Nonstandard Errors

Authored by

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

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Type: Article
Journal: Journal of Finance
Pages: 2339-2390
No. of pages: 52
ISSN: 0022-1082
Publication date: 06.2024
Publication status: Published
Peer reviewed: Yes
Electronic version(s): https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3961574 (Access: Open )
: Details in the research portal "Research@Leibniz University"

Cite

Nonstandard Errors. / Menkveld, Albert; Dreber, Anna; Holzmeister, Felix et al.
In: Journal of Finance, 06.2024, p. 2339-2390.

Research output: Contribution to journal › Article › Research › peer review

Menkveld, A, Dreber, A, Holzmeister, F, Huber, J, Johannesson, M, Kirchler, M, Razen, M, Weitzel, 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, Baschchenko, O, Bindra, PC, Bjonnes, GH, Black, J, Black, BS, Bohorquez, S, Bondarenko, O, Bos, CS, Bosch-Rosa, C, Bouri, E, Brownlees, CT, Calamia, A, Cao, VN, Capelle-Blancard, G, Capera, L, Caporin, M, Carrion, A, Caskurlu, T, Chakrabarty, B, Chernov, M, Cheung, WM, Chincarini, L, 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, Y, Drummond, P, Dudda, TL, Dumitrescu, A, Dyakov, T, Haubo Dyhrberg, A, Dzielinski, M, Eksi, A, El Kalak, I, ter Ellen, S, Eugster, N, Evans, MDD, Farrell, M, Felez-Vinas, 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, Gücbilmez, U, Grammig, J, Gregoire, V, Hagströmer, B, Hambuckers, J, Hapnes, E, Harris, JH, Harris, L, Hartmann, S, Hasse, J-B, Hautsch, N, He, X, Heath, D, Hediger, S, Hendershott, T, Hibbert, AM, Hjalmarsson, E, Hoelscher, SA, Hoffmann, P, Holden, CW, Horenstein, AR, Huang, W, Huang, D, Hurlin, C, Ivashchenko, A, Iyer, SR, Jahanshahloo, H, Jalkh, N, Jones, CM, Jurkatis, S, Jylha, P, Kaeck, A, Kaiser, G, Karam, A, Karmaziene, E, Kassner, B, Kaustia, M, Kazak, E, Kearney, F, van Kervel, V, Khan, S, Khomyn, M, Klein, T, Klein, O, Klos, A, Koetter, M, Krahnen, JP, Kolokolov, A, Korajczyk, RA, Kozhan, R, Kwan, A, Lajaunie, Q, Lambert, M, Langlois, H, Lausen, J, Lauter, T, Leippold, M, Levin, V, Li, Y, Li, MH, Liew, CY, Lindner, T, Linton, OB, Liu, J, Liu, A, Llorente, G, Loff, M, Lohr, A, Longstaff, FA, Lopez-Lira, A, Mankad, S, Mano, N, Marchal, A, Martinaeu, 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, LL, O'Neill, P, Obaid, K, Odegaard, BA, Östberg, P, Painter, M, Palan, S, Palit, I, Park, A, Pascual, R, Pasquariello, P, Pastor, L, Patel, V, Patton, AJ, Pearson, ND, Pelizzon, L, Pelster, M, Perignon, C, Pfiffer, C, Philip, R, Plihal, T, Prakash, P, Press, O-A, Prodromou, T, Prutnins, TJ, Raizada, G, Rakowski, DA, Ranaldo, A, Regis, L, Reitz, S, Renault, T, Renjie, RW, Reno, R, Riddiough, S, Rinne, K, Rintamäki, P, Riordan, R, Rittmannsberger, T, Rodriguez-Longarela, I, Rösch, D, Rognone, L, Roseman, B, Rosu, I, Roy, S, Rudolf, N, Rush, S, Rzayev, K, Rzeznik, A, Sanford, A, Sankaran, H, Sarkar, A, Sarno, L, Scaillet, O, Scharnowski, S, Schenk-Hoppe, KR, Schertler, A, Schneider, M, Schroeder, F, Schuerhoff, N, Schuster, P, Schwarz, MA, Seasholes, MS, Seeger, N, Shachar, O, Shkilko, A, Shui, J, Sikic, M, Simion, G, Smales, LA, Söderlind, P, Sojli, E, Sokolov, K, Spokeviciute, L, Stefanova, D, Subrahmanyam, MG, Neusüss, S, Szaszi, B, Talavera, O, Tang, Y, Taylor, N, Tham, WW, Theissen, E, Thimme, J, Tonks, I, Tran, H, Trapin, L, Trolle, AB, Valente, G, Van Ness, RA, Vasquez, A, Verousis, T, Verwijmeren, P, Vilhelmsson, A, Vilkov, G, Vladimirov, V, Vogel, S, Voigt, S, Wagner, W, Walther, T, Weiss, P, van der Wel, M, Werner, IM, Westerholm, PJ, Westheide, C, Wipplinger, E, Wolf, M, Wolff, CCP, Wolk, L, Wong, WK, Wrampelmeyer, J, Xia, S, Xiu, D, Xu, K, Xu, C, Yadav, PK, Yagüe , J, Yan, C, Yang, A, Yoo, W, Yu, W, Yu, S, Yueshen, BZ, Yuferova, D, Zamojski, M, Zareei, A, Zeisberger, S, Zhang, SS, Zhang, X, Zhong, Z, Zhou, ZI, Zhou, C, Zhu, S, Zoican, M, Zwinkels, RCJ, Chen, J, Duevski, T, Gao, G, Gemayel, R, Gilder, D, Kuhle, P, Pagnotta, E, Pelli, M, Sönksen, J, Zhang, L, Ilczuk, K, Bogoev, D, Qian, Y, Wika, HC, Yu, Y, Zhao, L, Mi, M, Bao, L, Vaduva, A, Prokopczuk, M, Avetikian, A & Wu, Z-X 2024, 'Nonstandard Errors', Journal of Finance, pp. 2339-2390. <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3961574>

