12 research outputs found
Does Funding Liquidity Cause Market Liquidity? Evidence from a Quasi-Experiment
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Differences in neuroticism and extraversion between patients with bipolar I or II and general population subjects or major depressive disorder patients
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- Field of study
A Mixture of Normals Model of Market Efficiency
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
The Dynamics of Financially Constrained Arbitrage
- Author
- Albert Kyle
- Alexander Guembel
- Allaudeen Hameed
- Alp Simsek
- Ana Fostel
- Andrei Shleifer
- Anna Pavlova
- Arthur Warga
- Arvind Krishnamurthy
- Carole Comerton-Forde
- Darrell Duffie
- Denis Gromb
- Denis Gromb
- Dimitri Vayanos
- Emil Dabora
- Jerome Detemple
- Ji Shen
- Johannes Brumm
- John Geanakoplos
- Joshua Coval
- Leonard Rosenthal
- Markus Brunnermeier
- Markus Brunnermeier
- Mathias Dewatripont
- Nicolae Garleanu
- Peter Kondor
- Petri Jylha
- Piero Gottardi
- Stefan Nagel
- Suleyman Basak
- Wei Xiong
- Wolf Wagner
- Yakov Amihud
- Zhiguo He
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
The Valuation of Hedge Funds' Equity Positions
- Author
- &apos
- Adam L Aiken
- Agarwal
- Alexander Kempf
- Alexander Puetz
- Andrew J Patton
- B W Silverman
- Bing Liang
- Carl Ackermann
- Christopher Schwarz
- Eugene F Fama
- Finally
- Gavin Cassar
- George O Aragon
- Gjergji Cici
- Gjergji Cici
- Halbert White
- Lubo? P�stor
- Mila Getmansky
- Nicolas P B Bollen
- Nicolas P B Bollen
- Nicolas P B Bollen
- Petri Jylha
- Stephen G Dimmock
- Stephen J Brown
- Stephen J Brown
- Vikas Agarwal
- Vikas Agarwal
- William Fung
- William Rogers
- Yakov Amihud
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
Beta Bubbles
- Author
- A Frazzini
- A Kumar
- A Vijh
- B Boyer
- C Cella
- C Green
- C Lamoureux
- C Sialm
- D Blitz
- D Denis
- D Lou
- E Dimson
- E Fama
- E Fama
- E Li
- F Black
- F Black
- F Black
- G Grullon
- H Hong
- J Campbell
- J Chen
- J Karceski
- J.-M Gaspar
- K Cohen
- K Cohen
- L Devault
- M Ant�n
- M Baker
- M Brennan
- M Carlson
- M Kasch
- M Scholes
- Matti Suominen
- N Barberis
- N Barberis
- P Healy
- Petri Jylha
- R Edelen
- R Greenwood
- R Greenwood
- R Hamada
- R Kisin
- R Novy-Marx
- R Novy-Marx
- S Christoffersen
- T Gilbert
- T Nohel
- Tuomas Tomunen
- W Newey
- Y Amihud
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Flows, Price Pressure, and Hedge Fund Returns
- Author
- A Frazzini
- A Shleifer
- A Shleifer
- A Wang
- B Ding
- C Asness
- C S Asness
- D Gromb
- D Lou
- D Vayanos
- E F Fama
- E R Sirri
- G Ozik
- I Ben-David
- J B Berk
- J Chen
- J Chevalier
- J Coval
- J Hasbrouck
- J Kokkonen
- J Pollet
- J R Nofsinger
- K A Froot
- Katja Ahoniemi
- L Harris
- L Zheng
- M Getmansky
- M Getmansky
- M J Gruber
- M Khan
- M Mitchell
- M Teo
- N P Bollen
- P Jylh�
- P Jylh�
- Petri Jylha
- R Greenwood
- R Greenwood
- R Jagannathan
- R Kosowski
- R M Edelen
- T Chordia
- T Ramadorai
- T Sapp
- V Agarwal
- V Agarwal
- W Fung
- W Fung
- W N Goetzmann
- Y Jinjarak
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Do Hedge Funds Supply or Demand Immediacy?
