expressed in the Arctic than in any other part of the world, affecting people health and well-being. The main objective of the current research is to explore the inter- and intra-annual changes in thermal stress for people in the Arctic, specifically for two parts of Beringia: Alaska, USA, and Chukotka, Russia, using climatology of the universal thermal climate index (UTCI). Data for 39 locations are taken from the ERA5-HEAT reanalysis for the period 1979-2020. Climatologically, the study area is divided into four subregions in Alaska: North, Interior, West and South, and two in Chukotka: Interior and Coast. The extreme coldest UTCI categories (1 and 2) are most common in coastal locations of northern Alaska and Chukotka, where strong winds exacerbate the low temperatures during winter. The results show that the frequency of category 1 (UTCI<-40°C) varies spatially from a quarter of all hours annually in Alaska North to almost zero in Alaska South. On the other hand, the warmest categories are rarely reached almost everywhere in Alaska and Chukotka, and even categories 7 and 8 (UTCI between +26 and +38°C) are found occasionally only at interior locations. Category 6 with no thermal stress (UTCI between +9 and+26°C) has frequencies up to 3% and 25% in Alaska North and Interior, respectively. The extremely cold thermal stress frequencies have substantially decreased over the 1979-2020 period, especially in Alaska North and Chukotka Coast. At the same time, the number of hours with UTCI in the comfortable category of thermal perception has increased depending on subregion, from 25 to 203 h/year. Overall, a decrease in the UTCI categories of extremely cold stress is coupled with an increase in the comfortable range in both Alaska and Chukotka. The salient conclusion is that, from the point of view of comfort and safety, global warming has a positive impact on the climatology of thermal stress in the Arctic, providing advantages for the development of tourism and recreation., (© 2023. The Author(s).)

Published
2023
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13. Loss of species and genetic diversity during colonization: Insights from acanthocephalan parasites in northern European seals.

Author

Sromek L, Ylinen E, Kunnasranta M, Maduna SN, Sinisalo T, Michell CT, Kovacs KM, Lydersen C, Ieshko E, Andrievskaya E, Alexeev V, Leidenberger S, Hagen SB, and Nyman T

Abstract

Studies on host-parasite systems that have experienced distributional shifts, range fragmentation, and population declines in the past can provide information regarding how parasite community richness and genetic diversity will change as a result of anthropogenic environmental changes in the future. Here, we studied how sequential postglacial colonization, shifts in habitat, and reduced host population sizes have influenced species richness and genetic diversity of Corynosoma (Acanthocephala: Polymorphidae) parasites in northern European marine, brackish, and freshwater seal populations. We collected Corynosoma population samples from Arctic, Baltic, Ladoga, and Saimaa ringed seal subspecies and Baltic gray seals, and then applied COI barcoding and triple-enzyme restriction-site associated DNA (3RAD) sequencing to delimit species, clarify their distributions and community structures, and elucidate patterns of intraspecific gene flow and genetic diversity. Our results showed that Corynosoma species diversity reflected host colonization histories and population sizes, with four species being present in the Arctic, three in the Baltic Sea, two in Lake Ladoga, and only one in Lake Saimaa. We found statistically significant population-genetic differentiation within all three Corynosoma species that occur in more than one seal (sub)species. Genetic diversity tended to be high in Corynosoma populations originating from Arctic ringed seals and low in the landlocked populations. Our results indicate that acanthocephalan communities in landlocked seal populations are impoverished with respect to both species and intraspecific genetic diversity. Interestingly, the loss of genetic diversity within Corynosoma species seems to have been less drastic than in their seal hosts, possibly due to their large local effective population sizes resulting from high infection intensities and effective intra-host population mixing. Our study highlights the utility of genomic methods in investigations of community composition and genetic diversity of understudied parasites., Competing Interests: The authors declare no conflicts of interest., (© 2023 The Authors. Ecology and Evolution published by John Wiley & Sons Ltd.)

Published
2023
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14. T-cell activation and bacterial infection in skin wounds of recessive dystrophic epidermolysis bullosa patients.

Author

Alexeev V, Huitema L, Phillips T, Cepeda R, de Los Cobos D, Perez RIM, Salas-Garza M, Fajardo-Ramirez OR, Ringpfeil F, Uitto J, Salas-Alanis JC, and Igoucheva O

Subjects
Antigens, Collagen Type VII, Humans, Keratinocytes pathology, Lymphocyte Activation, Programmed Cell Death 1 Receptor, Staphylococcus aureus, Bacterial Infections, Epidermolysis Bullosa Dystrophica pathology, T-Lymphocytes immunology
Abstract

