370 results on '"Theissen, Erik"'
Search Results
2. Earnings Autocorrelation and the Post-Earnings-Announcement Drift: Experimental Evidence.
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Fink, Josef, Palan, Stefan, and Theissen, Erik
- Subjects
EARNINGS announcements ,FINANCIAL markets ,FINANCIAL equilibrium (Economics) ,STOCK prices ,EARNINGS forecasting ,AUTOCORRELATION (Statistics) ,RATE of return on stocks - Abstract
Post-earnings-announcement drift (PEAD) is one of the most solidly documented asset pricing anomalies. We use the controlled conditions of the experimental lab to investigate whether earnings autocorrelation is the driving cause of this anomaly. We observe PEAD in settings with uncorrelated and correlated earnings surprises, confirming that earnings autocorrelation is not a necessary condition for PEAD. Instead, it acts as an accelerator: PEAD is stronger when earnings surprises are correlated. We further show that market prices underadjust to fundamental value changes, and that trading strategies can profitably exploit the PEAD. [ABSTRACT FROM AUTHOR]
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- 2024
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3. All is not lost that is delayed: overconfidence and investment outcomes
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Betzer, André, van den Bongard, Inga, Schweder, Felix, Theissen, Erik, and Volkmann, Christine
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- 2023
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4. The real effects of distressed bank mergers
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Dinger, Valeriya, Schmidt, Christian, and Theissen, Erik
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- 2024
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5. Do design features explain the volatility of cryptocurrencies?
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Eska, Fabian E., Shi, Yanghua, Theissen, Erik, and Uhrig-Homburg, Marliese
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- 2024
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6. Spoilt for choice: Determinants of market shares in fragmented equity markets
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Gomber, Peter, Sagade, Satchit, Theissen, Erik, Weber, Moritz Christian, and Westheide, Christian
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- 2023
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7. Bitcoin unchained: Determinants of cryptocurrency exchange liquidity
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Brauneis, Alexander, Mestel, Roland, Riordan, Ryan, and Theissen, Erik
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- 2022
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8. The anatomy of a fee change — evidence from cryptocurrency markets
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Brauneis, Alexander, Mestel, Roland, Riordan, Ryan, and Theissen, Erik
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- 2022
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9. Small is beautiful? How the introduction of mini futures contracts affects the regular contracts
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Greppmair, Stefan and Theissen, Erik
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- 2022
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10. Heroes, just for one day: The impact of Donald Trump’s tweets on stock prices
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Machus, Tobias, Mestel, Roland, and Theissen, Erik
- Published
- 2022
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11. Nonstandard Errors
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MENKVELD, ALBERT J., primary, DREBER, ANNA, additional, HOLZMEISTER, FELIX, additional, HUBER, JUERGEN, additional, JOHANNESSON, MAGNUS, additional, KIRCHLER, MICHAEL, additional, NEUSÜß, SEBASTIAN, additional, RAZEN, MICHAEL, additional, WEITZEL, UTZ, additional, ABAD‐DÍAZ, DAVID, additional, ABUDY, MENACHEM (MENI), additional, ADRIAN, TOBIAS, additional, AIT‐SAHALIA, YACINE, additional, AKMANSOY, OLIVIER, additional, ALCOCK, JAMIE T., additional, ALEXEEV, VITALI, additional, ALOOSH, ARASH, additional, AMATO, LIVIA, additional, AMAYA, DIEGO, additional, ANGEL, JAMES J., additional, AVETIKIAN, ALEJANDRO T., additional, BACH, AMADEUS, additional, BAIDOO, EDWIN, additional, BAKALLI, GAETAN, additional, BAO, LI, additional, BARBON, ANDREA, additional, BASHCHENKO, OKSANA, additional, BINDRA, PARAMPREET C., additional, BJØNNES, GEIR H., additional, BLACK, JEFFREY R., additional, BLACK, BERNARD S., additional, BOGOEV, DIMITAR, additional, CORREA, SANTIAGO BOHORQUEZ, additional, BONDARENKO, OLEG, additional, BOS, CHARLES S., additional, BOSCH‐ROSA, CIRIL, additional, BOURI, ELIE, additional, BROWNLEES, CHRISTIAN, additional, CALAMIA, ANNA, additional, CAO, VIET