- Author
- A E Khandani
- A E Khandani
- A E Khandani
- A Hameed
- A W Lo
- B N Lehmann
- C Cao
- C Cella
- D Avramov
- D Avramov
- D Gromb
- Duffie D
- G O Aragon
- G O Aragon
- G O Aragon
- I Ben-David
- I Ben-David
- J Y Campbell
- K Bechmann
- K Rinne
- K Rinne
- Kalle Rinne
- L Pastor
- M Getmansky
- M K Brunnermeier
- M K Brunnermeier
- M S Scholes
- M Teo
- Matti Suominen
- N Gantchev
- N Jegadeesh
- N Jegadeesh
- N Kang
- N M Boyson
- P Jylh�
- Petri Jylha
- R Gibson
- R Sadka
- R Sadka
- S J Grossman
- S Nagel
- T Bali
- T Chordia
- T Hendershott
- T Hendershott
- V Acharya
- V Agarwal
- W De Groot
- W Fung
- W Fung
- W K Newey
- Y Amihud
- Y Amihud
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
A Market-Based Funding Liquidity Measure
- Author
- Adam Ashcraft
- Allaudeen Hameed
- Amir Rubin
- Andrea Frazzini
- Andrea Frazzini
- Andrea Lu
- Andrei Shleifer
- Andrew Ang
- Andrew Ang
- Anurag Gupta
- Aytek Malkhozov
- Bruce Grundy
- Carole Comerton-Forde
- Clifford Asness
- Constantinos Antoniou
- Darren Roulstone
- Denis Gromb
- Edward Miller
- Eugene Fama
- Georgy Chabakauri
- Harrison Hong
- Huijun Wang
- Jaehoon Lee
- Jean-S�bastien Fontaine
- Jean-S�bastien Fontaine
- John Geanakoplos
- Jun Grace Xing Hu
- Junyan Shen
- Kewei Hou
- Lars Viral Acharya
- Mark Carhart
- Mathias Drehmann
- Nicolae Garleanu
- Oleg Rytchkov
- Paul Gompers
- Paul Irvine
- Petri Jylha
- Priyank Gandhi
- Robert Korajczyk
- Robert Merton
- Robert Stambaugh
- Robert Stambaugh
- Robert Stambaugh
- Robert Stambaugh
- Ronnie Sadka
- Ruslan Goyenko
- S Viral Acharya
- Shiyang Huang
- Stefan Nagel
- Stefan Nagel
- Tobias Adrian
- Tobias Adrian
- Yakov Amihud
- Zhiguo He
- Zhiguo He
- Zhuo Chen
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
Non-Standard Errors
- Author
- Abad David
- Abudy Menachem (Meni)
- Adrian Tobias
- Ait-Sahalia Yacine
- Akmansoy Olivier
- Alcock Jamie
- Alexeev Vitali
- Aloosh Arash
- Amato Livia
- Amaya Diego
- Angel James J.
- Avetikian Alejandro
- Bach Amadeus
- Baidoo Edwin
- Bakalli Gaetan
- Bao Li
- Barbon Andrea
- Bashchenko Oksana
- Bindra Parampreet Christopher
- Bjonnes Geir Hoidal
- Black Bernard S.
- Black Jeffrey R.
- Bogoev Dimitar
- Bohorquez Santiago
- Bondarenko Oleg
- Bos Charles S.
- Bosch-Rosa Ciril
- Bouri Elie
- Brownlees Christian T.
