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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. Measurement of the pi^+ meson polarizabilities via the gamma p->gamma pi^+ n reaction

Author

Ahrens, J., Alexeev, V. M., Annand, J. R. M., Arends, H. J., Beck, R., Caselotti, G., Cherepnya, S. N., Drechsel, D., Fil'kov, L. V., F"ohl, K., Giller, I., Grabmayr, P., Hehl, T., Hornidge, D., Kashevarov, V. L., Kotulla, M., Krambrich, D., Krusche, B., Lang, M., McGeorge, J. C., MacGregor, I. J. D., Metag, V., Moinester, M., Novotny, R., Pfeiffer, M., Rost, M., Schadmand, S., Scherer, S., Thomas, A., Unkmeir, C., and Walcher, Th.

Subjects
Nuclear Experiment, High Energy Physics - Experiment, High Energy Physics - Phenomenology, Nuclear Theory
Abstract

An experiment on the radiative pi^+ meson photoproduction from the proton (gamma p->gamma pi^+ n) was carried out at the Mainz Microtron MAMI in the kinematic region 537 MeV

Published
2004
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8. Study of the Pallasite Radiation History by Track Analysis

Author

Alexeev, V. A., Bagulya, A. V., Volkov, A. E., Gippius, A. A., Goncharova, L. A., Gorbunov, S. A., Grachev, V. M., Dashkina, A. B., Kalinina, G. V., Konovalova, N. S., Okateva, N. M., Pavlova, T. A., Polukhina, N. G., Starkov, N. I., Soe, Than Naing, Chernyvsky, M. M., and Shchedrina, T. V.

Published
2019
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10. Latest Results from the Heidelberg-Moscow Double Beta Decay Experiment

Author

Klapdor-Kleingrothaus, H. V., Dietz, A., Baudis, L., Heusser, G., Krivosheina, I. V., Kolb, S., Majorovits, B., Paes, H., Strecker, H., Alexeev, V., Balysh, A., Bakalyarov, A., Belyaev, S. T., Lebedev, V. I., and Zhukov, S.

Subjects
High Energy Physics - Phenomenology
Abstract

New results for the double beta decay of 76Ge are presented. They are extracted from Data obtained with the HEIDELBERG-MOSCOW, which operates five enriched 76Ge detectors in an extreme low-level environment in the GRAN SASSO. The two neutrino accompanied double beta decay is evaluated for the first time for all five detectors with a statistical significance of 47.7 kg y resulting in a half life of (T_(1/2))^(2nu) = [1.55 +- 0.01 (stat) (+0.19) (-0.15) (syst)] x 10^(21) years. The lower limit on the half-life of the 0nu beta-beta decay obtained with pulse shape analysis is (T_(1/2))^(0_nu) > 1.9 x 10^(25) [3.1 x 10^(25)] years with 90% C.L. (68% C.L.) (with 35.5 kg y). This results in an upper limit of the effective Majorana neutrino mass of 0.35 eV (0.27 eV). No evidence for a Majoron emitting decay mode or for the neutrinoless mode is observed., Comment: 14 pages, revtex, 6 figures, Talk was presented at third International Conference ' Dark Matter in Astro and Particle Physics' - DARK2000, to be publ. in Proc. of DARK2000, Springer (2000). Please look into our HEIDELBERG Non-Accelerator Particle Physics group home page: http://www.mpi-hd.mpg.de/non_acc/

Published
2001
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11. Degenerations of Prym varieties

Author

Alexeev, V., Birkenhake, Ch., and Hulek, K.

