143 results on '"Franzoni, Francesco A."'
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2. The value of intermediation in the stock market
- Author
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Di Maggio, Marco, Egan, Mark, and Franzoni, Francesco
- Published
- 2022
- Full Text
- View/download PDF
3. Nonstandard Errors
- Author
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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
- Published
- 2024
- Full Text
- View/download PDF
4. Brokers and Order Flow Leakage: Evidence from Fire Sales
- Author
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BARBON, ANDREA, DI MAGGIO, MARCO, FRANZONI, FRANCESCO, and LANDIER, AUGUSTIN
- Published
- 2019
- Full Text
- View/download PDF
5. Non-Standard Errors
- Author
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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
6. 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
7. Non-Standard Errors
- Author
-
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.
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- 2024
8. Competition for Attention in the ETF Space.
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Ben-David, Itzhak, Franzoni, Francesco, Kim, Byungwook, and Moussawi, Rabih
- Subjects
EXCHANGE traded funds ,ECONOMIC competition ,INVESTORS ,ECONOMIC demand ,PORTFOLIO performance ,STOCK prices ,ADMINISTRATIVE fees ,PORTFOLIO management (Investments) - Abstract
The interplay between investors' demand and providers' incentives has shaped the evolution of exchange-traded funds (ETFs). While early ETFs invested in broad-based indexes and therefore offered diversification at low cost, more recent products track niche portfolios and charge high fees. Strikingly, over their first 5 years, specialized ETFs lose about 30 |$\%$| (risk-adjusted). This underperformance cannot be explained by high fees or hedging demand. Rather, it is driven by the overvaluation of the underlying stocks at the time of the launch. Our results are consistent with providers catering to investors' extrapolative beliefs by issuing specialized ETFs that track attention-grabbing themes. [ABSTRACT FROM AUTHOR]
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- 2023
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9. Do ETFs Increase Volatility?
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BEN-DAVID, ITZHAK, FRANZONI, FRANCESCO, and MOUSSAWI, RABIH
- Published
- 2018
10. Costs and benefits of financial conglomerate affiliation: Evidence from hedge funds
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Franzoni, Francesco and Giannetti, Mariassunta
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- 2019
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11. The relevance of broker networks for information diffusion in the stock market
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Maggio, Marco Di, Franzoni, Francesco, Kermani, Amir, and Sommavilla, Carlo
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- 2019
- Full Text
- View/download PDF
12. Pension Plan Funding and Stock Market Efficiency
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Franzoni, Francesco and Marín, José M.
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- 2006
13. Fund Flows and Market States
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Franzoni, Francesco and Schmalz, Martin C.
- Published
- 2017
14. Exchange-Traded Funds
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Ben-David, Itzhak, Franzoni, Francesco, and Moussawi, Rabih
- Published
- 2017
15. Competition for Attention in the ETF Space
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Ben-David, Itzhak, primary, Franzoni, Francesco, additional, Kim, Byungwook, additional, and Moussawi, Rabih, additional
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- 2021
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16. Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns.
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Di Maggio, Marco, Franzoni, Francesco, Shimon Kogan, and Ran Xing
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- 2023
17. Supply Chain Shortages, Large Firms' Market Power, and Inflation
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Franzoni, Francesco A., primary, Giannetti, Mariassunta, additional, and Tubaldi, Roberto, additional
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- 2023
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18. 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.
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- 2023
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19. Do Hedge Funds Manipulate Stock Prices?
