Non-Standard Errors

56 Pages Posted: 23 Nov 2021

See all articles by Albert J. Menkveld

Albert J. Menkveld

Vrije Universiteit Amsterdam; Tinbergen Institute; Centre for Economic Policy Research (CEPR)

Anna Dreber

Stockholm School of Economics - Department of Economics

Felix Holzmeister

University of Innsbruck - Department of Economics

Juergen Huber

University of Innsbruck; University of Vienna - Department of Finance

Magnus Johannesson

Stockholm School of Economics - Department of Economics

Michael Kirchler

University of Innsbruck

Michael Razen

affiliation not provided to SSRN

Utz Weitzel

VU University Amsterdam; Tinbergen Institute; Radboud University

David Abad

Universidad de Alicante

Menachem (Meni) Abudy

Bar-Ilan University - Graduate School of Business Administration

Tobias Adrian

International Monetary Fund (IMF)

Yacine Ait-Sahalia

Princeton University - Department of Economics; National Bureau of Economic Research (NBER)

Olivier Akmansoy

affiliation not provided to SSRN

Jamie Alcock

The University of Sydney Business School; Centre for International Finance and Regulation (CIFR)

Vitali Alexeev

University of Technology Sydney

Arash Aloosh

Neoma Business School

Livia Amato

HEC Paris

Diego Amaya

Wilfrid Laurier University

James Angel

Georgetown University - Department of Finance

Amadeus Bach

University of Mannheim

Edwin Baidoo

affiliation not provided to SSRN

Gaetan Bakalli

Auburn University

Andrea Barbon

University of St. Gallen

Oksana Bashchenko

HEC Lausanne; Swiss Finance Institute

Parampreet Christopher Bindra

University of Innsbruck

Geir Hoidal Bjonnes

BI Norwegian Business School

Jeff Black

University of Memphis

Bernard S. Black

Northwestern University - Pritzker School of Law; Northwestern University - Kellogg School of Management; European Corporate Governance Institute (ECGI)

Santiago Bohorquez

Tilburg University - Tilburg University School of Economics and Management

Oleg Bondarenko

University of Illinois at Chicago - Department of Finance

Charles S. Bos

VU University Amsterdam

Ciril Bosch-Rosa

Technische Universität Berlin

Elie Bouri

Lebanese American University

Christian T. Brownlees

Universitat Pompeu Fabra - Faculty of Economic and Business Sciences; Barcelona School of Economics

Anna Calamia

University of Toulouse - Toulouse Business School

Viet Nga Cao

Monash Business School; Financial Research Network (FIRN)

Gunther Capelle-Blancard

Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES); PSB Paris School of Business

Laura Capera

Vrije Universiteit Amsterdam

Massimiliano Caporin

University of Padua - Department of Statistical Sciences

Allen Carrion

University of Memphis - Fogelman College of Business and Economics

Tolga Caskurlu

University of Amsterdam Business School

Bidisha Chakrabarty

Saint Louis University - Richard A. Chaifetz School of Business

Mikhail Chernov

UCLA Anderson

William M. Cheung

Waseda University; ECGI

Ludwig B. Chincarini

University of San Francisco School of Management; University of San Francisco - School of Business and Management

Tarun Chordia

Emory University - Department of Finance

Sheung Chi Chow

Australian National University (ANU)

Benjamin Clapham

Goethe University Frankfurt Faculty of Economics and Business Administration

Jean-Edouard Colliard

HEC Paris - Finance Department

Carole Comerton-Forde

University of Melbourne - Department of Finance; Financial Research Network (FIRN)

Edward Curran

Macquarie University - Faculty of Business and Economics

Thong Dao

University of Southampton - Business School

Wale Dare

University of Liège - HEC Management School

Ryan J. Davies

Babson College - Finance Division

Riccardo De Blasis

Lum University Giuseppe Degennaro

Gianluca De Nard

University of Zurich - Department of Banking and Finance; New York University

Fany Declerck

Toulouse School of Economics

Oleg Deev

Masaryk University

Hans Degryse

KU Leuven, Department Accounting, Finance and Insurance; Centre for Economic Policy Research (CEPR)

Solomon Deku

Nottingham Trent University - Nottingham Business School

Christophe Desagre

ICHEC Brussels Management School; Catholic University of Louvain (UCL) - Louvain Finance (LFIN)

Mathijs A. Van Dijk

Erasmus University - Rotterdam School of Management; Erasmus Research Institute of Management (ERIM)

Chukwuma Dim

Frankfurt School of Finance & Management

Thomas Dimpfl

University of Hohenheim

Yun Jiang Dong

Queen's University (Canada), Queen's School of Business, Students

Philip Drummond

Monash University

Tom Dudda

Technische Universität Dresden

Ariadna Dumitrescu

ESADE Business School

Teodor Dyakov

EDHEC Business School

Anne Haubo Dyhrberg

The University of Sydney - Discipline of Finance

Michał Dzieliński

Stockholm Business School, Stockholm University

Asli Eksi

Salisbury University - Perdue School of Business

Izidin El Kalak

Cardiff Business School

Saskia ter Ellen

Norges Bank

Nicolas Eugster

University of Queensland - Business School

Martin D.D. Evans

Georgetown University - Department of Economics

Michael Farrell

University of Virginia - Darden School of Business

Ester Félez-Viñas

University of Technology Sydney

Gerardo Ferrara

Bank of England

El Mehdi FERROUHI

Ibn Tofail University

Andrea Flori

Politecnico di Milano; Department of Management, Economics and Industrial Engineering

Jonathan Fluharty-Jaidee

West Virginia University, College of Business & Economics, Department of Finance

Sean Foley

Macquarie University

Kingsley Y. L. Fong

University of New South Wales - School of Banking and Finance; Financial Research Network (FIRN)

Thierry Foucault

HEC Paris - Finance Department

Tatiana Franus

City, University of London - Bayes Business School

Francesco A. Franzoni

USI Lugano; Swiss Finance Institute; Centre for Economic Policy Research (CEPR)

Bart Frijns

Open University of the Netherlands - School of Management

Michael Frömmel

Ghent University - Department of Financial Economics

Servanna Fu

University of Essex

Sascha Füllbrunn

Radboud University Nijmegen - Institute for Management Research

Baoqing Gan

University of Technology Sydney

Thomas Gehrig

University of Vienna; Centre for Economic Policy Research (CEPR); European Corporate Governance Institute (ECGI); Vienna Graduate School of Finance (VGSF); Systemic Risk Centre - LSE

Dirk Gerritsen

Utrecht University - School of Economics

Javier Gil-Bazo

Universitat Pompeu Fabra; Barcelona School of Economics

Lawrence R. Glosten

Columbia Business School - Finance and Economics

Thomas Gomez

Utrecht University

Arseny Gorbenko

Monash University - Department of Banking and Finance

Ufuk Güçbilmez

University of Glasgow - Adam Smith Business School

Joachim Grammig

Eberhard Karls Universität Tübingen; Centre for Financial Research (CfR); Center for Financial Studies (CfS)

Vincent Gregoire

HEC Montreal - Department of Finance

Björn Hagströmer

Stockholm University - Stockholm Business School

Julien Hambuckers

HEC-ULg University of Liège

Erik Hapnes

Ecole Polytechnique Fédérale de Lausanne; Swiss Finance Institute

Jeffrey H. Harris

American University - Department of Finance and Real Estate

Lawrence Harris

University of Southern California - Marshall School of Business - Finance and Business Economics Department; Institute for Quantitative Research in Finance (the Q-Group); Financial Economists Roundtable; Interactive Brokers, Inc. (IBKR)