NGA, additional, CAPELLE‐BLANCARD, GUNTHER, additional, ROMERO, LAURA M. CAPERA, additional, CAPORIN, MASSIMILIANO, additional, CARRION, ALLEN, additional, CASKURLU, TOLGA, additional, CHAKRABARTY, BIDISHA, additional, CHEN, JIAN, additional, CHERNOV, MIKHAIL, additional, CHEUNG, WILLIAM, additional, CHINCARINI, LUDWIG B., additional, CHORDIA, TARUN, additional, CHOW, SHEUNG‐CHI, additional, CLAPHAM, BENJAMIN, additional, COLLIARD, JEAN‐EDOUARD, additional, COMERTON‐FORDE, CAROLE, additional, CURRAN, EDWARD, additional, DAO, THONG, additional, DARE, WALE, additional, DAVIES, RYAN J., additional, BLASIS, RICCARDO DE, additional, NARD, GIANLUCA F. DE, additional, DECLERCK, FANY, additional, DEEV, OLEG, additional, DEGRYSE, HANS, additional, DEKU, SOLOMON Y., additional, DESAGRE, CHRISTOPHE, additional, DIJK, MATHIJS A. VAN, additional, DIM, CHUKWUMA, additional, DIMPFL, THOMAS, additional, DONG, YUN JIANG, additional, DRUMMOND, PHILIP A., additional, DUDDA, TOM, additional, DUEVSKI, TEODOR, additional, DUMITRESCU, ARIADNA, additional, DYAKOV, TEODOR, additional, DYHRBERG, ANNE HAUBO, additional, DZIELIŃSKI, MICHAŁ, additional, EKSI, ASLI, additional, KALAK, IZIDIN EL, additional, ELLEN, SASKIA TER, additional, EUGSTER, NICOLAS, additional, EVANS, MARTIN D. D., additional, FARRELL, MICHAEL, additional, FELEZ‐VINAS, ESTER, additional, FERRARA, GERARDO, additional, FERROUHI, EL MEHDI, additional, FLORI, ANDREA, additional, FLUHARTY‐JAIDEE, JONATHAN T., additional, FOLEY, SEAN D. V., additional, FONG, KINGSLEY Y. L., additional, FOUCAULT, THIERRY, additional, FRANUS, TATIANA, additional, FRANZONI, FRANCESCO, additional, FRIJNS, BART, additional, FRÖMMEL, MICHAEL, additional, FU, SERVANNA M., additional, FÜLLBRUNN, SASCHA C., additional, GAN, BAOQING, additional, GAO, GE, additional, GEHRIG, THOMAS P., additional, GEMAYEL, ROLAND, additional, GERRITSEN, DIRK, additional, GIL‐BAZO, JAVIER, additional, GILDER, DUDLEY, additional, GLOSTEN, LAWRENCE R., additional, GOMEZ, THOMAS, additional, GORBENKO, ARSENY, additional, GRAMMIG, JOACHIM, additional, GRÉGOIRE, VINCENT, additional, GÜÇBILMEZ, UFUK, additional, HAGSTRÖMER, BJÖRN, additional, HAMBUCKERS, JULIEN, additional, HAPNES, ERIK, additional, HARRIS, JEFFREY H., additional, HARRIS, LAWRENCE, additional, HARTMANN, SIMON, additional, HASSE, JEAN‐BAPTISTE, additional, HAUTSCH, NIKOLAUS, additional, HE, XUE‐ZHONG (TONY), additional, HEATH, DAVIDSON, additional, HEDIGER, SIMON, additional, HENDERSHOTT, TERRENCE, additional, HIBBERT, ANN MARIE, additional, HJALMARSSON, ERIK, additional, HOELSCHER, SETH A., additional, HOFFMANN, PETER, additional, HOLDEN, CRAIG W., additional, HORENSTEIN, ALEX R., additional, HUANG, WENQIAN, additional, HUANG, DA, additional, HURLIN, CHRISTOPHE, additional, ILCZUK, KONRAD, additional, IVASHCHENKO, ALEXEY, additional, IYER, SUBRAMANIAN R., additional, JAHANSHAHLOO, HOSSEIN, additional, JALKH, NAJI, additional, JONES, CHARLES M., additional, JURKATIS, SIMON, additional, JYLHÄ, PETRI, additional, KAECK, ANDREAS T., additional, KAISER, GABRIEL, additional, KARAM, ARZÉ, additional, KARMAZIENE, EGLE, additional, KASSNER, BERNHARD, additional, KAUSTIA, MARKKU, additional, KAZAK, EKATERINA, additional, KEARNEY, FEARGHAL, additional, KERVEL, VINCENT VAN, additional, KHAN, SAAD A., additional, KHOMYN, MARTA K., additional, KLEIN, TONY, additional, KLEIN, OLGA, additional, KLOS, ALEXANDER, additional, KOETTER, MICHAEL, additional, KOLOKOLOV, ALEKSEY, additional, KORAJCZYK, ROBERT A., additional, KOZHAN, ROMAN, additional, KRAHNEN, JAN P., additional, KUHLE, PAUL, additional, KWAN, AMY, additional, LAJAUNIE, QUENTIN, additional, LAM, F. Y. ERIC C., additional, LAMBERT, MARIE, additional, LANGLOIS, HUGUES, additional, LAUSEN, JENS, additional, LAUTER, TOBIAS, additional, LEIPPOLD, MARKUS, additional, LEVIN, VLADIMIR, additional, LI, YIJIE, additional, LI, HUI, additional, LIEW, CHEE YOONG, additional, LINDNER, THOMAS, additional, LINTON, OLIVER, additional, LIU, JIACHENG, additional, LIU, ANQI, additional, LLORENTE, GUILLERMO, additional, LOF, MATTHIJS, additional, LOHR, ARIEL, additional, LONGSTAFF, FRANCIS, additional, LOPEZ‐LIRA, ALEJANDRO, additional, MANKAD, SHAWN, additional, MANO, NICOLA, additional, MARCHAL, ALEXIS, additional, MARTINEAU, CHARLES, additional, MAZZOLA, FRANCESCO, additional, MELOSO, DEBRAH, additional, MI, MICHAEL G., additional, MIHET, ROXANA, additional, MOHAN, VIJAY, additional, MOINAS, SOPHIE, additional, MOORE, DAVID, additional, MU, LIANGYI, additional, MURAVYEV, DMITRIY, additional, MURPHY, DERMOT, additional, NESZVEDA, GABOR, additional, NEUMEIER, CHRISTIAN, additional, NIELSSON, ULF, additional, NIMALENDRAN, MAHENDRARAJAH, additional, NOLTE, SVEN, additional, NORDEN, LARS L., additional, O'NEILL, PETER, additional, OBAID, KHALED, additional, ØDEGAARD, BERNT