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BEN-DAVID, ITZHAK, FRANZONI, FRANCESCO, LANDIER, AUGUSTIN, and MOUSSAWI, RABIH
- Published
- 2013
- Full Text
- View/download PDF
20. An Improved Method to Predict Assignment of Stocks into Russell Indexes
- Author
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Ben-David, Itzhak, primary, Franzoni, Francesco, additional, and Moussawi, Rabih, additional
- Published
- 2019
- Full Text
- View/download PDF
21. The Value of Intermediation in the Stock Market
- Author
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Maggio, Marco Di, primary, Egan, Mark, additional, and Franzoni, Francesco, additional
- Published
- 2019
- Full Text
- View/download PDF
22. Competition for Attention in the ETF Space
- Author
-
Ben-David, Itzhak, primary, Franzoni, Francesco, additional, Kim, Byungwook, additional, and Moussawi, Rabih, additional
- Published
- 2022
- Full Text
- View/download PDF
23. Private Equity Performance and Liquidity Risk
- Author
-
FRANZONI, FRANCESCO, NOWAK, ERIC, and PHALIPPOU, LUDOVIC
- Published
- 2012
24. Hedge Fund Stock Trading in the Financial Crisis of 2007-2009
- Author
-
Ben-David, Itzhak, Franzoni, Francesco, and Moussawi, Rabih
- Published
- 2012
25. The Wealth Creation Effect in Stock Returns
- Author
-
Franzoni, Francesco A., primary, Obrycki, Daniel, additional, and Resendes, Rafael, additional
- Published
- 2022
- Full Text
- View/download PDF
26. The Granular Nature of Large Institutional Investors
- Author
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Ben-David, Itzhak, primary, Franzoni, Francesco, additional, Moussawi, Rabih, additional, and Sedunov, John, additional
- Published
- 2021
- Full Text
- View/download PDF
27. Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM
- Author
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Adrian, Tobias and Franzoni, Francesco
- Published
- 2009
- Full Text
- View/download PDF
28. Underinvestment vs. overinvestment: Evidence from price reactions to pension contributions
- Author
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Franzoni, Francesco
- Published
- 2009
- Full Text
- View/download PDF
29. Brokers and Order Flow Leakage: Evidence from Fire Sales
- Author
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Barbon, Andrea, primary, Maggio, Marco Di, additional, Franzoni, Francesco, additional, and Landier, Augustin, additional
- Published
- 2017
- Full Text
- View/download PDF
30. The Relevance of Broker Networks for Information Diffusion in the Stock Market
- Author
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Maggio, Marco Di, primary, Franzoni, Francesco, additional, Kermani, Amir, additional, and Sommavilla, Carlo, additional
- Published
- 2017
- Full Text
- View/download PDF
31. Non-Standard Errors
- Author
-
Leerstoel Stigchel, Helmholtz Institute, Experimental Psychology (onderzoeksprogramma PF), Finance, UU LEG Research UUSE Multidisciplinary Economics, LS Algemene Literatuurwetenschap, Hydrogeology, Sub General Pharmaceutics, Finance and Financial Markets, 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, Sarah, 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, Zhang, Lu, 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, LS Algemene Literatuurwetenschap, Hydrogeology, Sub General Pharmaceutics, Finance and Financial Markets, 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, Sarah, 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, Zhang, Lu, 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
- 2021
32. Non-standard errors
- Author
-
Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Jürgen, Johannesson, Magnus, Kirchler, Michael, Razen, Michael, Weitzel, Utz, Abad Díaz, David, Abudy, Menachem, Adrian, Tobias, Ait-Sahalia, Yacine, Akmansoy, Olivier, Alcock, Jamie, Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, James, Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet Christopher, Bjonnes, Geir Hoidal, Black, Jeff, Black, Bernard S., Bohorquez, Santiago, Bondarenko, Oleg, Bos, Charles S., Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William M., Chincarini, Ludwig Boris, 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, Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon, Desagre, Christophe, Dijk, Mathijs van, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Haubo Dyhrberg, Anne, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, Ellen, Saskia ter, Eugster, Nicolas, Evans, Martin D. D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, Ferrouhi, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart, Frömmel, Michael, Fu, Servanna, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, He, Xuezhong, 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, Ivashchenko, Alexey, Iyer, Subramanian Rama, Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, Kervel, Vincent van, Khan, Saad, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Lajaunie, Quentin, Lam, FY 