@article{e5826e0af9f44be1afa9e8aae24b66c2,
  title = "Nonstandard Errors",
  author = "Albert Menkveld and Anna Dreber and Felix Holzmeister and Juergen Huber and Magnus Johannesson and Michael Kirchler and Michael Razen and Ute Weitzel and David Abad and Menachem Abudy and Tobias Adrian and Yacine Ait-Sahalia and Olivier Akmansoy and Jamie Alcock and Vitali Alexeev and Arash Aloosh and Livia Amato and Diego Amaya and James Angel and Amadeus Bach and Edwin Baidoo and Gaetan Bakalli and Andrea Barbon and Oksana Baschchenko and Bindra, {Parampreet Christoper} and Bjonnes, {Geir Hodal} and Jeff Black and Black, {Bernard S.} and Santiago Bohorquez and Oleg Bondarenko and Bos, {Charles S.} and Ciril Bosch-Rosa and Elie Bouri and Brownlees, {Christian T.} and Anna Calamia and Cao, {Viet Nga} and Gunther Capelle-Blancard and Laura Capera and Massimiliano Caporin and Allen Carrion and Tolga Caskurlu and Bidisha Chakrabarty and Mikhail Chernov and Cheung, {William M.} and Ludwig Chincarini and Tarun Chordia and Chow, {Sheung Chi} and Benjamin Clapham and Jean-Edouard Colliard and Carole Comerton-Forde and Edward Curran and Thong Dao and Wale Dare and Davies, {Ryan J.} and {De Blasis}, Riccardo and {De Nard}, Gianluca and Fany Declerck and Oleg Deev and Hans Degryse and Solomon Deku and Christophe Desagre and {van Dijk}, {Mathijs A.} and Chukwuma Dim and Thomas Dimpfl and Yunjiang Dong and Philip Drummond and Dudda, {Tom L.} and Ariadna Dumitrescu and Teodor Dyakov and {Haubo Dyhrberg}, Anne and Michal Dzielinski and Asli Eksi and {El Kalak}, Izidin and {ter Ellen}, Saskia and Nicolas Eugster and Evans, {Martin D. D.} and Michael Farrell and Ester Felez-Vinas and Gerado Ferrara and Ferrouhi, {El Mehdi} and Andrea Flori and Jonathan Fluharty-Jaidee and Sean Foley and Fong, {Kingsley Y. L.} and Thierry Foucault and Tatina Franus and Franzoni, {Francesco A.} and Bart Frijns and Michael Fr{\"o}mmel and Servanna Fu and Sascha F{\"u}llbrunn and Baoqing Gan and Thomas Gehrig and Dirk Gerritsen and Javier Gil-Bazo and Glosten, {Lawrence R.} and Thomas Gomez and Arseny Gorbenko and Ufuk G{\"u}cbilmez and Joachim Grammig and Vincent Gregoire and Bj{\"o}rn Hagstr{\"o}mer and Julien Hambuckers and Erik Hapnes and Harris, {Jeffrey H.} and Lawrence Harris and Simon Hartmann and Jean-Baptiste Hasse and Nikolaus Hautsch and Xuezhong He and Davidson Heath and Simon Hediger and Terrence Hendershott and Hibbert, {Ann Marie} and Erik Hjalmarsson and Hoelscher, {Seth A.} and Peter Hoffmann and Holden, {Craig W.} and Horenstein, {Alex R.} and Wenqian Huang and Da Huang and Christophe Hurlin and Alexey Ivashchenko and Iyer, {Subramanian R.} and Hossein Jahanshahloo and Naji Jalkh and Jones, {Charles M.} and Simon Jurkatis and Petri Jylha and Andreas Kaeck and Gabriel Kaiser and Arze Karam and Egle Karmaziene and Bernhard Kassner and Markku Kaustia and Ekaterina Kazak and Fearghal Kearney and {van Kervel}, Vincent and Saad Khan and Marta Khomyn and Tony Klein and Olga Klein and Alexander Klos and Michael Koetter and Krahnen, {Jan Pieter} and Aleksey Kolokolov and Korajczyk, {Robert A.} and Roman Kozhan and Amy Kwan and Quentin Lajaunie and Marie Lambert and Hugues Langlois and Jens Lausen and Tobias Lauter and Markus Leippold and Vladimir Levin and Yijie Li and Li, {Michael Hui} and Liew, {Chee Yoong} and Thomas Lindner and Linton, {Oliver B} and Jiacheng Liu and Anqi Liu and Guillermo Llorente and Matthijs Loff and Ariel Lohr and Longstaff, {Francis A.