A., additional, ÖSTBERG, PER, additional, PAGNOTTA, EMILIANO, additional, PAINTER, MARCUS, additional, PALAN, STEFAN, additional, PALIT, IMON J., additional, PARK, ANDREAS, additional, PASCUAL, ROBERTO, additional, PASQUARIELLO, PAOLO, additional, PASTOR, LUBOS, additional, PATEL, VINAY, additional, PATTON, ANDREW J., additional, PEARSON, NEIL D., additional, PELIZZON, LORIANA, additional, PELLI, MICHELE, additional, PELSTER, MATTHIAS, additional, PÉRIGNON, CHRISTOPHE, additional, PFIFFER, CAMERON, additional, PHILIP, RICHARD, additional, PLÍHAL, TOMÁŠ, additional, PRAKASH, PUNEET, additional, PRESS, OLIVER‐ALEXANDER, additional, PRODROMOU, TINA, additional, PROKOPCZUK, MARCEL, additional, PUTNINS, TALIS, additional, QIAN, YA, additional, RAIZADA, GAURAV, additional, RAKOWSKI, DAVID, additional, RANALDO, ANGELO, additional, REGIS, LUCA, additional, REITZ, STEFAN, additional, RENAULT, THOMAS, additional, RENJIE, REX W., additional, RENO, ROBERTO, additional, RIDDIOUGH, STEVEN J., additional, RINNE, KALLE, additional, RINTAMÄKI, PAUL, additional, RIORDAN, RYAN, additional, RITTMANNSBERGER, THOMAS, additional, LONGARELA, IÑAKI RODRÍGUEZ, additional, ROESCH, DOMINIK, additional, ROGNONE, LAVINIA, additional, ROSEMAN, BRIAN, additional, ROŞU, IOANID, additional, ROY, SAURABH, additional, RUDOLF, NICOLAS, additional, RUSH, STEPHEN R., additional, RZAYEV, KHALADDIN, additional, RZEŹNIK, ALEKSANDRA A., additional, SANFORD, ANTHONY, additional, SANKARAN, HARIKUMAR, additional, SARKAR, ASANI, additional, SARNO, LUCIO, additional, SCAILLET, OLIVIER, additional, SCHARNOWSKI, STEFAN, additional, SCHENK‐HOPPÉ, KLAUS R., additional, SCHERTLER, ANDREA, additional, SCHNEIDER, MICHAEL, additional, SCHROEDER, FLORIAN, additional, SCHÜRHOFF, NORMAN, additional, SCHUSTER, PHILIPP, additional, SCHWARZ, MARCO A., additional, SEASHOLES, MARK S., additional, SEEGER, NORMAN J., additional, SHACHAR, OR, additional, SHKILKO, ANDRIY, additional, SHUI, JESSICA, additional, SIKIC, MARIO, additional, SIMION, GIORGIA, additional, SMALES, LEE A., additional, SÖDERLIND, PAUL, additional, SOJLI, ELVIRA, additional, SOKOLOV, KONSTANTIN, additional, SÖNKSEN, JANTJE, additional, SPOKEVICIUTE, LAIMA, additional, STEFANOVA, DENITSA, additional, SUBRAHMANYAM, MARTI G., additional, SZASZI, BARNABAS, additional, TALAVERA, OLEKSANDR, additional, TANG, YUEHUA, additional, TAYLOR, NICK, additional, THAM, WING WAH, additional, THEISSEN, ERIK, additional, THIMME, JULIAN, additional, TONKS, IAN, additional, TRAN, HAI, additional, TRAPIN, LUCA, additional, TROLLE, ANDERS B., additional, VADUVA, M. ANDREEA, additional, VALENTE, GIORGIO, additional, NESS, ROBERT A. VAN, additional, VASQUEZ, AURELIO, additional, VEROUSIS, THANOS, additional, VERWIJMEREN, PATRICK, additional, VILHELMSSON, ANDERS, additional, VILKOV, GRIGORY, additional, VLADIMIROV, VLADIMIR, additional, VOGEL, SEBASTIAN, additional, VOIGT, STEFAN, additional, WAGNER, WOLF, additional, WALTHER, THOMAS, additional, WEISS, PATRICK, additional, WEL, MICHEL VAN DER, additional, WERNER, INGRID M., additional, WESTERHOLM, P. JOAKIM, additional, WESTHEIDE, CHRISTIAN, additional, WIKA, HANS C., additional, WIPPLINGER, EVERT, additional, WOLF, MICHAEL, additional, WOLFF, CHRISTIAN C. P., additional, WOLK, LEONARD, additional, WONG, WING‐KEUNG, additional, WRAMPELMEYER, JAN, additional, WU, ZHEN‐XING, additional, XIA, SHUO, additional, XIU, DACHENG, additional, XU, KE, additional, XU, CAIHONG, additional, YADAV, PRADEEP K., additional, YAGÜE, JOSÉ, additional, YAN, CHENG, additional, YANG, ANTTI, additional, YOO, WOONGSUN, additional, YU, WENJIA, additional, YU, YIHE, additional, YU, SHIHAO, additional, YUESHEN, BART Z., additional, YUFEROVA, DARYA, additional, ZAMOJSKI, MARCIN, additional, ZAREEI, ABALFAZL, additional, ZEISBERGER, STEFAN M., additional, ZHANG, LU, additional, ZHANG, S. SARAH, additional, ZHANG, XIAOYU, additional, ZHAO, LU, additional, ZHONG, ZHUO, additional, ZHOU, Z. IVY, additional, ZHOU, CHEN, additional, ZHU, XINGYU S., additional, ZOICAN, MARIUS, additional, and ZWINKELS, REMCO, additional
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- 2024
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12. Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing
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Rischen, Tobias and Theissen, Erik
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- 2021
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13. What drives the liquidity of cryptocurrencies? A long-term analysis
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Brauneis, Alexander, Mestel, Roland, and Theissen, Erik
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- 2021
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14. How to measure the liquidity of cryptocurrency markets?