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 B., Liu, Jiacheng, Liu, Anqi, Llorente, Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah, 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 Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual, Roberto, Pasquariello, Paolo, Pastor, Lubos, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Scaillet, O., Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., 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, Wel, Michel van der, Werner, Ingrid M., Westerholm, Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christiaan Cornelis Petrus, Wolk, Leonard, Wong, Wing Keung, Wrampelmeyer, Jan, Xia, Shuo, Xiu, Dacheng, Xu, Ke, Xu, Caihong, Yadav, Pradeep, Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Sarah, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu Sonya, Zoican, Marius, Zwinkels, Remco C. J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Sönksen, Jantje, Zhang, Lu, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li, Vaduva, Andreea, Prokopczuk, Marcel, Avetikian, Alejandro, Wu, Zhen-Xing, Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Jürgen, Johannesson, Magnus, Kirchler, Michael, Razen, Michael, Weitzel, Utz, Abad Díaz, David, Abudy, Menachem, Adrian, Tobias, Ait-Sahalia, Yacine, Akmansoy, Olivier, Alcock, Jamie, Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, James, Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet Christopher, Bjonnes, Geir Hoidal, Black, Jeff, Black, Bernard S., Bohorquez, Santiago, Bondarenko, Oleg, Bos, Charles S., Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William M., Chincarini, Ludwig Boris, 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, Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon, Desagre, Christophe, Dijk, Mathijs van, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Haubo Dyhrberg, Anne, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, Ellen, Saskia ter, Eugster, Nicolas, Evans, Martin D. D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, Ferrouhi, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart, Frömmel, Michael, Fu, Servanna, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, He, Xuezhong, 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, Ivashchenko, Alexey, Iyer, Subramanian Rama, Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, Kervel, Vincent van, Khan, Saad, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Lajaunie, Quentin, Lam, FY 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 B., Liu, Jiacheng, Liu, Anqi, Llorente, Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah, 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 Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual, Roberto, Pasquariello, Paolo, Pastor, Lubos, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Scaillet, O., Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., 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, Wel, Michel van der, Werner, Ingrid M., Westerholm, Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christiaan Cornelis Petrus, Wolk, Leonard, Wong, Wing Keung, Wrampelmeyer, Jan, Xia, Shuo, Xiu, Dacheng, Xu, Ke, Xu, Caihong, Yadav, Pradeep, Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Sarah, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu Sonya, Zoican, Marius, Zwinkels, Remco C. J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Sönksen, Jantje, Zhang, Lu, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li, Vaduva, Andreea, Prokopczuk, Marcel, Avetikian, Alejandro, and Wu, Zhen-Xing
- Abstract
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
- 2021
33. Leveraging Bitcoin Testnet for Bidirectional Botnet Command and Control Systems
- Author
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Franzoni, Francesco, Abellán Álvarez, Iván, and Daza, Vanesa
- Subjects
FOS: Computer and information sciences ,Blockchain ,Computer Science - Cryptography and Security ,C&C ,Security ,Botnets ,Cryptography and Security (cs.CR) ,Bitcoin - Abstract
Over the past twenty years, the number of devices connected to the Internet grew exponentially. Botnets benefited from this rise to increase their size and the magnitude of their attacks. However, they still have a weak point in their Command & Control (C&C) system, which is often based on centralized services or require a complex infrastructure to keep operating without being taken down by authorities. The recent spread of blockchain technologies may give botnets a powerful tool to make them very hard to disrupt. Recent research showed how it is possible to embed C&C messages in Bitcoin transactions, making them nearly impossible to block. Nevertheless, transactions have a cost and allow very limited amounts of data to be transmitted. Because of that, only messages from the botmaster to the bots are sent via Bitcoin, while bots are assumed to communicate through external channels. Furthermore, for the same reason, Bitcoin-based messages are sent in clear. In this paper we show how, using Bitcoin Testnet, it is possible to overcome these limitations and implement a cost-free, bidirectional, and encrypted C&C channel between the botmaster and the bots. We propose a communication protocol and analyze its viability in real life. Our results show that this approach would enable a botmaster to build a robust and hard-to-disrupt C&C system at virtually no cost, thus representing a realistic threat for which countermeasures should be devised., 19 pages, 0 figures, Conference: Financial Cryptography and Data Security 2020