Simon Hartmann

WU Wien

Jean-Baptiste Hasse

Aix-Marseille University - Aix-Marseille School of Economics

Nikolaus Hautsch

University of Vienna - Department of Statistics and Operations Research; Center for Financial Studies (CFS); Vienna Graduate School of Finance (VGSF)

Xuezhong He

University of Technology Sydney (UTS) - Finance Discipline Group, Business School; Financial Research Network (FIRN)

Davidson Heath

University of Utah - David Eccles School of Business

Simon Hediger

University of Zurich - Department of Banking and Finance

Terrence Hendershott

University of California, Berkeley - Haas School of Business

Ann Marie Hibbert

West Virginia University

Erik Hjalmarsson

University of Gothenburg - Centre for Finance

Seth A. Hoelscher

Missouri State University - College of Business

Peter Hoffmann

European Central Bank (ECB) - Directorate General Research

Craig W. Holden

Indiana University - Kelley School of Business - Department of Finance

Alex R. Horenstein

University of Miami - School of Business Administration - Department of Economics

Wenqian Huang

Bank for International Settlements

Da Huang

University of Utah - David Eccles School of Business

Christophe Hurlin

University of Orleans

Alexey Ivashchenko

School of Business and Economics, VU Amsterdam

Subramanian R. Iyer

University of New Mexico

Hossein Jahanshahloo

Cardiff Business School

Naji Jalkh

Saint Joseph University

Charles M. Jones

Columbia Business School

Simon Jurkatis

Bank of England

Petri Jylha

Aalto University

Andreas Kaeck

University of Sussex

Gabriel Kaiser

affiliation not provided to SSRN

Arzé Karam

Durham University Business School

Egle Karmaziene

VU University Amsterdam; Swedish House of Finance; Tinbergen Institute

Bernhard Kassner

Ludwig-Maximilians-Universität München

Markku Kaustia

Aalto University School of Business

Ekaterina Kazak

University of Manchester

Fearghal Kearney

Queen's University Belfast - Queen's Management School

Vincent van Kervel

Pontifical Catholic University of Chile

Saad Khan

Queen's University - Smith School of Business

Marta Khomyn

University of Technology Sydney (UTS)

Tony Klein

Queen's University Belfast - Queen's Management School

Olga Klein

University of Warwick - Warwick Business School

Alexander Klos

University of Kiel - Institute for Quantitative Business and Economics Research (QBER)

Michael Koetter

Halle Institute for Economic Research

Jan Pieter Krahnen

Faculty of Economics and Business Administration; Leibniz Institute for Financial Research SAFE; Centre for Economic Policy Research (CEPR)

Aleksey Kolokolov

University of Manchester - Manchester Business School

Robert A. Korajczyk

Northwestern University

Roman Kozhan

University of Warwick - Warwick Business School

Amy Kwan

University of Sydney Business School

Quentin Lajaunie

University of Orleans

FY Eric C Lam

Hong Kong Institute for Monetary and Financial Research; Independent Researcher

Marie Lambert

HEC Liège, Management School of the University of Liège

Hugues Langlois

HEC Paris - Finance Department

Jens Lausen

Goethe University Frankfurt - Faculty of Economics and Business Administration

Tobias Lauter

affiliation not provided to SSRN

Markus Leippold

University of Zurich - Department of Banking and Finance; University of Zurich - Faculty of Economics, Business Administration and Information Technology

Vladimir Levin

Department of Finance

Yijie Li

Aalto University - Department of Finance

(Michael) Hui Li

La Trobe University; Financial Research Network (FIRN)

Chee Yoong Liew

UCSI University, Malaysia

Thomas Lindner

WU

Oliver B. Linton

University of Cambridge

Jiacheng Liu

Purdue University

Anqi Liu

The University of Sydney

Guillermo Llorente

Universidad Autonoma de Madrid

Matthijs Lof

Aalto University

Ariel Lohr

Arizona State University (ASU) - Finance Department

Francis A. Longstaff

University of California, Los Angeles (UCLA) - Finance Area; National Bureau of Economic Research (NBER)

Alejandro Lopez-Lira

University of Florida - Department of Finance, Insurance and Real Estate

Shawn Mankad

Cornell University

Nicola Mano

Universita della Svizzera italiana (USI Lugano); Swiss Finance Institute

Alexis Marchal

EPFL; SFI

Charles Martineau

University of Toronto - Rotman School of Management and UTSC Management

Francesco Mazzola

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Debrah Meloso

Toulouse Business School

Roxana Mihet

New York University (NYU), Department of Economics, Students

Vijay Mohan

RMIT University

Sophie Moinas

Toulouse School of Economics

David Moore

Loyola Marymount University

Liangyi Mu

Queen's University Belfast; University of Manchester - Alliance Manchester Business School, Students

Dmitriy Muravyev

Michigan State University - Department of Finance; Canadian Derivatives Institute

Dermot Murphy

University of Illinois at Chicago

Gabor Neszveda

John von Neumann University

Christian Neumeier

affiliation not provided to SSRN

Ulf Nielsson

Copenhagen Business School - Department of Finance

Mahendrarajah Nimalendran

University of Florida - Department of Finance, Insurance and Real Estate

Sven Nolte

Institute for Management Research, Radboud University Nijmegen

Lars L. Norden

Stockholm University - Stockholm Business School

Peter O'Neill

Financial Conduct Authority

Khaled Obaid

California State University-East Bay

Bernt Arne Ødegaard

University of Stavanger

Per Östberg

University of Zurich - Department of Banking and Finance; Swiss Finance Institute

Marcus Painter

Saint Louis University - Department of Finance

Stefan Palan

University of Graz

Imon Palit

RMIT University - Blockchain Innovation Hub

Andreas Park

University of Toronto - Finance Area

Roberto Pascual

Universidad de las Islas Baleares

Paolo Pasquariello

University of Michigan, Stephen M. Ross School of Business

Lubos Pastor

University of Chicago - Booth School of Business; Centre for Economic Policy Research (CEPR); National Bureau of Economic Research (NBER)

Vinay Patel

University of Technology Sydney (UTS)

Andrew J. Patton

Duke University - Department of Economics

Neil D. Pearson

University of Illinois at Urbana-Champaign - Department of Finance; Canadian Derivatives Institute

Loriana Pelizzon

Goethe University Frankfurt - Faculty of Economics and Business Administration; Leibniz Institute for Financial Research SAFE; Ca Foscari University of Venice

Matthias Pelster

Paderborn University

Christophe Pérignon

HEC Paris - Finance Department

Cameron Pfiffer

University of Oregon - Department of Finance

Richard Philip

University of Sydney Business School

Tomáš Plíhal

Masaryk University - Faculty of Economics and Administration

Puneet Prakash

Missouri State University

Oliver-Alexander Press

Copenhagen Business School - Department of Finance

Tina Prodromou

The University of Wollongong

Tālis J. Putniņš

University of Technology Sydney (UTS); Stockholm School of Economics, Riga

Gaurav Raizada

Indian Institute of Management, Ahmedabad

David A. Rakowski

University of Texas at Arlington

Angelo Ranaldo

University of St. Gallen; University of St. Gallen - School of Finance

Luca Regis

University of Turin

Stefan Reitz

University of Kiel

Thomas Renault

Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

Rex Wang Renjie

VU Amsterdam; Tinbergen Institute

Roberto Renò

University of Verona - Department of Economics

Steven Riddiough

University of Toronto - Rotman School of Management; University of Toronto at Scarborough - Division of Management