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Brauneis, Alexander, Mestel, Roland, Riordan, Ryan, and Theissen, Erik
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- 2021
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15. Non-Standard Errors
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Menkveld, Albert J., Abudy, Menachem (Meni), Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, Adrian, Tobias, He, Xue-Zhong 'Tony', Heath, Davidson, Hediger, Simon, Hendershott, Terrence J., Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Ait-Sahalia, Yacine, Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Akmansoy, Olivier, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, van Kervel, Vincent, Khan, Saad, Alcock, Jamie, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Alexeev, Vitali, Lajaunie, Quentin, Lam, Full Yet Eric Campbell, Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, (Michael) Hui, Aloosh, Arash, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver B., Liu, Jiacheng, Liu, Anqi, Llorente-Alvarez, Jesus-Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Amato, Livia, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah C, Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Amaya, Diego, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Nordén, Lars L., O'Neill, Peter, Angel, James J., Obaid, Khaled, Ødegaard, Bernt Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual Gascó, Roberto, Pasquariello, Paolo, Pastor, Lubos, Dreber, Anna, Bach, Amadeus, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Baidoo, Edwin, Press, Oliver-Alexander, Prodromou, Tina, Putnins, Talis J., Raizada, Gaurav, Rakowski, David A., Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Wang, Renjie, Bakalli, Gaetan, Renò, Roberto, Riddiough, Steven, Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Rösch, Dominik, Rognone, Lavinia, Roseman, Brian, Barbon, Andrea, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen, Rzayev, Khaladdin, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Bashchenko, Oksana, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Bindra, Parampreet Christopher, Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Bjonnes, Geir Hoidal, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Black, Jeffrey R., Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Black, Bernard S., Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Bohorquez, Santiago, Westerholm, P. Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Xia, Shuo, Xiu, Dacheng, Holzmeister, Felix, Bondarenko, Oleg, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Bos, Charles S., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Lu, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu, Bosch-Rosa, Ciril, Zoican, Marius, Zwinkels, Remco C.J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Bouri, Elie, Sönksen, Jantje, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li, Brownlees, Christian T., Vaduva, Andreea, Prokopczuk, Marcel, Avetikian, Alejandro, Wu, Zhen-Xing, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Huber, Juergen, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William Ming Yan, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Johanneson, Magnus, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca, Declerck, Fany, Deev, Oleg, Degryse, Hans, Kirchler, Michael, Deku, Solomon, Desagre, Christophe, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Razen, Michael, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, Weitzel, Utz, FERROUHI, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco A., Frijns, Bart, Frömmel, Michael, Abad, David, Fu, Servanna Mianjun, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, Van Dijk, Matthijs A., Menkveld, Albert J., Abudy, Menachem (Meni), Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, Adrian, Tobias, He, Xue-Zhong 'Tony', Heath, Davidson, Hediger, Simon, Hendershott, Terrence J., Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Ait-Sahalia, Yacine, Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Akmansoy, Olivier, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, van Kervel, Vincent, Khan, Saad, Alcock, Jamie, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Alexeev, Vitali, Lajaunie, Quentin, Lam, Full Yet Eric Campbell, Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, (Michael) Hui, Aloosh, Arash, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver B., Liu, Jiacheng, Liu, Anqi, Llorente-Alvarez, Jesus-Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Amato, Livia, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah C, Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Amaya, Diego, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Nordén, Lars L., O'Neill, Peter, Angel, James J., Obaid, Khaled, Ødegaard, Bernt Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual Gascó, Roberto, Pasquariello, Paolo, Pastor, Lubos, Dreber, Anna, Bach, Amadeus, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Baidoo, Edwin, Press, Oliver-Alexander, Prodromou, Tina, Putnins, Talis J., Raizada, Gaurav, Rakowski, David A., Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Wang, Renjie, Bakalli, Gaetan, Renò, Roberto, Riddiough, Steven, Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Rösch, Dominik, Rognone, Lavinia, Roseman, Brian, Barbon, Andrea, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen, Rzayev, Khaladdin, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Bashchenko, Oksana, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Bindra, Parampreet Christopher, Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Bjonnes, Geir Hoidal, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Black, Jeffrey R., Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Black, Bernard S., Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Bohorquez, Santiago, Westerholm, P. Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Xia, Shuo, Xiu, Dacheng, Holzmeister, Felix, Bondarenko, Oleg, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Bos, Charles S., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Lu, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu, Bosch-Rosa, Ciril, Zoican, Marius, Zwinkels, Remco C.J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Bouri, Elie, Sönksen, Jantje, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li, Brownlees, Christian T., Vaduva, Andreea, Prokopczuk, Marcel, Avetikian, Alejandro, Wu, Zhen-Xing, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Huber, Juergen, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William Ming Yan, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Johanneson, Magnus, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca, Declerck, Fany, Deev, Oleg, Degryse, Hans, Kirchler, Michael, Deku, Solomon, Desagre, Christophe, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Razen, Michael, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, Weitzel, Utz, FERROUHI, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco A., Frijns, Bart, Frömmel, Michael, Abad, David, Fu, Servanna Mianjun, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, and Van Dijk, Matthijs A.
- Abstract
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across researchers adds uncertainty—nonstandard errors (NSEs). We study NSEs by letting 164 teams test the same hypotheses on the same data. NSEs turn out to be sizable, but smaller for more reproducible or higher rated research. Adding peer-review stages reduces NSEs. We further find that this type of uncertainty is underestimated by participants.