- Published
- 2020
- Full Text
- View/download PDF
34. Institutional Trading around Scheduled Announcements
- Author
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Di Maggio, Marco, primary, Franzoni, Francesco A., additional, Kogan, Shimon, additional, and Xing, Ran, additional
- Published
- 2021
- Full Text
- View/download PDF
35. Non-Standard Errors
- Author
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Menkveld, Albert J., primary, Dreber, Anna, additional, Holzmeister, Felix, additional, Huber, Juergen, additional, Johanneson, Magnus, additional, Kirchler, Michael, additional, Razen, Michael, additional, Weitzel, Utz, additional, Abad, David, additional, Abudy, Menachem (Meni), additional, Adrian, Tobias, additional, Ait-Sahalia, Yacine, additional, Akmansoy, Olivier, additional, Alcock, Jamie, additional, Alexeev, Vitali, additional, Aloosh, Arash, additional, Amato, Livia, additional, Amaya, Diego, additional, Angel, James J., additional, Bach, Amadeus, additional, Baidoo, Edwin, additional, Bakalli, Gaetan, additional, Barbon, Andrea, additional, Bashchenko, Oksana, additional, Bindra, Parampreet Christopher, additional, Bjonnes, Geir Hoidal, additional, Black, Jeffrey R., additional, Black, Bernard S., additional, Bohorquez, Santiago, additional, Bondarenko, Oleg, additional, Bos, Charles S., additional, Bosch-Rosa, Ciril, additional, Bouri, Elie, additional, Brownlees, Christian T., additional, Calamia, Anna, additional, Cao, Viet Nga, additional, Capelle-Blancard, Gunther, additional, Capera, Laura, additional, Caporin, Massimiliano, additional, Carrion, Allen, additional, Caskurlu, Tolga, additional, Chakrabarty, Bidisha, additional, Chernov, Mikhail, additional, Cheung, William Ming Yan, 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, De Blasis, Riccardo, additional, De Nard, Gianluca, additional, Declerck, Fany, additional, Deev, Oleg, additional, Degryse, Hans, additional, Deku, Solomon, additional, Desagre, Christophe, additional, Van Dijk, Mathijs A., additional, Dim, Chukwuma, additional, Dimpfl, Thomas, additional, Dong, Yun Jiang, additional, Drummond, Philip, additional, Dudda, Tom, additional, Dumitrescu, Ariadna, additional, Dyakov, Teodor, additional, Dyhrberg, Anne Haubo, additional, Dzieliński, Michał, additional, Eksi, Asli, additional, El Kalak, Izidin, additional, ter Ellen, Saskia, additional, Eugster, Nicolas, additional, Evans, Martin D.D., additional, Farrell, Michael, additional, Félez-Viñas, Ester, additional, Ferrara, Gerardo, additional, FERROUHI, El Mehdi, additional, Flori, Andrea, additional, Fluharty-Jaidee, Jonathan, additional, Foley, Sean, additional, Fong, Kingsley Y. L., additional, Foucault, Thierry, additional, Franus, Tatiana, additional, Franzoni, Francesco A., additional, Frijns, Bart, additional, Frömmel, Michael, additional, Fu, Servanna, additional, Füllbrunn, Sascha, additional, Gan, Baoqing, additional, Gehrig, Thomas, additional, Gerritsen, Dirk, additional, Gil-Bazo, Javier, additional, Glosten, Lawrence R., additional, Gomez, Thomas, additional, Gorbenko, Arseny, additional, Güçbilmez, Ufuk, additional, Grammig, Joachim, additional, Gregoire, Vincent, 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 J., additional, Hibbert, Ann Marie, additional, Hjalmarsson, Erik, additional, Hoelscher, Seth, additional, Hoffmann, Peter, additional, Holden, Craig W., additional, Horenstein, Alex R., additional, Huang, Wenqian, additional, Huang, Da, additional, Hurlin, Christophe, additional, Ivashchenko, Alexey, additional, Iyer, Subramanian R., additional, Jahanshahloo, Hossein, additional, Jalkh, Naji, additional, Jones, Charles M., additional, Jurkatis, Simon, additional, Jylha, Petri, additional, Kaeck, Andreas, additional, Kaiser, Gabriel, additional, Karam, Arzé, additional, Karmaziene, Egle, additional, Kassner, Bernhard, additional, Kaustia, Markku, additional, Kazak, Ekaterina, additional, Kearney, Fearghal, additional, van Kervel, Vincent, additional, Khan, Saad, additional, Khomyn, Marta, additional, Klein, Tony, additional, Klein, Olga, additional, Klos, Alexander, additional, Koetter, Michael, additional, Krahnen, Jan Pieter, additional, Kolokolov, Aleksey, additional, Korajczyk, Robert A., additional, Kozhan, Roman, additional, Kwan, Amy, additional, Lajaunie, Quentin, additional, Lam, Full Yet Eric