- Calamia Anna
- Cao Viet Nga
- Capelle-Blancard Gunther
- Capera Laura
- Caporin Massimiliano
- Carrion Allen
- Caskurlu Tolga
- Chakrabarty Bidisha
- Chen Jian
- Chernov Mikhail
- Cheung William Ming Yan
- 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
- Declerck Fany
- Deev Oleg
- Degryse Hans
- Deku Solomon
- Desagre Christophe
- Dim Chukwuma
- Dimpfl Thomas
- Dong Yun Jiang
- Dreber Anna
- Drummond Philip
- Dudda Tom
- Duevski Teodor
- Dumitrescu Ariadna
- Dyakov Teodor
- Dyhrberg Anne Haubo
- Dzieliński Michał
- Eksi Asli
- El Kalak Izidin
- Eugster Nicolas
- Evans Martin D.D.
- Farrell Michael
- Ferrara Gerardo
- 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
- Fu Servanna
- Félez-Viñas Ester
- Füllbrunn Sascha
- Gan Baoqing
- Gao Ge
- Gehrig Thomas
- Gemayel Roland
- Gerritsen Dirk
- Gil-Bazo Javier
- Gilder Dudley
- Glosten Lawrence R.
- Gomez Thomas
- Gorbenko Arseny
- Grammig Joachim
- Gregoire Vincent
- Güçbilmez Ufuk
- Hagströmer Björn
- Hambuckers Julien
- Hapnes Erik
- Harris Jeffrey H.
- Harris Lawrence
- Hartmann Simon
- Hasse Jean-Baptiste
- Hautsch Nikolaus
- He Xue-Zhong
- Heath Davidson
- Hediger Simon
- Hendershott Terrence J.
- Hibbert Ann Marie
- Hjalmarsson Erik
- Hoelscher Seth
- Hoffmann Peter
- Holden Craig W.
- Holzmeister Felix
- Horenstein Alex R.
- Huang Da
- Huang Wenqian
- Huber Juergen
- Hurlin Christophe
- Ilczuk Konrad
- Ivashchenko Alexey
- Iyer Subramanian R.
- Jahanshahloo Hossein
- Jalkh Naji
- Johanneson Magnus
- Jones Charles M.
- Jurkatis Simon
- Jylha Petri
- Kaeck Andreas
- Kaiser Gabriel
- Karam Arzé
- Karmaziene Egle
- Kassner Bernhard
- Kaustia Markku
- Kazak Ekaterina
- Kearney Fearghal
- Khan Saad
- Khomyn Marta
- Kirchler Michael
- Klein Olga
- Klein Tony
- Klos Alexander
- Koetter Michael
- Kolokolov Aleksey
- Korajczyk Robert A.
- Kozhan Roman
- Krahnen Jan Pieter
- Kuhle Paul
- Kwan Amy
- Lajaunie Quentin
- Lam Full Yet Eric Campbell
- Lambert Marie
- Langlois Hugues
- Lausen Jens
- Lauter Tobias
- Leippold Markus
- Levin Vladimir
- Li (Michael) Hui
- Li Yijie
- Liew Chee Yoong
- Lindner Thomas
- Linton Oliver B.
- Liu Anqi
- Liu Jiacheng
- Llorente-Alvarez Jesus-Guillermo
- Lof Matthijs
- Lohr Ariel
- Longstaff Francis A.
- Lopez-Lira Alejandro
- Mankad Shawn
- Mano Nicola
- Marchal Alexis
- Martineau Charles
- Mazzola Francesco
- Meloso Debrah C
- Menkveld Albert J.
- Mi Michael
- Mihet Roxana
- Mohan Vijay
- Moinas Sophie
- Moore David
- Mu Liangyi
- Muravyev Dmitriy
- Murphy Dermot
- Neszveda Gabor
- Neumeier Christian
- Neusüss Sebastian
- Nielsson Ulf
- Nimalendran Mahendrarajah
- Nolte Sven
- Nordén Lars L.
- O'Neill Peter
- Obaid Khaled
- Pagnotta Emiliano
- Painter Marcus
- Palan Stefan
- Palit Imon
- Park Andreas
- Pascual Gascó Roberto
- Pasquariello Paolo
- Pastor Lubos
- Patel Vinay
- Patton Andrew J.