- Published
- 2024
16. Nonstandard Errors
- Author
-
Universidad de Alicante. Departamento de Economía Financiera y Contabilidad, Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neusüß, Sebastian, Razen, Michael, Weitzel, Utz, Abad, David, Abudy, Menachem (Meni), Adrian, Tobias, Ait-Sahalia, Yacine, Akmansoy, Olivier, Alcock, Jamie T., Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, James J., Avetikian, Alejandro T., Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Bao, Li, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet C., Bjønnes, Geir H., Black, Jeffrey R., Black, Bernard S., Bogoev, Dimitar, Bohorquez Correa, Santiago, Bondarenko, Oleg, Bos, Charles S., Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera Romero, Laura M., Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chen, Jian, Chernov, Mikhail, Cheung, William, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung-Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca F., Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon Y., Desagre, Christophe, Van Dijk, Mathijs A., Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip A., Dudda, Tom, Duevski, Teodor, Dumitrescu, Ariadna, Dyakov, Teodor, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, Ellen, Saskia Ter, Eugster, Nicolas, Evans, Martin D. D., Farrell, Michael, Felez-Vinas, Ester, Ferrara, Gerardo, Ferrouhi, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan T., Foley, Sean D. V., Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart, Frömmel, Michael, Fu, Servanna M., Füllbrunn, Sascha C., Gan, Baoqing, Gao, Ge, Gehrig, Thomas P., Gemayel, Roland, Gerritsen, Dirk, Gil-Bazo, Javier, Gilder, Dudley, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Grammig, Joachim, Grégoire, Vincent, Güçbilmez, Ufuk, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, He, Xue-Zhong (Tony), Heath, Davidson, Hediger, Simon, Hendershott, Terrence, Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth A., Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ilczuk, Konrad, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylhä, Petri, Kaeck, Andreas T., Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, Van Kervel, Vincent, Khan, Saad A., Khomyn, Marta K., Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Krahnen, Jan P., Kuhle, Paul, Kwan, Amy, Lajaunie, Quentin, Lam, F. Y. Eric C., Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, Hui, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver, Liu, Jiacheng, Liu, Anqi, Llorente, Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis, Lopez-Lira, Alejandro, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah, Mi, Michael G., Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Norden, Lars L., O'neill, Peter, Obaid, Khaled, Ødegaard, Bernt A., Östberg, Per, Pagnotta, Emiliano, Painter, Marcus, Palan, Stefan, Palit, Imon J., Park, Andreas, Pascual, Roberto, Pasquariello, Paolo, Pastor, Lubos, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelli, Michele, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Press, Oliver-Alexander, Prodromou, Tina, Prokopczuk, Marcel, Putnins, Talis, Qian, Ya, Raizada, Gaurav, Rakowski, David, Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Renjie, Rex W., Reno, Roberto, Riddiough, Steven J., Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Roesch, Dominik, Rognone, Lavinia, Roseman, Brian, Roşu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen R., Rzayev, Khaladdin, Rzeźnik, Aleksandra A., Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus R., Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Seeger, Norman J., Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Sönksen, Jantje, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nick, Tham, Wing Wah, Theissen, Erik, Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Vaduva, M. Andreea, Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, Van Der Wel, Michel, Werner, Ingrid M., Westerholm, P. Joakim, Westheide, Christian, Wika, Hans C., Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Wu, Zhen-Xing, Xia, Shuo, Xiu, Dacheng, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Yihe, Yu, Shihao, Yueshen, Bart Z., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan M., Zhang, Lu, Zhang, S. Sarah, Zhang, Xiaoyu, Zhao, Lu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu S., Zoican, Marius, Zwinkels, Remco, Universidad de Alicante. Departamento de Economía Financiera y Contabilidad, Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neusüß, Sebastian, Razen, Michael, Weitzel, Utz, Abad, David, Abudy, Menachem (Meni), Adrian, Tobias, Ait-Sahalia, Yacine, Akmansoy, Olivier, Alcock, Jamie T., Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, James J., Avetikian, Alejandro T., Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Bao, Li, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet C., Bjønnes, Geir H., Black, Jeffrey R., Black, Bernard S., Bogoev, Dimitar, Bohorquez Correa, Santiago, Bondarenko, Oleg, Bos, Charles S., Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera Romero, Laura M., Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chen, Jian, Chernov, Mikhail, Cheung, William, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung-Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca F., Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon Y., Desagre, Christophe, Van Dijk, Mathijs A., Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip A., Dudda, Tom, Duevski, Teodor, Dumitrescu, Ariadna, Dyakov, Teodor, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, Ellen, Saskia Ter, Eugster, Nicolas, Evans, Martin D. D., Farrell, Michael, Felez-Vinas, Ester, Ferrara, Gerardo, Ferrouhi, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan T., Foley, Sean D. V., Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart, Frömmel, Michael, Fu, Servanna M., Füllbrunn, Sascha C., Gan, Baoqing, Gao, Ge, Gehrig, Thomas P., Gemayel, Roland, Gerritsen, Dirk, Gil-Bazo, Javier, Gilder, Dudley, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Grammig, Joachim, Grégoire, Vincent, Güçbilmez, Ufuk, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, He, Xue-Zhong (Tony), Heath, Davidson, Hediger, Simon, Hendershott, Terrence, Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth A., Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ilczuk, Konrad, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylhä, Petri, Kaeck, Andreas T., Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, Van Kervel, Vincent, Khan, Saad A., Khomyn, Marta K., Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Krahnen, Jan P., Kuhle, Paul, Kwan, Amy, Lajaunie, Quentin, Lam, F. Y. Eric C., Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, Hui, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver, Liu, Jiacheng, Liu, Anqi, Llorente, Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis, Lopez-Lira, Alejandro, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah, Mi, Michael G., Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Norden, Lars L., O'neill, Peter, Obaid, Khaled, Ødegaard, Bernt A., Östberg, Per, Pagnotta, Emiliano, Painter, Marcus, Palan, Stefan, Palit, Imon J., Park, Andreas, Pascual, Roberto, Pasquariello, Paolo, Pastor, Lubos, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelli, Michele, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Press, Oliver-Alexander, Prodromou, Tina, Prokopczuk, Marcel, Putnins, Talis, Qian, Ya, Raizada, Gaurav, Rakowski, David, Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Renjie, Rex W., Reno, Roberto, Riddiough, Steven J., Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Roesch, Dominik, Rognone, Lavinia, Roseman, Brian, Roşu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen R., Rzayev, Khaladdin, Rzeźnik, Aleksandra A., Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus R., Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Seeger, Norman J., Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Sönksen, Jantje, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nick, Tham, Wing Wah, Theissen, Erik, Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Vaduva, M. Andreea, Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, Van Der Wel, Michel, Werner, Ingrid M., Westerholm, P. Joakim, Westheide, Christian, Wika, Hans C., Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Wu, Zhen-Xing, Xia, Shuo, Xiu, Dacheng, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Yihe, Yu, Shihao, Yueshen, Bart Z., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan M., Zhang, Lu, Zhang, S. Sarah, Zhang, Xiaoyu, Zhao, Lu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu S., Zoican, Marius, and Zwinkels, Remco
- Abstract
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across researchers adds uncertainty—nonstandard errors (NSEs). We study NSEs by letting 164 teams test the same hypotheses on the same data. NSEs turn out to be sizable, but smaller for more reproducible or higher rated research. Adding peer-review stages reduces NSEs. We further find that this type of uncertainty is underestimated by participants.