Campbell, additional, Lambert, Marie, additional, Langlois, Hugues, additional, Lausen, Jens, additional, Lauter, Tobias, additional, Leippold, Markus, additional, Levin, Vladimir, additional, Li, Yijie, additional, Li, (Michael) Hui, additional, Liew, Chee Yoong, additional, Lindner, Thomas, additional, Linton, Oliver B., additional, Liu, Jiacheng, additional, Liu, Anqi, additional, Llorente-Alvarez, Jesus-Guillermo, additional, Lof, Matthijs, additional, Lohr, Ariel, additional, Longstaff, Francis A., additional, Lopez-Lira, Alejandro, additional, Mankad, Shawn, additional, Mano, Nicola, additional, Marchal, Alexis, additional, Martineau, Charles, additional, Mazzola, Francesco, additional, Meloso, Debrah C, 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, Nordén, Lars L., additional, O'Neill, Peter, additional, Obaid, Khaled, additional, Ødegaard, Bernt Arne, additional, Östberg, Per, additional, Painter, Marcus, additional, Palan, Stefan, additional, Palit, Imon, additional, Park, Andreas, additional, Pascual Gascó, Roberto, additional, Pasquariello, Paolo, additional, Pastor, Lubos, additional, Patel, Vinay, additional, Patton, Andrew J., additional, Pearson, Neil D., additional, Pelizzon, Loriana, 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, Putnins, Talis J., additional, Raizada, Gaurav, additional, Rakowski, David A., additional, Ranaldo, Angelo, additional, Regis, Luca, additional, Reitz, Stefan, additional, Renault, Thomas, additional, Wang, Renjie, additional, Renò, Roberto, additional, Riddiough, Steven, additional, Rinne, Kalle, additional, Rintamäki, Paul, additional, Riordan, Ryan, additional, RITTMANNSBERGER, Thomas, additional, Rodríguez Longarela, Iñaki, additional, Rösch, Dominik, additional, Rognone, Lavinia, additional, Roseman, Brian, additional, Rosu, Ioanid, additional, Roy, Saurabh, additional, Rudolf, Nicolas, additional, Rush, Stephen, additional, Rzayev, Khaladdin, additional, Rzeźnik, Aleksandra, additional, Sanford, Anthony, additional, Sankaran, Harikumar, additional, Sarkar, Asani, additional, Sarno, Lucio, additional, Scaillet, Olivier, additional, Scharnowski, Stefan, additional, Schenk-Hoppé, Klaus Reiner, 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, 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, Spokeviciute, Laima, additional, Stefanova, Denitsa, additional, Subrahmanyam, Marti G., additional, Neusüss, Sebastian, additional, Szaszi, Barnabas, additional, Talavera, Oleksandr, additional, Tang, Yuehua, additional, Taylor, Nicholas, 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, Maria, additional, Valente, Giorgio, additional, Van Ness, Robert A., 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, van der Wel, Michel, additional, Werner, Ingrid M., additional, Westerholm, P. Joakim, additional, Westheide, Christian, 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, Shihao, additional, Yueshen, Bart Zhou, additional, Yuferova, Darya, additional, Zamojski, Marcin, additional, Zareei, Abalfazl, additional, Zeisberger, Stefan, additional, Zhang, Sarah, additional, Zhang, Xiaoyu, additional, Zhong, Zhuo, additional, Zhou, Z. Ivy, additional, Zhou, Chen, additional, Zhu, Xingyu, additional, Zoican, Marius, additional, Zwinkels, Remco C.J., additional, Chen, Jian, additional, Duevski, Teodor, additional, Gao, Ge, additional, Gemayel, Roland, additional, Gilder, Dudley, additional, Kuhle, Paul, additional, Pagnotta, Emiliano, additional, Pelli, Michele, additional, Sönksen, Jantje, additional, Zhang, Lu, additional, Ilczuk, Konrad, additional, Bogoev, Dimitar, additional, Qian, Ya, additional, Wika, Hans C., additional, Yu, Yihe, additional, Zhao, Lu, additional, Mi, Michael, additional, and Bao, Li, additional
- Published
- 2021
- Full Text
- View/download PDF
36. Exchange Traded Funds (ETFs)
- Author
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Ben-David, Itzhak, primary, Franzoni, Francesco, additional, and Moussawi, Rabih, additional
- Published
- 2016
- Full Text
- View/download PDF
37. The Granular Nature of Large Institutional Investors
- Author
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Ben-David, Itzhak, primary, Franzoni, Francesco, additional, Moussawi, Rabih, additional, and Sedunov, John, additional
- Published
- 2016
- Full Text
- View/download PDF
38. What Constrains Liquidity Provision? Evidence from Institutional Trades*
- Author
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Çötelioğlu, Efe, primary, Franzoni, Francesco, additional, and Plazzi, Alberto, additional
- Published
- 2020
- Full Text
- View/download PDF
39. Fingerprint Biometrics From Newborn to Adult: A Study From a National Identity Database System
- Author
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Preciozzi, Javier, primary, Garella, Guillermo, additional, Camacho, Vanina, additional, Franzoni, Francesco, additional, Di Martino, Luis, additional, Carbajal, Guillermo, additional, and Fernandez, Alicia, additional