Kalle Rinne

Universite du Luxembourg - Department of Finance

Paul Rintamäki

Aalto University - School of Business

Ryan Riordan

Queen's University - Smith School of Business

Thomas RITTMANNSBERGER

affiliation not provided to SSRN

Iñaki Rodríguez-Longarela

Stockholm University - Stockholm Business School; UiT-The Arctic University of Norway - School of Business and Economics

Dominik Rösch

State University of New York at Buffalo - School of Management; Erasmus University - Rotterdam School of Management

Lavinia Rognone

Alliance Manchester Business School, University of Manchester; European Central Bank (ECB)

Brian Roseman

Oklahoma State University - Department of Finance

Ioanid Rosu

HEC Paris - Finance Department

Saurabh Roy

affiliation not provided to SSRN

Nicolas Rudolf

University of Lausanne

Stephen Rush

Bowling Green State University - Department of Finance; Vietnam National University - Ho Chi Minh City (VNU-HCM) - University of Economics and Law

Khaladdin Rzayev

University of Edinburgh; Koc University

Aleksandra Rzeźnik

York University, Schulich School of Business

Anthony Sanford

University of Maryland

Harikumar Sankaran

New Mexico State University

Asani Sarkar

Federal Reserve Bank of New York

Lucio Sarno

University of Cambridge - Judge Business School; Centre for Economic Policy Research (CEPR)

O. Scaillet

University of Geneva GSEM and GFRI; Swiss Finance Institute; University of Geneva - Research Center for Statistics

Stefan Scharnowski

University of Mannheim

Klaus Reiner Schenk-Hoppé

University of Manchester - Department of Economics; Norwegian School of Economics (NHH) - Department of Finance

Andrea Schertler

Leuphana University of Lueneburg

Michael Schneider

Goethe University Frankfurt - House of Finance

Florian Schroeder

affiliation not provided to SSRN

Norman Schürhoff

University of Lausanne; Swiss Finance Institute; Centre for Economic Policy Research (CEPR)

Philipp Schuster

University of Stuttgart, Institute of Business Administration

Marco A. Schwarz

Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE); CESifo (Center for Economic Studies and Ifo Institute)

Mark S. Seasholes

ASU WP Carey School of Business

Norman Seeger

VU University Amsterdam

Or Shachar

Federal Reserve Bank of New York

Andriy Shkilko

Wilfrid Laurier University - Lazaridis School of Business and Economics

Jessica Shui

affiliation not provided to SSRN

Mario Sikic

University of Zurich

Giorgia Simion

WU Vienna University of Economics and Business

Lee A. Smales

University of Western Australia

Paul Söderlind

University of St. Gallen; Centre for Economic Policy Research (CEPR); University of St. Gallen - School of Finance

Elvira Sojli

UNSW Australia Business School, School of Banking and Finance

Konstantin Sokolov

University of Memphis - Fogelman College of Business and Economics

Laima Spokeviciute

affiliation not provided to SSRN

Denitsa Stefanova

Luxembourg School of Finance

Marti G. Subrahmanyam

New York University (NYU) - Department of Finance

Sebastian Neusüss

Aalto University

Barnabas Szaszi

Eötvös Loránd University

Oleksandr Talavera

Swansea University - School of Management

Yuehua Tang

University of Florida - Department of Finance

Nicholas Taylor

University of Bristol - School of Economics, Finance and Management

Wing Wah Tham

University of New South Wales (UNSW)

Erik Theissen

University of Mannheim - Finance Area

Julian Thimme

Karlsruhe Institute of Technology

Ian Tonks

University of Bristol

Hai Tran

Loyola Marymount University - Department of Finance

Luca Trapin

Catholic University of Milan

Anders B. Trolle

Copenhagen Business School - Department of Finance

Maria Vaduva

University Constantin Brancusi of Targu-Jiu

Giorgio Valente

Hong Kong Institute for Monetary and Financial Research (HKIMR)

Robert A. Van Ness

University of Mississippi - Department of Finance

Aurelio Vasquez

Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration

Thanos Verousis

Essex Business School

Patrick Verwijmeren

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Anders Vilhelmsson

Lund University - Department of Economics

Grigory Vilkov

Frankfurt School of Finance & Management

Vladimir Vladimirov

University of Amsterdam Business School; Centre for Economic Policy Research (CEPR)

Sebastian Vogel

Swiss Finance Institute; Ecole Polytechnique Fédérale de Lausanne

Stefan Voigt

University of Copenhagen; Danish Finance Institute

Wolf Wagner

Erasmus University Rotterdam (EUR); Centre for Economic Policy Research (CEPR)

Thomas Walther

Utrecht University - School of Economics

Patrick Weiss

Vienna Graduate School of Finance (VGSF); Vienna University of Economics and Business - Department of Finance, Accounting & Statistics

Michel van der Wel

Erasmus University Rotterdam; CREATES; ERIM; Tinbergen Institute

Ingrid M. Werner

The Ohio State University - Fisher College of Business; CEPR

P. Joakim Westerholm

University of Sydney Business School; Financial Research Network (FIRN)

Christian Westheide

University of Vienna - Department of Finance; Leibniz Institute for Financial Research SAFE

Evert Wipplinger

Vrije Universiteit Amsterdam, School of Business and Economics

Michael Wolf

University of Zurich - Department of Economics

Christian C. P. Wolff

University of Luxembourg - Luxembourg School of Finance; Centre for Economic Policy Research (CEPR)

Leonard Wolk

Department of Finance, School of Business and Economics

Wing Keung Wong

Asia University - Department of Finance

Jan Wrampelmeyer

Vrije Universiteit Amsterdam, School of Business and Economics; Tinbergen Institute

Zhen-Xing Wu

Zhongnan University of Economics and Law - School of Finance

Shuo Xia

Halle Institute for Economic Research; University of Leipzig - Faculty of Economics and Management Science

Dacheng Xiu

University of Chicago - Booth School of Business

Ke Xu

University of Victoria

Caihong Xu

Stockholm University - Stockholm Business School

Pradeep K. Yadav

University of Oklahoma Price College of Business

José Yagüe

University of Murcia

Cheng Yan

University of Essex - Essex Business School

Antti Yang

Erasmus University Rotterdam

Woongsun Yoo

Central Michigan University

Wenjia Yu

Aalto University School of Business

Shihao Yu

VU Amsterdam; Tinbergen Institute

Bart Z. Yueshen

INSEAD - Finance

Darya Yuferova

Norwegian School of Economics (NHH) - Department of Finance

Marcin Zamojski

VU University Amsterdam - Department of Finance and Financial Sector Management; University of Gothenburg, Centre for Finance

Abalfazl Zareei

Stockholm University

Stefan Zeisberger

Radboud University, Institute for Management Research; University of Zurich, Department of Banking and Finance

S. Sarah Zhang

University of Manchester - Alliance Manchester Business School

Xiaoyu Zhang

Vrije Universiteit Amsterdam (VU Amsterdam)

Zhuo Zhong

University of Melbourne - Department of Finance

Z. Ivy Zhou

University of Wollongong - School of Accounting, Economics & Finance

Chen Zhou

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Xingyu Sonya Zhu

Bank for International Settlements (BIS); Stockholm School of Economics; Stockholm School of Economics - Swedish House of Finance

Marius Zoican

University of Toronto at Mississauga - Department of Management; University of Toronto - Rotman School of Management

Remco C. J. Zwinkels

Vrije Universiteit Amsterdam; Tinbergen Institute

Jian Chen

Queen's University

Teodor Duevski

HEC Paris

Ge Gao

University of Birmingham

Roland Gemayel

King's College London

Dudley Gilder

Cardiff University

Paul Kuhle

Universidad Autonoma de Madrid

Emiliano Pagnotta

Singapore Management University; Imperial College Business School

Michele Pelli

University of Zurich - Department of Banking and Finance; Swiss Finance Institute

Jantje Sönksen

University of Tübingen

Lu Zhang

University of Luxembourg

Konrad Ilczuk

Aalto University

Dimitar Bogoev

EDF Energy, United Kingdom

Ya Qian

Aalto University

Hans C. Wika

Norges Bank

Yihe Yu

University at Buffalo, SUNY

Lu Zhao

Southwestern University of Finance and Economics (SWUFE)

Michael Mi

The University of Sydney; NGS Super

Li Bao

University of Toulouse Capitole

Date Written: November 23, 2021

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.