- Published
- 2024
17. Non-Standard Errors
- Author
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Leerstoel Stigchel, Helmholtz Institute, Experimental Psychology (onderzoeksprogramma PF), Finance, UU LEG Research UUSE Multidisciplinary Economics, Sub General Pharmaceutics, Menkveld, Albert J., Abudy, Menachem (Meni), Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, Adrian, Tobias, He, Xue-Zhong 'Tony', Heath, Davidson, Hediger, Simon, Hendershott, Terrence J., Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Ait-Sahalia, Yacine, Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Akmansoy, Olivier, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, van Kervel, Vincent, Khan, Saad, Alcock, Jamie, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Alexeev, Vitali, Lajaunie, Quentin, Lam, Full Yet Eric Campbell, Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, (Michael) Hui, Aloosh, Arash, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver B., Liu, Jiacheng, Liu, Anqi, Llorente-Alvarez, Jesus-Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Amato, Livia, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah C, Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Amaya, Diego, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Nordén, Lars L., O'Neill, Peter, Angel, James J., Obaid, Khaled, Ødegaard, Bernt Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual Gascó, Roberto, Pasquariello, Paolo, Pastor, Lubos, Dreber, Anna, Bach, Amadeus, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Baidoo, Edwin, Press, Oliver-Alexander, Prodromou, Tina, Putnins, Talis J., Raizada, Gaurav, Rakowski, David A., Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Wang, Renjie, Bakalli, Gaetan, Renò, Roberto, Riddiough, Steven, Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Rösch, Dominik, Rognone, Lavinia, Roseman, Brian, Barbon, Andrea, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen, Rzayev, Khaladdin, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Bashchenko, Oksana, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Bindra, Parampreet Christopher, Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Bjonnes, Geir Hoidal, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Black, Jeffrey R., Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Black, Bernard S., Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Bohorquez, Santiago, Westerholm, P. Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Xia, Shuo, Xiu, Dacheng, Holzmeister, Felix, Bondarenko, Oleg, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Bos, Charles S., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Lu, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu, Bosch-Rosa, Ciril, Zoican, Marius, Zwinkels, Remco C.J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Bouri, Elie, Sönksen, Jantje, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li, Brownlees, Christian T., Vaduva, Andreea, Prokopczuk, Marcel, Avetikian, Alejandro, Wu, Zhen-Xing, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Huber, Juergen, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William Ming Yan, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Johanneson, Magnus, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca, Declerck, Fany, Deev, Oleg, Degryse, Hans, Kirchler, Michael, Deku, Solomon, Desagre, Christophe, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Razen, Michael, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, Weitzel, Utz, FERROUHI, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco A., Frijns, Bart, Frömmel, Michael, Abad, David, Fu, Servanna Mianjun, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, Van Dijk, Matthijs A., Leerstoel Stigchel, Helmholtz Institute, Experimental Psychology (onderzoeksprogramma PF), Finance, UU LEG Research UUSE Multidisciplinary Economics, Sub General Pharmaceutics, Menkveld, Albert J., Abudy, Menachem (Meni), Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, Adrian, Tobias, He, Xue-Zhong 'Tony', Heath, Davidson, Hediger, Simon, Hendershott, Terrence J., Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Ait-Sahalia, Yacine, Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Akmansoy, Olivier, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, van Kervel, Vincent, Khan, Saad, Alcock, Jamie, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Alexeev, Vitali, Lajaunie, Quentin, Lam, Full Yet Eric Campbell, Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, (Michael) Hui, Aloosh, Arash, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver B., Liu, Jiacheng, Liu, Anqi, Llorente-Alvarez, Jesus-Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Amato, Livia, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah C, Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Amaya, Diego, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Nordén, Lars L., O'Neill, Peter, Angel, James J., Obaid, Khaled, Ødegaard, Bernt Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual Gascó, Roberto, Pasquariello, Paolo, Pastor, Lubos, Dreber, Anna, Bach, Amadeus, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Baidoo, Edwin, Press, Oliver-Alexander, Prodromou, Tina, Putnins, Talis J., Raizada, Gaurav, Rakowski, David A., Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Wang, Renjie, Bakalli, Gaetan, Renò, Roberto, Riddiough, Steven, Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Rösch, Dominik, Rognone, Lavinia, Roseman, Brian, Barbon, Andrea, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen, Rzayev, Khaladdin, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Bashchenko, Oksana, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Bindra, Parampreet Christopher, Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Bjonnes, Geir Hoidal, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Black, Jeffrey R., Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Black, Bernard S., Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Bohorquez, Santiago, Westerholm, P. Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Xia, Shuo, Xiu, Dacheng, Holzmeister, Felix, Bondarenko, Oleg, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Bos, Charles S., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Lu, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu, Bosch-Rosa, Ciril, Zoican, Marius, Zwinkels, Remco C.J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Bouri, Elie, Sönksen, Jantje, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li, Brownlees, Christian T., Vaduva, Andreea, Prokopczuk, Marcel, Avetikian, Alejandro, Wu, Zhen-Xing, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Huber, Juergen, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William Ming Yan, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Johanneson, Magnus, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca, Declerck, Fany, Deev, Oleg, Degryse, Hans, Kirchler, Michael, Deku, Solomon, Desagre, Christophe, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Razen, Michael, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, Weitzel, Utz, FERROUHI, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco A., Frijns, Bart, Frömmel, Michael, Abad, David, Fu, Servanna Mianjun, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, and Van Dijk, Matthijs A.