Subjects
Mathematics - Algebraic Geometry, 14K10, 14D06
Abstract

Let $(C,\iota)$ be a stable curve with an involution. Following a classical construction one can define its Prym variety $P$, which in this case turns out to be a semiabelian group variety and usually not complete. In this paper we study the question whether there are ``good'' compactifications of $P$ in analogy to compactified Jacobians. The answer to this question depends on whether we consider degenerations of principally polarized Prym varieties or degenerations with the induced (non-principal) polarization. We describe degeneration data of such degenerations. The main application of our theory lies in the case of degenerations of principally polarized Prym varieties where we ask whether such a degeneration depends on a given one-parameter family containing $(C,\iota)$ or not. This allows us to determine the indeterminacy locus of the Prym map., Comment: Final version, to appear in Crelle Journal. 51 pages, 15 *.eps pictures

Published
2001

12. Experiments on the generation of long wavelength edge radiation along directions nearly coincident with the axis of a straight section of the 'Pakhra' synchrotron

Author

Alexeev, V. I. and Bessonov, E. G.

Subjects
Physics - Classical Physics
Abstract

Generation of long wavelength edge radiation along directions nearly coincident with the axes of straight sections of storage rings and synchrotrons is discussed. The removal of destructive interference from the superimposed edge radiation patterns of a straight section on the synchrotron "Pakhra" has been observed experimentally., Comment: 8 pages, LaTeX, Presented to Proc. IV Int. Symp. Radiation from Relativistic Electrons in periodic Structures, (RREPS'99) September 13-16, 1999, Lake Baikal, Russia (Proc. will be published in Nucl. Instr. Meth.). Figures were replaced

Published
2000
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13. Limits on the Majorana neutrino mass in the 0.1 eV range

Author

Baudis, L., Dietz, A., Heusser, G., Klapdor-Kleingrothaus, H. V., Krivosheina, I. V., Kolb, St., Majorovits, B., Melnikov, V. F., Paes, H., Schwamm, F., Strecker, H., Alexeev, V., Balysh, A., Bakalyarov, A., Belyaev, S. T., Lebedev, V. I., and Zhukov, S.

Subjects
High Energy Physics - Experiment
Abstract

The Heidelberg-Moscow experiment gives the most stringent limit on the Majorana neutrino mass. After 24 kg yr of data with pulse shape measurements, we set a lower limit on the half-life of the neutrinoless double beta decay in 76Ge of T_1/2 > 5.7 * 10^{25} yr at 90% C.L., thus excluding an effective Majorana neutrino mass greater than 0.2 eV. This allows to set strong constraints on degenerate neutrino mass models., Comment: 6 pages (latex) including 3 postscript figures and 2 tables

Published
1999
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15. New limits on dark--matter WIMPs from the Heidelberg--Moscow experiment

Author

Baudis, L., Hellmig, J., Heusser, G., Klapdor--Kleingrothaus, H. V., Kolb, S., Majorovits, B., Päs, H., Ramachers, Y., Strecker, H., Alexeev, V., Bakalyarov, A., Balysh, A., Belyaev, S. T., Lebedev, V. I., and Zhukov, S.

Subjects
High Energy Physics - Experiment
Abstract

New results after 0.69 kg yr of measurement with an enriched 76Ge detector of the Heidelberg--Moscow experiment with an active mass of 2.758 kg are presented. An energy threshold of 9 keV and a background level of 0.042 counts/(kg d keV) in the energy region between 15 keV and 40 keV was reached.The derived limits on the WIMP--nucleon cross section are the most stringent limits on spin--independent interactions obtained to date by using essentially raw data without background subtraction., Comment: 8 pages (latex) including 5 postscript figures and 2 tables. To appear in Phys. Rev. D, 15. December 1998

Published
1998
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16. 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

17. 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

23. 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

36. Agreement of Analytical and Simulation-Based Estimates of the Required Land Depth in Climate Models

Author

Steinert, N. J., González Rouco, Jesús Fidel, Melo Aguilar, C. A., García Pereira, Félix, García Bustamante, Elena, Vrese, P., Alexeev, V., Jungclaus, J. H., Lorenz, S. J., Hagemann, S., Steinert, N. J., González Rouco, Jesús Fidel, Melo Aguilar, C. A., García Pereira, Félix, García Bustamante, Elena, Vrese, P., Alexeev, V., Jungclaus, J. H., Lorenz, S. J., and Hagemann, S.