Keywords: non-standard errors, multi-analyst approach, liquidity

JEL Classification: C12, C18, G1, G14

Suggested Citation

Menkveld, Albert J. and Dreber, Anna and Holzmeister, Felix and Huber, Juergen and Johanneson, Magnus and Kirchler, Michael and Razen, Michael and Weitzel, Utz and Abad, David and Abudy, Menachem (Meni) and Adrian, Tobias and Ait-Sahalia, Yacine and Akmansoy, Olivier and Alcock, Jamie and Alexeev, Vitali and Aloosh, Arash and Amato, Livia and Amaya, Diego and Angel, James J. and Bach, Amadeus and Baidoo, Edwin and Bakalli, Gaetan and Barbon, Andrea and Bashchenko, Oksana and Bindra, Parampreet Christopher and Bjonnes, Geir Hoidal and Black, Jeffrey R. and Black, Bernard S. and Bohorquez, Santiago and Bondarenko, Oleg and Bos, Charles S. and Bosch-Rosa, Ciril and Bouri, Elie and Brownlees, Christian T. and Calamia, Anna and Cao, Viet Nga and Capelle-Blancard, Gunther and Capera, Laura and Caporin, Massimiliano and Carrion, Allen and Caskurlu, Tolga and Chakrabarty, Bidisha and Chernov, Mikhail and Cheung, William Ming Yan and Chincarini, Ludwig B. and Chordia, Tarun and Chow, Sheung Chi and Clapham, Benjamin and Colliard, Jean-Edouard and Comerton-Forde, Carole and Curran, Edward and Dao, Thong and Dare, Wale and Davies, Ryan J. and De Blasis, Riccardo and De Nard, Gianluca and Declerck, Fany and Deev, Oleg and Degryse, Hans and Deku, Solomon and Desagre, Christophe and Van Dijk, Mathijs A. and Dim, Chukwuma and Dimpfl, Thomas and Dong, Yun Jiang and Drummond, Philip and Dudda, Tom and Dumitrescu, Ariadna and Dyakov, Teodor and Dyhrberg, Anne Haubo and Dzieliński, Michał and Eksi, Asli and El Kalak, Izidin and ter Ellen, Saskia and Eugster, Nicolas and Evans, Martin D.D. and Farrell, Michael and Félez-Viñas, Ester and Ferrara, Gerardo and FERROUHI, El Mehdi and Flori, Andrea and Fluharty-Jaidee, Jonathan and Foley, Sean and Fong, Kingsley Y. L. and Foucault, Thierry and Franus, Tatiana and Franzoni, Francesco A. and Frijns, Bart and Frömmel, Michael and Fu, Servanna Mianjun and Füllbrunn, Sascha and Gan, Baoqing and Gehrig, Thomas and Gerritsen, Dirk and Gil-Bazo, Javier and Glosten, Lawrence R. and Gomez, Thomas and Gorbenko, Arseny and Güçbilmez, Ufuk and Grammig, Joachim and Gregoire, Vincent and Hagströmer, Björn and Hambuckers, Julien and Hapnes, Erik and Harris, Jeffrey H. and Harris, Lawrence and Hartmann, Simon and Hasse, Jean-Baptiste and Hautsch, Nikolaus and He, Xue-Zhong 'Tony' and Heath, Davidson and Hediger, Simon and Hendershott, Terrence J. and Hibbert, Ann Marie and Hjalmarsson, Erik and Hoelscher, Seth and Hoffmann, Peter and Holden, Craig W. and Horenstein, Alex R. and Huang, Wenqian and Huang, Da and Hurlin, Christophe and Ivashchenko, Alexey and Iyer, Subramanian R. and Jahanshahloo, Hossein and Jalkh, Naji and Jones, Charles M. and Jurkatis, Simon and Jylha, Petri and Kaeck, Andreas and Kaiser, Gabriel and Karam, Arzé and Karmaziene, Egle and Kassner, Bernhard and Kaustia, Markku and Kazak, Ekaterina and Kearney, Fearghal and van Kervel, Vincent and Khan, Saad and Khomyn, Marta and Klein, Tony and Klein, Olga and Klos, Alexander and Koetter, Michael and Krahnen, Jan Pieter and Kolokolov, Aleksey and Korajczyk, Robert A. and Kozhan, Roman and Kwan, Amy and Lajaunie, Quentin and Lam, Full Yet Eric Campbell and Lambert, Marie and Langlois, Hugues and Lausen, Jens and Lauter, Tobias and Leippold, Markus and Levin, Vladimir and Li, Yijie and Li, (Michael) Hui and Liew, Chee Yoong and Lindner, Thomas and Linton, Oliver B. and Liu, Jiacheng and Liu, Anqi and Llorente-Alvarez, Jesus-Guillermo and Lof, Matthijs and Lohr, Ariel and Longstaff, Francis A. and Lopez-Lira, Alejandro and Mankad, Shawn and Mano, Nicola and Marchal, Alexis and Martineau, Charles and Mazzola, Francesco and Meloso, Debrah C and Mihet, Roxana and Mohan, Vijay and Moinas, Sophie and Moore, David and Mu, Liangyi and Muravyev, Dmitriy and Murphy, Dermot and Neszveda, Gabor and Neumeier, Christian and Nielsson, Ulf and Nimalendran, Mahendrarajah and Nolte, Sven and Nordén, Lars L. and O'Neill, Peter and Obaid, Khaled and Ødegaard, Bernt Arne and Östberg, Per and Painter, Marcus and Palan, Stefan and Palit, Imon and Park, Andreas and Pascual Gascó, Roberto and Pasquariello, Paolo and Pastor, Lubos and Patel, Vinay and Patton, Andrew J. and Pearson, Neil D. and Pelizzon, Loriana and Pelizzon, Loriana and Pelster, Matthias and Pérignon, Christophe and Pfiffer, Cameron and Philip, Richard and Plíhal, Tomáš and Prakash, Puneet and Press, Oliver-Alexander and Prodromou, Tina and Putnins, Talis J. and Raizada, Gaurav and Rakowski, David A. and Ranaldo, Angelo and Regis, Luca and Reitz, Stefan and Renault, Thomas and Wang, Renjie and Renò, Roberto and Riddiough, Steven and Riddiough, Steven and Rinne, Kalle and Rintamäki, Paul and Riordan, Ryan and RITTMANNSBERGER, Thomas and Rodríguez Longarela, Iñaki and Rösch, Dominik and Rognone, Lavinia and Roseman, Brian and Rosu, Ioanid and Roy, Saurabh and Rudolf, Nicolas and Rush, Stephen and Rzayev, Khaladdin and Rzeźnik, Aleksandra and Sanford, Anthony and Sankaran, Harikumar and Sarkar, Asani and Sarno, Lucio and Scaillet, Olivier and Scharnowski, Stefan and Schenk-Hoppé, Klaus Reiner and Schertler, Andrea and Schneider, Michael and Schroeder, Florian and Schürhoff, Norman and Schuster, Philipp and Schwarz, Marco A. and Seasholes, Mark S. and Seeger, Norman and Shachar, Or and Shkilko, Andriy and Shui, Jessica and Sikic, Mario and Simion, Giorgia and Smales, Lee A. and Söderlind, Paul and Sojli, Elvira and Sokolov, Konstantin and Spokeviciute, Laima and Stefanova, Denitsa and Subrahmanyam, Marti G. and Neusüss, Sebastian and Szaszi, Barnabas and Talavera, Oleksandr and Tang, Yuehua and Taylor, Nicholas and Tham, Wing Wah and Theissen, Erik and Thimme, Julian and Tonks, Ian and Tran, Hai and Trapin, Luca and Trolle, Anders B. and Vaduva, Maria and Valente, Giorgio and Van Ness, Robert A. and Vasquez, Aurelio and Verousis, Thanos and Verwijmeren, Patrick and Vilhelmsson, Anders and Vilkov, Grigory and Vladimirov, Vladimir and Vogel, Sebastian and Voigt, Stefan and Wagner, Wolf and Walther, Thomas and Weiss, Patrick and Weiss, Patrick and van der Wel, Michel and Werner, Ingrid M. and Westerholm, P. Joakim and Westheide, Christian and Wipplinger, Evert and Wolf, Michael and Wolff, Christian C. P. and Wolk, Leonard and Wong, Wing Keung and Wrampelmeyer, Jan and Wu, Zhen-Xing and Xia, Shuo and Xiu, Dacheng and Xu, Ke and Xu, Caihong and Yadav, Pradeep K. and Yagüe, José and Yan, Cheng and Yang, Antti and Yoo, Woongsun and Yu, Wenjia and Yu, Shihao and Yu, Shihao and Yueshen, Bart Zhou and Yuferova, Darya and Zamojski, Marcin and Zareei, Abalfazl and Zeisberger, Stefan and Zhang, Sarah and Zhang, Xiaoyu and Zhong, Zhuo and Zhou, Z. Ivy and Zhou, Chen and Zhu, Xingyu and Zhu, Xingyu and Zhu, Xingyu and Zoican, Marius and Zwinkels, Remco C.J. and Chen, Jian and Duevski, Teodor and Gao, Ge and Gemayel, Roland and Gilder, Dudley and Kuhle, Paul and Pagnotta, Emiliano and Pagnotta, Emiliano and Pelli, Michele and Sönksen, Jantje and Zhang, Lu and Ilczuk, Konrad and Bogoev, Dimitar and Qian, Ya and Wika, Hans C. and Yu, Yihe and Zhao, Lu and Mi, Michael and Bao, Li, Non-Standard Errors (November 23, 2021). Available at SSRN: https://ssrn.com/abstract=3961574 or http://dx.doi.org/10.2139/ssrn.3961574