- Published
- 2024
18. Call of duty: Designated market maker participation in call auctions
- Author
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Theissen, Erik and Westheide, Christian
- Published
- 2020
- Full Text
- View/download PDF
19. Finanzwirtschaftliche Anwendungen der Blockchain-Technologie
- Author
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Schuster, Philipp, Theissen, Erik, and Uhrig-Homburg, Marliese
- Published
- 2020
- Full Text
- View/download PDF
20. Algorithmic trading and mini flash crashes: Evidence from Austria
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Mestel, Roland, Steffen, Viktoria, and Theissen, Erik
- Published
- 2024
- Full Text
- View/download PDF
21. Algorithmic trading and liquidity: Long term evidence from Austria
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Mestel, Roland, Murg, Michael, and Theissen, Erik
- Published
- 2018
- Full Text
- View/download PDF
22. Liquidity in the German Stock Market
- Author
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Johann, Thomas, Scharnowski, Stefan, Theissen, Erik, Westheide, Christian, and Zimmermann, Lukas
- Published
- 2019
- Full Text
- View/download PDF
23. Earnings Autocorrelation and the Post-Earnings-Announcement Drift: Experimental Evidence
- Author
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Fink, Josef, primary, Palan, Stefan, additional, and Theissen, Erik, additional
- Published
- 2023
- Full Text
- View/download PDF
24. Jan Pieter Krahnen zum 65. Geburtstag
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Haselmann, Rainer and Theissen, Erik
- Published
- 2019
- Full Text
- View/download PDF
25. Earnings Announcement Timing in Selected Equity Markets
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Brandner, Jürgen, primary, Theissen, Erik, additional, and Palan, Stefan, additional
- Published
- 2023
- Full Text
- View/download PDF
26. Design and Valuation of Cryptocurrencies
- Author
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Eska, Fabian Erich, primary, Shi, Yanghua, additional, Theissen, Erik, additional, and Uhrig-Homburg, Marliese, additional
- Published
- 2023
- Full Text
- View/download PDF
27. One for the money, two for the show? The number of designated market makers and liquidity
- Author
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Theissen, Erik, primary and Westheide, Christian, additional
- Published
- 2023
- Full Text
- View/download PDF
28. The Crypto World Trades at Tea Time. Intraday Evidence from Centralized Exchanges across the Globe
- Author
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Brauneis, Alexander, primary, Mestel, Roland, additional, and Theissen, Erik, additional
- Published
- 2023
- Full Text
- View/download PDF
29. The Lower the Better? Revisiting Minimum Tick Size∗
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Mestel, Roland, primary, Theissen, Erik, additional, and Uhlenkamp, Corinna, additional
- Published
- 2023
- Full Text
- View/download PDF
30. The Lintner model revisited: Dividends versus total payouts
- Author
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Andres, Christian, Doumet, Markus, Fernau, Erik, and Theissen, Erik
- Published
- 2015
- Full Text
- View/download PDF
31. Non-Standard Errors
- Author
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Menkfeld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neusüss, Sebastian, Razen, Michael, Weitzel, Utz, Abad-Díaz, David, Abudy, Menachem, Adrian, Tobias, Ait-Sahalia, Yacine, Akmansoy, Olivier, Alcock, Jamie T., Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, James J., Avetikian, Alejandro T., Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Bao, Li, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet C., Bjønnes, Geir H., Black, Jeffrey R., Black, Bernard S., Bogoev, Dimitar, Bohorquez Correa, Santiago, Bondarenko, Oleg, Bos, Charles S., Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera Romero, Laura M., Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chen, Jian, Chernov, Mikhail, Cheung, William, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung-Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca F., Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon Y., Desagre, Christophe, van Dijk, Mathijs A., Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip A., Dudda, Tom, Duevski, Teodor, Dumitrescu, Ariadna, Dyakov, Teodor, Dyhrberg, Anne Haubo, Dzielinski, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D. D., Farrell, Michael, Felez-Vinas, Ester, Ferrara, Gerardo, Ferrouhi, El Mehdi, Flori, Andrea, Fluharty, Jonathan T., Foley, Sean D. V., Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart, Frömmel, Michael, Fu, Servanna M., Füllbrunn, Sascha C., Gan, Baoqing, Gao, Ge, Gehrig, Thomas P., Gemayel, Roland, Gerritsen, Dirk, Gil-Bazo, Javier, Gilder, Dudley, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Grammig, Joachim, Grégoire, Vincent, Güçbilmez, Ufuk, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, He, Xue-Zhong (Tony), Heath, Davidson, Hediger, Simon, Hendershott, Terrence, Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ilczuk, Konrad, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji P., Jones, Charles M., Jurkatis, Simon, Jylhä, Petri, Kaeck, Andreas T., Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, Kervel, Vincent van, Khan, Saad A., Khomyn, Marta K., Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Krahnen, Jan P., Kuhle, Paul, Kwan, Amy, Lajaunie, Quentin, Lam, F. Y. Eric C., Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, Hui, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver, Liu, Jiacheng, Liu, Anqi, Llorente, Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis, Lopez-Lira, Alejandro, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah, Mi, Michael G., Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Norden, Lars L., O'Neill, Peter W., Obaid, Khaled, Ødegaard, Bernt A., Östberg, Per, Pagnotta, Emiliano, Painter, Marcus, Palan, Stefan, Palit, Imon J., Park, Andreas, Pascual, Roberto, Pasquariello, Paolo, Pastor, Lubos, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelli, Michele, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Press, Oliver-Alexander, Prodromou, Tina, Prokopczuk, Marcel, Putnins, Talis, Qian, Ya, Raizada, Gaurav, Rakowski, David, Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Renjie, Rex W., Reno, Roberto, Riddiough, Steven J., Rinne, Kalle, Rintamäki, Paul J., Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Roesch, Dominik, Rognone, Lavinia, Roseman, Brian, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen R., Rzayev, Khaladdin, Rzeznik, Aleksandra A., Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus R., Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Seeger, Norman J., Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Sönksen, Jantje, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nick, Tham, Wing Wah, Theissen, Erik, Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Vaduva, M. Andreea, Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Westerholm, Joakim, Westheide, Christian, Wika, Hans C., Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wink-Keung, Wrampelmeyer, Jan, Wu, Zhen-Xing, Xia, Shuo, Xiu, Dacheng, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Yihe, Yu, Shihao, Yueshen, Bart Z., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan M., Zhang, Lu, Zhang, S. Sarah, Zhang, Xiaoyu, Zhao, Lu, Zhong, Zhuo, Zhou, Zeyang (Ivy), Zhou, Chen, Zhu, Xingyu S., Zoican, Marius, Zwinkels, Remco, Finance, and Tinbergen Institute