Recessive dystrophic epidermolysis bullosa (RDEB) patients develop poorly healing skin wounds that are frequently colonized with microbiota. Because T cells play an important role in clearing such pathogens, we aimed to define the status of adaptive T cell-mediated immunity in RDEB wounds. Using a non-invasive approach for sampling of wound-associated constituents, we evaluated microbial contaminants in cellular fraction and exudates obtained from RDED wounds. Infectivity and intracellular trafficking of inactivated Staphylococcus aureus was accessed in RDEB keratinocytes. S. aureus and microbial antigen-specific activation of RDEB wound-derived T cells were investigated by fluorescence-activated cell sorting-based immune-phenotyping and T-cell functional assays. We found that RDEB wounds and epithelial cells are most frequently infected with Staphylococcus sp. and Pseudomonas sp. and that S. aureus essentially infects more RDEB keratinocytes and RDEB-derived squamous cell carcinoma cells than keratinocytes from healthy donors. The RDEB wound-associated T cells contain populations of CD4 + and CD8 + peripheral memory T cells that respond to soluble microbial antigens by proliferating and secreting interferon gamma (IFNγ). Moreover, CD8 + cytotoxic T lymphocytes recognize S. aureus-infected RDEB keratinocytes and respond by producing interleukin-2 (IL-2) and IFNγ and degranulating and cytotoxically killing infected cells. Prolonged exposure of RDEB-derived T cells to microbial antigens in vitro does not trigger PD-1-mediated T-cell exhaustion but induces differentiation of the CD4 high population into CD4 high CD25 + FoxP3 + regulatory T cells. Our data demonstrated that adaptive T cell-mediated immunity could clear infected cells from wound sites, but these effects might be inhibited by PD-1/Treg-mediated immuno-suppression in RDEB., (© 2022 The Authors. Experimental Dermatology published by John Wiley & Sons Ltd.)

Published
2022
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15. Systemic CXCL10 is a predictive biomarker of vitiligo lesional skin infiltration, PUVA, NB-UVB and corticosteroid treatment response and outcome.

Author

El-Domyati M, El-Din WH, Rezk AF, Chervoneva I, Lee JB, Farber M, Uitto J, Igoucheva O, and Alexeev V

Subjects
Adolescent, Adrenal Cortex Hormones therapeutic use, Adult, Biomarkers blood, Biomarkers metabolism, Chemokine CXCL10 blood, Cohort Studies, Female, Humans, Male, Middle Aged, PUVA Therapy, Predictive Value of Tests, Ultraviolet Therapy, Vitiligo metabolism, Vitiligo pathology, Young Adult, Chemokine CXCL10 metabolism, Vitiligo therapy
Abstract

Vitiligo is an acquired pigmentary skin disorder that currently lacks standardized treatment and validated biomarkers to objectively evaluate disease state or therapeutic response. Although prior studies have linked vitiligo autoimmunity with CXCL10/CXCL9-mediated recruitment of leukocytes to the skin, only limited clinical data are available regarding CXCL10 as vitiligo biomarker. To evaluate the utility of systemic CXCL10 as a predictor of disease progression and treatment response on a large cohort of vitiligo patients. CXCL10 levels in lesional, perilesional, and unaffected skin of vitiligo patient (n = 30) and in the serum (n = 51) were measured by quantitative ELISA. CXCL10 expression, recruitment of leukocytes, and inflammatory infiltrates were evaluated by histochemical (n = 32) and immunofluorescence (n = 10) staining. Rigorous cross-sectional and longitudinal biostatistical analysis were employed to correlate CXCL10 levels with disease variables, treatment response, and outcome. We demonstrated that elevated CXCL10 level (2 pg/mm 2 and higher) in lesional skin correlates with increased leukocytic infiltrate, disease duration (< 2 year), and its higher level in the serum (50 pg/ml and higher). Changes in CXCL10 serum levels in patients treated with psoralen plus UVA (PUVA) phototherapy, narrowband UVB (NB-UVB) phototherapy, and systemic steroids (SS) correlated with changes in the intralesional CXCL10 levels in repigmented skin. NB-UVB and SS regimens provided most consistent CXCL10 mean change, suggesting that these regimens are most effective in harnessing CXCR3-mediated inflammatory response. Serum CXCL10 is a useful vitiligo biomarker, which predicts lesional skin leukocytic infiltration, and vitiligo treatment response and outcome., (© 2021. The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature.)

Published
2022
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16. Immunological mechanisms underlying progression of chronic wounds in recessive dystrophic epidermolysis bullosa.

Author

Huitema L, Phillips T, Alexeev V, and Igoucheva O

Subjects
Epidermolysis Bullosa Dystrophica immunology, Humans, Epidermolysis Bullosa Dystrophica physiopathology, Skin pathology, Wound Healing
Abstract

Hereditary epidermolysis bullosa (EB) is a mechanobullous skin fragility disorder characterized by defective epithelial adhesion, leading to mechanical stress-induced skin blistering. Based on the level of tissue separation within the dermal-epidermal junction, EB is categorized into simplex (EBS), junctional (JEB), dystrophic (DEB) and Kindler syndrome. There is no cure for EB, and painful chronic cutaneous wounds are one of the major complications in recessive (RDEB) patients. Although RDEB is considered a cutaneous disease, recent data support the underlying systemic immunological defects. Furthermore, chronic wounds are often colonized with pathogenic microbiota, leading to excessive inflammation and altered wound healing. Consequently, patients with RDEB suffer from a painful sensation of chronic, cutaneous itching/burning and an endless battle with bacterial infections. To improve their quality of life and life expectancy, it is important to prevent cutaneous infections, dampen chronic inflammation and stimulate wound healing. A clear scientific understanding of the immunological events underlying the maintenance of chronic poorly healing wounds in RDEB patients is necessary to improve disease management and better understand other wound healing disorders. In this review, we summarize current knowledge of the role of professional phagocytes, such as neutrophils, macrophages and dendritic cells, the role of T-cell-mediated immunity in lymphoid organs, and the association of microbiota with poor wound healing in RDEB. We conclude that RDEB patients have an underlying immunity defect that seems to affect antibacterial immunity., (© 2021 The Authors. Experimental Dermatology published by John Wiley & Sons Ltd.)

Published
2021
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