Albert J. Menkveld

Vrije Universiteit Amsterdam ( email )

De Boelelaan 1105
Amsterdam, 1081HV
Netherlands
+31 20 5986130 (Phone)
+31 20 5986020 (Fax)

Tinbergen Institute ( email )

Gustav Mahlerplein 117
Amsterdam, 1082 MS
Netherlands

Centre for Economic Policy Research (CEPR) ( email )

London
United Kingdom

Anna Dreber (Contact Author)

Stockholm School of Economics - Department of Economics ( email )

P.O. Box 6501
Sveavagen 65
S-113 83 Stockholm
Sweden

Felix Holzmeister

University of Innsbruck - Department of Economics ( email )

Universitaetsstrasse 15
Innsbruck, 6020
Austria

HOME PAGE: http://www.holzmeister.biz

Juergen Huber

University of Innsbruck ( email )

Universitätsstraße 15
Innsbruck, Innsbruck 6020
Austria

University of Vienna - Department of Finance ( email )

Bruenner Strasse 72
Vienna, 1210
Austria

Magnus Johanneson

Stockholm School of Economics - Department of Economics ( email )

P.O. Box 6501
Sveavagen 65
S-113 83 Stockholm
Sweden
+46 8 736 9443 (Phone)

HOME PAGE: http://www.hhs.se/Faculty/showperson.htm?personid=198

Michael Kirchler

University of Innsbruck ( email )

Universitätsstraße 15
Innsbruck, Innsbruck 6020
Austria

Michael Razen

affiliation not provided to SSRN

Utz Weitzel

VU University Amsterdam ( email )

De Boelelaan 1105
Amsterdam
Netherlands

Tinbergen Institute ( email )

Gustav Mahlerplein 117
Amsterdam, 1082 MS
Netherlands

Radboud University ( email )

Heyendaalseweg 141
Nijmegen, 6525 AJ
Netherlands

David Abad

Universidad de Alicante ( email )

Campus de San Vicente
Carretera San Vicente del Raspeig
San Vicente del Raspeig, 03690
Spain

Menachem (Meni) Abudy

Bar-Ilan University - Graduate School of Business Administration ( email )

Ramat Gan
Israel

Tobias Adrian

International Monetary Fund (IMF) ( email )

700 19th Street, N.W.
Washington, DC 20431
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Yacine Ait-Sahalia

Princeton University - Department of Economics ( email )

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Princeton, NJ 08544
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National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
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Olivier Akmansoy

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Jamie Alcock

The University of Sydney Business School ( email )

Cnr. of Codrington and Rose Streets
Sydney, NSW 2006
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Centre for International Finance and Regulation (CIFR) ( email )

Level 7, UNSW CBD Campus
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Vitali Alexeev

University of Technology Sydney ( email )

UTS Business School
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Neoma Business School ( email )

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Livia Amato

HEC Paris

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Diego Amaya

Wilfrid Laurier University ( email )

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James J. Angel

Georgetown University - Department of Finance ( email )

McDonough School of Business
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Amadeus Bach

University of Mannheim ( email )

Universitaetsbibliothek Mannheim
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Edwin Baidoo

affiliation not provided to SSRN

Gaetan Bakalli

Auburn University ( email )

415 West Magnolia Avenue
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Andrea Barbon

University of St. Gallen ( email )

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Oksana Bashchenko

HEC Lausanne ( email )

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Swiss Finance Institute ( email )

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Parampreet Christopher Bindra

University of Innsbruck ( email )

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BI Norwegian Business School ( email )

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University of Memphis ( email )

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Northwestern University - Pritzker School of Law ( email )

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Tilburg University - Tilburg University School of Economics and Management ( email )

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University of Illinois at Chicago - Department of Finance ( email )

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Charles S. Bos

VU University Amsterdam ( email )

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Technische Universität Berlin ( email )

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Elie Bouri

Lebanese American University ( email )

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Universitat Pompeu Fabra - Faculty of Economic and Business Sciences ( email )

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University of Toulouse - Toulouse Business School ( email )

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Monash Business School ( email )

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Vrije Universiteit Amsterdam ( email )

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University of Padua - Department of Statistical Sciences ( email )

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University of Memphis - Fogelman College of Business and Economics ( email )

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University of Amsterdam Business School ( email )