Abstract

This work was supported by the projects IlModelS, project no. CGL2014-726 59644-R and GReatModelS, project no. RTI2018-102305-B-C21. The work used resources of the Deutsches Klimarechenzentrum (DKRZ) granted by its Scientific Steering Committee (WLA) under project ID bm1026. Vladimir Alexeev was supported by the Interdisciplinary Research for Arctic Coastal Environments (InteRFACE) project through the Department of Energy, Office of Science, Biological and Environmental Research Program's Regional and Global Model Analysis program, and by NOAA project NA18OAR4590417. We also wish to thank Veronika Gayler for technical support on JSBACH and Christian Reick for helpful comments and discussion., Previous analytical and simulation-based analyses suggest that deeper land surface models are needed to realistically simulate the terrestrial thermal state in climate models, with implications for land-atmosphere interactions. Analytical approaches mainly focused on the subsurface propagation of harmonics such as the annual temperature signal, and a direct comparison with climate-change model output has been elusive. This study addresses the propagation of a harmonic pulse fitted to represent the timescale and amplitude of anthropogenic warming. Its comparison to land model simulations with stepwise increased bottom boundary depth leads to an agreement between the simulation-based and analytical frameworks for long-term climate trends. Any depth increase gradually decreases the relative error in the subsurface thermodynamics, and a minimum depth of 170 m is recommended to simulate the ground climate adequately. The approach provides an accurate estimate of the required land-model depth for climate-change simulations and assesses the relative bias in insufficiently deep land models. Plain Language Summary Many current-generation climate models have land components that are too shallow. Under climate change conditions, the long-term warming trend at the surface propagates deeper into the ground than the commonly used 3-10 m. Shallow models alter the terrestrial heat storage and distribution of temperatures in the subsurface, influencing the simulated land-atmosphere interactions. Previous studies focusing on annual timescales suggest that deeper models are required to match subsurface-temperature observations and the classic analytical heat conduction solution. However, for a systematic investigation of land-model deepening in the frame of anthropogenic climate change, the classic analytical solution is inaccurate because it does not mimic the timescale and amplitude of the simulated warming trend. This study intends to bridge the gap between analytical and simulatio, Ministerio de Economía y Competitividad (MINECO), Scientific Steering Committee (WLA), Interdisciplinary Research for Arctic Coastal Environments (InteRFACE) project through the Department of Energy, Office of Science, Biological and Environmental Research Program's Regional and Global Model Analysis program, NOAA project, Depto. de Física de la Tierra y Astrofísica, Fac. de Ciencias Físicas, TRUE, pub

Published
2021

37. Biases in variance of decomposed portfolio returns

Author

Alexeev, V, Ignatieva, K, Alexeev, V, and Ignatieva, K

Abstract

Significant portfolio variance biases arise when contrasting multiperiod portfolio returns based on the assumption of fixed continuously rebalanced portfolio weights as opposed to buy-and-hold weights. Empirical evidence obtained using S&P 500 constituents from 2003 to 2011 demonstrates that, compared with a buy-and-hold assumption, applying fixed weights led to decreased estimates of portfolio volatilities during 2003, 2005 and 2010, but caused a significant increase in volatility estimates in the more turbulent 2008 and 2011. This discrepancy distorts assessments of portfolio risk-adjusted performance when inappropriate weight assumptions are employed. Consequently, these variance biases have effect on statistical inference in factor models and may result in erroneous portfolio size recommendations for adequate diversification.

Published
2021

47. Vyacheslav Vladimirovich Shokurov

Author

Alexeev, V. A., primary, Birkar, C., additional, Bogomolov, F. A., additional, Zarhin, Yu. G., additional, Nikulin, V. V., additional, Orlov, D. O., additional, Prokhorov, A. N. Parshin. Yu. G., additional, Reid, M., additional, Tikhomirov, A. S., additional, and Cheltsov, I. A., additional

Published
2021
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