- Subjects
jel:G14 ,jel:G1 ,ddc:330 ,jel:C12 - Abstract
In statistics, samples are drawn from a population in a data- generating process (DGP). Standard errors measure the uncer- tainty in sample estimates of population parameters. In sci- ence, 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 sam- ple. 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
- Full Text
- View/download PDF
32. Should I stay or should I go? Former CEOs as monitors
- Author
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Andres, Christian, Fernau, Erik, and Theissen, Erik
- Published
- 2014
- Full Text
- View/download PDF
33. Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory
- Author
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Fellner, Gerlinde and Theissen, Erik
- Published
- 2014
- Full Text
- View/download PDF
34. Experimentelle Vergleiche unterschiedlicher Marktorganisationsformen
- Author
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Theissen, Erik, Albach, Horst, editor, Albers, Sönke, editor, Hax, Herbert, editor, v. Wysocki, Klaus, editor, and Theissen, Erik
- Published
- 1998
- Full Text
- View/download PDF
35. Zusammenfassung und Ausblick
- Author
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Theissen, Erik, Albach, Horst, editor, Albers, Sönke, editor, Hax, Herbert, editor, v. Wysocki, Klaus, editor, and Theissen, Erik
- Published
- 1998
- Full Text
- View/download PDF
36. Ökonomische Analyse der Vor- und Nachteile der Gesamtkursermittlung
- Author
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Theissen, Erik, Albach, Horst, editor, Albers, Sönke, editor, Hax, Herbert, editor, v. Wysocki, Klaus, editor, and Theissen, Erik
- Published
- 1998
- Full Text
- View/download PDF
37. Modelltheoretische Analysen der Gesamtkursermittlung
- Author
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Theissen, Erik, Albach, Horst, editor, Albers, Sönke, editor, Hax, Herbert, editor, v. Wysocki, Klaus, editor, and Theissen, Erik
- Published
- 1998
- Full Text
- View/download PDF
38. Problemstellung
- Author
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Theissen, Erik, Albach, Horst, editor, Albers, Sönke, editor, Hax, Herbert, editor, v. Wysocki, Klaus, editor, and Theissen, Erik
- Published
- 1998
- Full Text
- View/download PDF
39. Grundformen der Organisation des Wertpapierhandels
- Author
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Theissen, Erik, Albach, Horst, editor, Albers, Sönke, editor, Hax, Herbert, editor, v. Wysocki, Klaus, editor, and Theissen, Erik
- Published
- 1998
- Full Text
- View/download PDF
40. Intermediation und Informationsasymmetrie beim Aktienhandel
- Author
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Theissen, Erik, Kürsten, Wolfgang, editor, and Nietert, Bernhard, editor
- Published
- 2006
- Full Text
- View/download PDF
41. Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil
- Author
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Doumet, Markus, Limbach, Peter, and Theissen, Erik
- Published
- 2016
- Full Text
- View/download PDF
42. IPO als Exit der Venture-Capital-Finanzierung
- Author
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Franzke, Stefanie, Theissen, Erik, Börner, Christoph J., editor, and Grichnik, Dietmar, editor
- Published
- 2005
- Full Text
- View/download PDF
43. All is not lost that is delayed: overconfidence and investment outcomes
- Author
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Betzer, André, primary, van den Bongard, Inga, additional, Schweder, Felix, additional, Theissen, Erik, additional, and Volkmann, Christine, additional
- Published
- 2022
- Full Text
- View/download PDF
44. Designing an Experimental Stock Market
- Author
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Krahnen, Jan P., Rieck, Christian, Theissen, Erik, Müller, Werner A., editor, Bihn, Martina, editor, Bühler, Wolfgang, editor, Hax, Herbert, editor, and Schmidt, Reinhart, editor
- Published
- 1999
- Full Text
- View/download PDF
45. One for the money, two for the show? The number of designated market makers and liquidity
- Author
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Theissen, Erik and Westheide, Christian
- Subjects
Liquidity ,G14 ,Designated market makers ,ddc:330 ,G10 - Abstract
Prior research has established that the presence of designated market makers (DMMs) in an electronic open limit order book increases liquidity. We analyze whether the presence of additional DMMs results in a further improvement in liquidity. Using data from Deutsche Börse's Xetra system we find that increases in the number of DMMs significantly improve liquidity, and vice versa for decreases in the number of DMMs. Our results are confirmed when we use an instrumental variables approach to overcome potential endogeneity issues.
- Published
- 2022
46. Parketthandel versus Computerhandel: Ergebnisse für den deutschen Aktienmarkt
- Author
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Theissen, Erik, Weinhardt, Christof, editor, Selhausen, Hermann Meyer zu, editor, and Morlock, Martin, editor
- Published
- 1998
- Full Text
- View/download PDF
47. One for the Money, Two for the Show?The Number of Designated Market Makers and Liquidity
- Author
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Theissen, Erik, primary and Westheide, Christian, additional
- Published
- 2022
- Full Text
- View/download PDF
48. Floor versus Screen Trading: Evidence from the German Stock Market
- Author
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Theissen, Erik
- Published
- 2002
49. The Future of Corporate Financing in Europe
- Author
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Fahlenbrach, Rüdiger, Hackbarth, Dirk, Rocholl, Jörg, Theissen, Erik, and Uhrig-Homburg, Marliese
- Published
- 2017
- Full Text
- View/download PDF
50. Journal of Banking & Finance / How to measure the liquidity of cryptocurrency markets?
- Author
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Brauneis, Alexander, Mestel, Roland, Riordan, Ryan, and Theissen, Erik
- Subjects
Cryptocurrencies ,Capital markets ,Liquidity - Abstract
This paper investigates the efficacy of low-frequency transactions-based liquidity measures to describe actual (high-frequency) liquidity. We show that the Corwin and Schultz (2012) and Abdi and Ranaldo (2017) estimators outperform other measures in describing time-series variations, irrespective of the observation frequency, trading venue, high-frequency liquidity benchmark, and cryptocurrency. Both measures perform well during high and low return, volatility and volume periods. The Kyle and Obizhaeva (2016) estimator and the Amihud (2002) illiquidity ratio outperform when estimating liquidity levels. These two estimators also reliably identify liquidity differences between trading venues. Overall, the results suggest that there is not yet a universally bestmeasure but there are reasonably good low-frequency measures. (VLID)5809742 Version of record
- Published
- 2021
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