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Saint Louis University - Richard A. Chaifetz School of Business ( email )

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UCLA Anderson ( email )

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Waseda University ( email )

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University of Southampton - Business School ( email )

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Toulouse School of Economics ( email )

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Masaryk University ( email )

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KU Leuven, Department Accounting, Finance and Insurance ( email )

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Nottingham Trent University - Nottingham Business School ( email )

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Erasmus University - Rotterdam School of Management ( email )

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Frankfurt School of Finance & Management ( email )

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University of Hohenheim ( email )

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Queen's University (Canada), Queen's School of Business, Students ( email )

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Monash University ( email )

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Technische Universität Dresden ( email )

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ESADE Business School ( email )

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EDHEC Business School ( email )

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The University of Sydney - Discipline of Finance ( email )

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Stockholm Business School, Stockholm University ( email )

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Salisbury University - Perdue School of Business ( email )

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Cardiff Business School ( email )

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Norges Bank ( email )

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University of Queensland - Business School ( email )

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Georgetown University - Department of Economics ( email )

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University of Virginia - Darden School of Business ( email )

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University of Technology Sydney ( email )

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Bank of England ( email )

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Ibn Tofail University ( email )

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Politecnico di Milano ( email )

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West Virginia University, College of Business & Economics, Department of Finance ( email )

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Macquarie University ( email )

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University of New South Wales - School of Banking and Finance ( email )

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City, University of London - Bayes Business School ( email )

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USI Lugano ( email )

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Open University of the Netherlands - School of Management ( email )

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Ghent University - Department of Financial Economics ( email )

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University of Essex ( email )

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Radboud University Nijmegen - Institute for Management Research ( email )

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University of Technology Sydney ( email )

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University of Vienna ( email )

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Universitat Pompeu Fabra ( email )

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Center for Financial Studies (CfS) ( email )

Taunusanlage 6
Frankfurt/Germany, D-60329
Germany

Vincent Gregoire

HEC Montreal - Department of Finance ( email )

3000 Chemin de la Cote-Sainte-Catherine
Montreal, Quebec H3T 2A7
Canada

Björn Hagströmer

Stockholm University - Stockholm Business School ( email )

Stockholm
Sweden

Julien Hambuckers

HEC-ULg University of Liège ( email )

Rue Louvrex
Liège, 4000
Belgium

Erik Hapnes

Ecole Polytechnique Fédérale de Lausanne ( email )

Station 5
Odyssea 1.04
1015 Lausanne, CH-1015
Switzerland

Swiss Finance Institute ( email )

c/o University of Geneva
40, Bd du Pont-d'Arve
CH-1211 Geneva 4
Switzerland

Jeffrey H. Harris

American University - Department of Finance and Real Estate ( email )

Kogod School of Business
4400 Massachusetts Ave., N.W.
Washington, DC 20016-8044
United States
202-885-6669 (Phone)

Lawrence Harris

University of Southern California - Marshall School of Business - Finance and Business Economics Department ( email )

Marshall School of Business
Los Angeles, CA 90089
United States
213-740-6496 (Phone)
213-740-6650 (Fax)

Institute for Quantitative Research in Finance (the Q-Group) ( email )

Q Group
P.O. Box 1540
Valley Stream, NY 11582
United States

HOME PAGE: http://www.q-group.org

Financial Economists Roundtable ( email )

United States
3232441154 (Phone)

HOME PAGE: http://www.financialeconomistsroundtable.com/

Interactive Brokers, Inc. (IBKR) ( email )

209 South LaSalle Street
10th Floor
Chicago, IL 60604
United States

Simon Hartmann

WU Wien ( email )

Austria

Jean-Baptiste Hasse

Aix-Marseille University - Aix-Marseille School of Economics ( email )

2 rue de la Charité
Marseille, 13236
France

Nikolaus Hautsch

University of Vienna - Department of Statistics and Operations Research ( email )

Kolingasse 14
Vienna, A-1090
Austria

Center for Financial Studies (CFS) ( email )

Grüneburgplatz 1
Frankfurt am Main, 60323
Germany

Vienna Graduate School of Finance (VGSF) ( email )

Welthandelsplatz 1
Vienna, 1020
Austria

Xue-Zhong 'Tony' He

University of Technology Sydney (UTS) - Finance Discipline Group, Business School ( email )

Haymarket
Sydney, NSW 2007
Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School
St Lucia 4071 Brisbane
Queensland
Australia

HOME PAGE: http://www.firn.org.au

Davidson Heath

University of Utah - David Eccles School of Business ( email )

1645 E Campus Center Dr
Salt Lake City, UT 84112-9303
United States

Simon Hediger

University of Zurich - Department of Banking and Finance ( email )

Plattenstrasse 14
Zurich
Switzerland

Terrence J. Hendershott

University of California, Berkeley - Haas School of Business ( email )

545 Student Services Building, #1900
2220 Piedmont Avenue
Berkeley, CA 94720
United States

Ann Marie Hibbert

West Virginia University ( email )

Morgantown, WV 26506
United States

Erik Hjalmarsson

University of Gothenburg - Centre for Finance ( email )

Box 640
Gothenburg, 403 50
Sweden

Seth Hoelscher

Missouri State University - College of Business ( email )

United States

Peter Hoffmann

European Central Bank (ECB) - Directorate General Research ( email )

Kaiserstrasse 29
D-60311 Frankfurt am Main
Germany

Craig W. Holden

Indiana University - Kelley School of Business - Department of Finance ( email )

Kelley School of Business
1309 E. 10th St.
Bloomington, IN 47405
United States
812-855-3383 (Phone)
812-855-5875 (Fax)

HOME PAGE: http://www.kelley.iu.edu/cholden

Alex R. Horenstein

University of Miami - School of Business Administration - Department of Economics ( email )

P.O. Box 248126
Coral Gables, FL 33124-6550
United States

Wenqian Huang

Bank for International Settlements ( email )

Centralbahnplatz 2
Basel, Basel-Stadt 4002
Switzerland

HOME PAGE: http://wenqianhuang.org

Da Huang

University of Utah - David Eccles School of Business ( email )

David Eccles School of Business
Salt Lake City, UT 84112
United States

Christophe Hurlin

University of Orleans ( email )

Université d'Orléans
Rue de Blois B.P. 6739 45
France

Alexey Ivashchenko

School of Business and Economics, VU Amsterdam ( email )

De Boelelaan 1105
Amsterdam, 1081HV
Netherlands

HOME PAGE: http://ivasche.com

Subramanian R. Iyer

University of New Mexico ( email )

MSC 05-3090
U of New Mexico
Albuquerque, NM 87131
United States

Hossein Jahanshahloo

Cardiff Business School ( email )

Aberconway Building
Colum Drive
Cardiff, CF10 3EU
United Kingdom

HOME PAGE: http://https://www.cardiff.ac.uk/people/view/1411992-jahanshahloo-hossein

Naji Jalkh

Saint Joseph University ( email )

Damascus st.
Huvelin st.
Beirut
Lebanon
+9611421000 (Phone)

Charles M. Jones

Columbia Business School ( email )

3022 Broadway
Uris Hall Rm 101
New York, NY 10027
United States
(212) 854-4109 (Phone)

HOME PAGE: http://https://www8.gsb.columbia.edu/cbs-directory/detail/cj88

Simon Jurkatis

Bank of England ( email )

Threadneedle Street
London, EC2R 8AH
United Kingdom

Petri Jylha

Aalto University ( email )

P.O. Box 21220
Aalto, 00076
Finland

Andreas Kaeck

University of Sussex ( email )