} and Alejandro Lopez-Lira and Shawn Mankad and Nicola Mano and Alexis Marchal and Charles Martinaeu and Francesco Mazzola and Debrah Meloso and Roxana Mihet and Vijay Mohan and Sophie Moinas and David Moore and Liangyi Mu and Dmitriy Muravyev and Dermot Murphy and Gabor Neszveda and Christian Neumeier and Ulf Nielsson and Mahendrarajah Nimalendran and Sven Nolte and Norden, {Lars L.} and Peter O'Neill and Khaled Obaid and Odegaard, {Bernt Arne} and Per {\"O}stberg and Marcus Painter and Stefan Palan and Imon Palit and Andreas Park and Roberto Pascual and Paolo Pasquariello and Lubos Pastor and Vinay Patel and Patton, {Andrew J.} and Pearson, {Neil D.} and Loriana Pelizzon and Matthias Pelster and Christophe Perignon and Cameron Pfiffer and Richard Philip and Tomas Plihal and Puneet Prakash and Oliver-Alexander Press and Tina Prodromou and Prutnins, {Talis J.} and Gaurav Raizada and Rakowski, {David A.} and Angelo Ranaldo and Luca Regis and Stefan Reitz and Thomas Renault and Renjie, {Rex Wang} and Roberto Reno and Steven Riddiough and Kalle Rinne and Paul Rintam{\"a}ki and Ryan Riordan and Thomas Rittmannsberger and Inaki Rodriguez-Longarela and Dominik R{\"o}sch and Lavinia Rognone and Brian Roseman and Ioanid Rosu and Saurabh Roy and Nicolas Rudolf and Stephen Rush and Khaladdin Rzayev and Aleksandra Rzeznik and Anthony Sanford and Harikumar Sankaran and Asani Sarkar and Lucio Sarno and O. Scaillet and Stefan Scharnowski and Schenk-Hoppe, {Klaus Reiner} and Andrea Schertler and Michael Schneider and Florian Schroeder and Norman Schuerhoff and Philipp Schuster and Schwarz, {Marco A.} and Seasholes, {Mark S.} and Norman Seeger and Or Shachar and Andriy Shkilko and Jessica Shui and Mario Sikic and Giorgia Simion and Smales, {Lee A.} and Paul S{\"o}derlind and Elvira Sojli and Konstantin Sokolov and Laima Spokeviciute and Denitsa Stefanova and Subrahmanyam, {Marti G.} and Sebastian Neus{\"u}ss and Barnabas Szaszi and Oleksandr Talavera and Yuehua Tang and Nicholas Taylor and Tham, {Wing Wah} and Erik Theissen and Julian Thimme and Ian Tonks and Hai Tran and Luca Trapin and Trolle, {Anders B.} and Giorgio Valente and {Van Ness}, {Robert A.} and Aurelio Vasquez and Thanos Verousis and Patrick Verwijmeren and Anders Vilhelmsson and Grigory Vilkov and Vladimir Vladimirov and Sebastian Vogel and Stefan Voigt and Wolf Wagner and Thomas Walther and Patrick Weiss and {van der Wel}, Michael and Werner, {Ingrid M.} and Westerholm, {P. Joakim} and Christian Westheide and Evert Wipplinger and Michael Wolf and Wolff, {Christian C. P.} and Leonard Wolk and Wong, {Wing Keung} and Jan Wrampelmeyer and Shuo Xia and Dacheng Xiu and Ke Xu and Caihong Xu and Yadav, {Pradeep K.} and Jose Yag{\"u}e and Cheng Yan and Antti Yang and Woongsun Yoo and Wenjia Yu and Shihao Yu and Yueshen, {Bart Zhou} and Darya Yuferova and Marcin Zamojski and Abalfazl Zareei and Stefan Zeisberger and Zhang, {S. Sarah} and Xiaoyu Zhang and Zhuo Zhong and Zhou, {Z. Ivy} and Chen Zhou and Sonya Zhu and Marius Zoican and Zwinkels, {Remco C. J.} and Jian Chen and Teodor Duevski and Ge Gao and Roland Gemayel and Dudley Gilder and Paul Kuhle and Emiliano Pagnotta and Michele Pelli and Jantje S{\"o}nksen and Lu Zhang and Konrad Ilczuk and Dimitar Bogoev and Ya Qian and Wika, {Hans C.} and Yihe Yu and Lu Zhao and Michael Mi and Li Bao and Andreea Vaduva and Marcel Prokopczuk and Alejandro Avetikian and Zhen-Xing Wu",
  year = "2024",
  month = jun,
  language = "English",
  pages = "2339--2390",
  journal = "Journal of Finance",
  issn = "0022-1082",
  publisher = "Wiley-Blackwell Publishing Ltd"
}