- Published
- 2020
- Full Text
- View/download PDF
40. Competition for Attention in the ETF Space.
- Author
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Ben-David, Itzhak, Franzoni, Francesco, Byungwook Kim, and Moussawi, Rabih
- Published
- 2021
41. Do ETFs Increase Volatility?
- Author
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Ben-David, Itzhak, primary, Franzoni, Francesco, additional, and Moussawi, Rabih, additional
- Published
- 2014
- Full Text
- View/download PDF
42. An Improved Method to Predict Assignment of Stocks into Russell Indexes.
- Author
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BEN-DAVID, ITZHAK, FRANZONI, FRANCESCO, and MOUSSAWI, RABIH
- Published
- 2019
43. The strange case of Dr. ETN and Mr. XIV
- Author
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Genise, Stefano, Franzoni, Francesco, and Barone-Adesi, Giovanni
- Published
- 2018
- Full Text
- View/download PDF
44. The Value of Intermediation in the Stock Market
- Author
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Di Maggio, Marco, primary, Egan, Mark, additional, and Franzoni, Francesco A., additional
- Published
- 2019
- Full Text
- View/download PDF
45. Strategic Trading As a Response to Short Sellers
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Di Maggio, Marco, primary, Franzoni, Francesco A., additional, Massa, Massimo, additional, and Tubaldi, Roberto, additional
- Published
- 2019
- Full Text
- View/download PDF
46. What Constrains Liquidity Provision? Evidence from Institutional Trades.
- Author
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Çötelioğlu, Efe, Franzoni, Francesco, and Plazzi, Alberto
- Subjects
HEDGE funds ,LIQUIDITY (Economics) ,FINANCIAL crises ,MUTUAL funds ,INSTITUTIONAL investors ,EVIDENCE - Abstract
The article studies liquidity provision by institutional investors using trade-level data. We find that hedge fund trades are a more important predictor of stock-level liquidity than mutual fund trades. However, hedge funds' liquidity provision is more exposed to financial conditions than that of mutual funds. Hedge funds that are more constrained in terms of leverage, age, asset illiquidity, and past performance exhibit a stronger shift toward liquidity consumption when funding condition tighten. Stocks with more exposure to constrained liquidity providing hedge funds suffered more during the financial crisis. [ABSTRACT FROM AUTHOR]
- Published
- 2021
- Full Text
- View/download PDF
47. The Value of Intermediation in the Stock Market.
- Author
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Di Maggio, Marco, Egan, Mark L., and Franzoni, Francesco
- Published
- 2019
48. Strategic Trading as a Response to Short Sellers.
- Author
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Maggio, Marco Di, Franzoni, Francesco, Massa, Massimo, and Tubaldi, Roberto
- Published
- 2019
49. What Constrains Liquidity Provision? Evidence From Hedge Fund Trades.
- Author
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ÇÖTELIOGLU, EFE, FRANZONI, FRANCESCO A., and PLAZZI, ALBERTO
- Published
- 2019
50. The Granular Nature of Large Institutional Investors.
- Author
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Ben-David, Itzhak, Franzoni, Francesco, Moussawi, Rabih, and Sedunov, John
- Published
- 2019
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