Sussex House
Falmer
Brighton, Sussex BNI 9RH
United Kingdom

Gabriel Kaiser

affiliation not provided to SSRN

Arzé Karam

Durham University Business School ( email )

Mill Hill Lane
Durham, DH1 3LB
United Kingdom

Egle Karmaziene

VU University Amsterdam ( email )

De Boelelaan 1105
Amsterdam, ND North Holland 1081 HV
Netherlands

HOME PAGE: http://www.eglekarmaziene.com

Swedish House of Finance

Drottninggatan 98
Stockholm, 111 60
Sweden

Tinbergen Institute ( email )

Burg. Oudlaan 50
Rotterdam, 3062 PA
Netherlands

Bernhard Kassner

Ludwig-Maximilians-Universität München ( email )

Markku Kaustia

Aalto University School of Business ( email )

P.O. Box 1210
Helsinki, 00100
Finland
+3589 4313 8475 (Phone)
+3589 4313 8678 (Fax)

Ekaterina Kazak

University of Manchester ( email )

Arthur Lewis Building
Oxford Road
Manchester, M13 9PL
United Kingdom

Fearghal Kearney

Queen's University Belfast - Queen's Management School ( email )

Riddel Hall
185 Stranmillis Road
Belfast, BT9 5EE
United Kingdom

Vincent Van Kervel

Pontifical Catholic University of Chile ( email )

Av Libertador General Bernardo O'Higgins 340
Santiago, Región Metropolitana 8331150
Chile

Saad Khan

Queen's University - Smith School of Business ( email )

Smith School of Business - Queen's University
143 Union Street
Kingston, Ontario K7L 3N6
Canada

HOME PAGE: http://www.saadalikhan.com/

Marta Khomyn

University of Technology Sydney (UTS) ( email )

14/28 Ultimo Rd
Sydney, Ultimo 2007
Australia
+61481314349 (Phone)

Tony Klein

Queen's University Belfast - Queen's Management School ( email )

Riddel Hall
185 Stranmillis Road
Belfast, BT9 5EE
United Kingdom

HOME PAGE: http://www.tony-klein.info

Olga Klein

University of Warwick - Warwick Business School ( email )

Coventry CV4 7AL
United Kingdom

Alexander Klos

University of Kiel - Institute for Quantitative Business and Economics Research (QBER) ( email )

Heinrich-Hecht-Platz 9
Kiel, 24118
Germany

HOME PAGE: http://www.qber.uni-kiel.de/

Michael Koetter

Halle Institute for Economic Research ( email )

P.O. Box 11 03 61
Kleine Maerkerstrasse 8
D-06017 Halle, 06108
Germany

Jan Pieter Krahnen

Faculty of Economics and Business Administration ( email )

Theodor-W.-Adorno-Platz 3
Frankfurt am Main, 60629
Germany
+49 69 798 33699 (Phone)
+49 69 798 33901 (Fax)

Leibniz Institute for Financial Research SAFE ( email )

(http://www.safe-frankfurt.de)
Theodor-W.-Adorno-Platz 3
Frankfurt am Main, 60629
Germany
+49 69 798 30080 (Phone)
+49 69 798 30077 (Fax)

Centre for Economic Policy Research (CEPR)

London
United Kingdom

Aleksey Kolokolov

University of Manchester - Manchester Business School ( email )

Booth Street West
Manchester, M15 6PB
United Kingdom

Robert A. Korajczyk

Northwestern University ( email )

Kellogg School of Management
2211 Campus Drive, Room 4357
Evanston, IL 60208-0898
United States
847-491-8336 (Phone)
847-491-7781 (Fax)

HOME PAGE: http://www.kellogg.northwestern.edu/faculty/directory/korajczyk_robert.aspx#research

Roman Kozhan

University of Warwick - Warwick Business School ( email )

Coventry CV4 7AL
United Kingdom

Amy Kwan

University of Sydney Business School ( email )

Cnr. of Codrington and Rose Streets
Sydney, NSW 2006
Australia

Quentin Lajaunie

University of Orleans ( email )

Rue de Blois
B.P. 6739
45067 Orleans Cedex 2, Orleans cedex 2 45067
France

Full Yet Eric Campbell Lam

Hong Kong Institute for Monetary and Financial Research ( email )

Hong Kong

Independent Researcher ( email )

Marie Lambert

HEC Liège, Management School of the University of Liège ( email )

rue Louvrex 14
Liège, 4000
Belgium

Hugues Langlois

HEC Paris - Finance Department ( email )

France

Jens Lausen

Goethe University Frankfurt - Faculty of Economics and Business Administration ( email )

Theodor-W.-Adorno-Platz 4
Frankfurt am Main, D-60323
Germany

Tobias Lauter

affiliation not provided to SSRN

Markus Leippold

University of Zurich - Department of Banking and Finance ( email )

Plattenstrasse 14
Zürich, 8032
Switzerland

University of Zurich - Faculty of Economics, Business Administration and Information Technology ( email )

Plattenstrasse 14
Zürich, 8032
Switzerland

Vladimir Levin

Department of Finance ( email )

6,Rue Richard Coudenhove-Kalergi
L-1359 Luxembourg
Luxembourg
+352 466644-5826 (Phone)

HOME PAGE: http://vladimirlevin.com

Yijie Li

Aalto University - Department of Finance ( email )

Finland

(Michael) Hui Li

La Trobe University ( email )

Department of Economics and Finance
La Trobe University
Melbourne, 3086
Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School
St Lucia, 4071 Brisbane
Queensland
Australia

HOME PAGE: http://www.firn.org.au

Chee Yoong Liew

UCSI University, Malaysia ( email )

No. 1, Jalan Menara Gading,
UCSI Heights (Taman Connaught)
Cheras, Kuala Lumpur, Federal Territory 56000
Malaysia
(+603) 9101 8880 (Phone)
(+603) 9102 2614 (Fax)

HOME PAGE: http://https://www.ucsiuniversity.edu.my/

Thomas Lindner

WU ( email )

Welthandelsplatz 1
Building D1
Vienna, 1020
Austria

Oliver B. Linton

University of Cambridge ( email )

Faculty of Economics
Cambridge, CB3 9DD
United Kingdom

Jiacheng Liu

Purdue University ( email )

610 Purdue Mall
West Lafayette, IN 47907
United States

Anqi Liu

The University of Sydney ( email )

Business School Abercrombie building
Sydney, NSW 2006
Australia

Jesus-Guillermo Llorente-Alvarez

Universidad Autonoma de Madrid ( email )

Facultad de C. Economicas
Madrid, Madrid 28049
Spain
34-91-497-4812 (Phone)
34-91-497-7057 (Fax)

Matthijs Lof

Aalto University ( email )

P.O. Box 21210
Helsinki, 00101
Finland

HOME PAGE: http://sites.google.com/site/matthijslof/

Ariel Lohr

Arizona State University (ASU) - Finance Department ( email )

W. P. Carey School of Business
PO Box 873906
Tempe, AZ 85287-3906
United States

Francis A. Longstaff

University of California, Los Angeles (UCLA) - Finance Area ( email )

Los Angeles, CA 90095-1481
United States
310-825-2218 (Phone)
310-206-5455 (Fax)

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

Alejandro Lopez-Lira

University of Florida - Department of Finance, Insurance and Real Estate ( email )

P.O. Box 117168
Gainesville, FL 32611
United States

Shawn Mankad

Cornell University ( email )

Ithaca, NY 14853
United States
6072559594 (Phone)