- Pearson Neil D.
- Pelizzon Loriana
- Pelli Michele
- Pelster Matthias
- Pfiffer Cameron
- Philip Richard
- Plíhal Tomáš
- Prakash Puneet
- Press Oliver-Alexander
- Prodromou Tina
- Prokopczuk Marcel
- Putnins Talis J.
- Pérignon Christophe
- Qian Ya
- Raizada Gaurav
- Rakowski David A.
- Ranaldo Angelo
- Razen Michael
- Regis Luca
- Reitz Stefan
- Renault Thomas
- Renò Roberto
- Riddiough Steven
- Rinne Kalle
- Rintamäki Paul
- Riordan Ryan
- Rittmannsberger Thomas
- Rodríguez Longarela Iñaki
- Rognone Lavinia
- Roseman Brian
- Rosu Ioanid
- Roy Saurabh
- Rudolf Nicolas
- Rush Stephen
- Rzayev Khaladdin
- Rzeźnik Aleksandra
- Rösch Dominik
- Sanford Anthony
- Sankaran Harikumar
- Sarkar Asani
- Sarno Lucio
- Scaillet Olivier
- Scharnowski Stefan
- Schenk-Hoppé Klaus Reiner
- Schertler Andrea
- Schneider Michael
- Schroeder Florian
- Schuster Philipp
- Schwarz Marco A.
- Schürhoff Norman
- Seasholes Mark S.
- Seeger Norman
- Shachar Or
- Shkilko Andriy
- Shui Jessica
- Sikic Mario
- Simion Giorgia
- Smales Lee A.
- Sojli Elvira
- Sokolov Konstantin
- Spokeviciute Laima
- Stefanova Denitsa
- Subrahmanyam Marti G.
- Szaszi Barnabas
- Söderlind Paul
- Sönksen Jantje
- Talavera Oleksandr
- Tang Yuehua
- Taylor Nicholas
- ter Ellen Saskia
- Tham Wing Wah
- Theissen Erik
- Thimme Julian
- Tonks Ian
- Tran Hai
- Trapin Luca
- Trolle Anders B.
- Vaduva Andreea
- Vaduva Maria
- Valente Giorgio
- van der Wel Michel
- Van Dijk Mathijs A.
- van Kervel Vincent
- Van Ness Robert A.
- Vasquez Aurelio
- Verousis Thanos
- Verwijmeren Patrick
- Vilhelmsson Anders
- Vilkov Grigory
- Vladimirov Vladimir
- Vogel Sebastian
- Voigt Stefan
- Wagner Wolf
- Walther Thomas
- Wang Renjie
- Weiss Patrick
- Weitzel Utz
- 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
- Wu Zhen-Xing
- Xia Shuo
- Xiu Dacheng
- Xu Caihong
- Xu Ke
- Yadav Pradeep K.
- Yagüe José
- Yan Cheng
- Yang Antti
- Yoo Woongsun
- Yu Shihao
- Yu Wenjia
- Yu Yihe
- Yueshen Bart Zhou
- Yuferova Darya
- Zamojski Marcin
- Zareei Abalfazl
- Zeisberger Stefan
- Zhang Lu
- Zhang Sarah
- Zhang Xiaoyu
- Zhao Lu
- Zhong Zhuo
- Zhou Chen
- Zhou Z. Ivy
- Zhu Xingyu
- Zoican Marius
- Zwinkels Remco C.J.
- Östberg Per
- Ødegaard Bernt Arne
- Publication venue
- 'Royal College of Obstetricians & Gynaecologists (RCOG)'
- Publication date
- 01/01/2023
- Field of study
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: Non-standard 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 better reproducible or higher rated research. Adding peer-review stages reduces NSEs. We further find that this type of uncertainty is underestimated by participants