Nicola Mano

Universita della Svizzera italiana (USI Lugano) ( email )

Via Buffi 13
Lugano, 6900
Switzerland

Swiss Finance Institute ( email )

c/o University of Geneva
40, Bd du Pont-d'Arve
CH-1211 Geneva 4
Switzerland

Alexis Marchal

EPFL ( email )

Station 5
Odyssea 1.04
1015 Lausanne, CH-1015
Switzerland
‭+41 21 693 09 23‬ (Phone)

SFI ( email )

c/o University of Geneva
40, Bd du Pont-d'Arve
CH-1211 Geneva 4
Switzerland

Charles Martineau

University of Toronto - Rotman School of Management and UTSC Management ( email )

105 St-George
Toronto, Ontario M5S3E6
Canada

HOME PAGE: http://charlesmartineau.com

Francesco Mazzola

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) ( email )

P.O. Box 1738
Room T08-21
3000 DR Rotterdam, 3000 DR
Netherlands

Debrah C Meloso

Toulouse Business School ( email )

20, bd Lascrosses
Toulouse, 31068
France

Roxana Mihet

New York University (NYU), Department of Economics, Students ( email )

New York, NY
United States

Vijay Mohan

RMIT University ( email )

124 La Trobe Street
Melbourne, 3000
Australia

Sophie Moinas

Toulouse School of Economics ( email )

Toulouse 1 Capitole University
Place Anatole-France
Toulouse Cedex, F-31042
France

David Moore

Loyola Marymount University ( email )

Los Angeles, CA 90045
United States

Liangyi Mu

Queen's University Belfast ( email )

Riddel Hall
185 Stranmillis Road
Belfast, BT9 5EE
United Kingdom
+44 2890975484 (Phone)

University of Manchester - Alliance Manchester Business School, Students ( email )

Manchester
United Kingdom

Dmitriy Muravyev

Michigan State University - Department of Finance ( email )

315 Eppley Center
East Lansing, MI 48824-1122
United States

Canadian Derivatives Institute ( email )

3000, chemin de la Côte-Sainte-Catherine
Montréal, Québec H3T 2A7
Canada

Dermot Murphy

University of Illinois at Chicago ( email )

2114 University Hall (UH)
601 S. Morgan Street
Chicago, IL 60607-7124
United States
312-355-4372 (Phone)

HOME PAGE: http://sites.google.com/site/murphyderm

Gabor Neszveda

John von Neumann University ( email )

Izsáki street 10
Kecskemét, 6000
Hungary

Christian Neumeier

affiliation not provided to SSRN

Ulf Nielsson

Copenhagen Business School - Department of Finance ( email )

Solbjerg Plads 3
Frederiksberg, DK-2000
Denmark

Mahendrarajah Nimalendran

University of Florida - Department of Finance, Insurance and Real Estate ( email )

P.O. Box 117168
Gainesville, FL 32611
United States

Sven Nolte

Institute for Management Research, Radboud University Nijmegen ( email )

Postbus 9108
Nijmegen, 6500 HK
Netherlands

Lars L. Nordén

Stockholm University - Stockholm Business School ( email )

Sweden

Peter O'Neill

Financial Conduct Authority ( email )

25 The North Colonnade
Canary Wharf
London, E14 5HS
United Kingdom

Khaled Obaid

California State University-East Bay ( email )

435 Valley Business and Technology Center
College of Business and Economics
Hayward, CA 94621
United States

HOME PAGE: http://sites.google.com/alumni.wfu.edu/khaledobaid/

Bernt Arne Ødegaard

University of Stavanger ( email )

UiS Business School
Stavanger, NO-4036
Norway

HOME PAGE: http://ba-odegaard.no

Per Östberg

University of Zurich - Department of Banking and Finance ( email )

Plattenstrasse 14
CH-8032 Zurich, Zurich 8032
Switzerland
+41 44 6342956 (Phone)

Swiss Finance Institute

c/o University of Geneva
40, Bd du Pont-d'Arve
CH-1211 Geneva 4
Switzerland

Marcus Painter

Saint Louis University - Department of Finance ( email )

Saint Louis, MO
United States

Stefan Palan

University of Graz ( email )

Universitaetsstrasse 15/F2
Graz, 8010
Austria
+433163807306 (Phone)

HOME PAGE: http://academic.palan.biz

Imon Palit

RMIT University - Blockchain Innovation Hub ( email )

124 La Trobe Street
Melbourne, 3000
Australia

Andreas Park

University of Toronto - Finance Area ( email )

Toronto, Ontario M5S 3E6
Canada

Roberto Pascual Gascó

Universidad de las Islas Baleares ( email )

Ctra. de Valldemossa km 7,5
Departamento de Economia y Empresa
Palma, Baleares
Spain
+34 971 17 13 29 (Phone)
+34 971 17 23 89 (Fax)

Paolo Pasquariello

University of Michigan, Stephen M. Ross School of Business ( email )

709 Tappan Street
Room R4434
Ann Arbor, MI 48109
United States
734-764-9286 (Phone)
240-526-7168 (Fax)

HOME PAGE: http://webuser.bus.umich.edu/ppasquar/

Lubos Pastor

University of Chicago - Booth School of Business ( email )

5807 S. Woodlawn Avenue
Chicago, IL 60637
United States
773-834-4080 (Phone)
773-702-0458 (Fax)

HOME PAGE: http://www.ChicagoGSB.edu/fac/lubos.pastor/

Centre for Economic Policy Research (CEPR)

London
United Kingdom

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

Vinay Patel

University of Technology Sydney (UTS) ( email )

15 Broadway, Ultimo
PO Box 123
Sydney, NSW 2007
Australia

Andrew J. Patton

Duke University - Department of Economics ( email )

213 Social Sciences Building
Box 90097
Durham, NC 27708-0204
United States

HOME PAGE: http://econ.duke.edu/~ap172/

Neil D. Pearson

University of Illinois at Urbana-Champaign - Department of Finance ( email )

1206 South Sixth Street
Champaign, IL 61820
United States
217-244-0490 (Phone)
217-244-9867 (Fax)

Canadian Derivatives Institute ( email )

3000, chemin de la Côte-Sainte-Catherine
Montréal, Québec H3T 2A7
Canada

Loriana Pelizzon

Goethe University Frankfurt - Faculty of Economics and Business Administration ( email )

Theodor-W.-Adorno-Platz 3
Frankfurt am Main, D-60323
Germany

Leibniz Institute for Financial Research SAFE ( email )

Theodor-W.-Adorno-Platz 3
Frankfurt am Main, 60323
Germany

HOME PAGE: http://www.safe-frankfurt.de

Ca Foscari University of Venice ( email )

Dorsoduro 3246
Venice, Veneto 30123
Italy

Matthias Pelster

Paderborn University

Warburger Str. 100
Paderborn, 33098
Germany

Christophe Pérignon

HEC Paris - Finance Department ( email )

1 rue de la Liberation
Jouy-en-Josas Cedex, 78351
France

Cameron Pfiffer

University of Oregon - Department of Finance ( email )

Lundquist College of Business
1208 University of Oregon
Eugene, OR 97403
United States

Richard Philip

University of Sydney Business School ( email )

Cnr. of Codrington and Rose Streets
Sydney, NSW 2006
Australia

Tomáš Plíhal

Masaryk University - Faculty of Economics and Administration ( email )

Lipova 41a
65979 Brno
Czech Republic

Puneet Prakash

Missouri State University ( email )

United States
65897 (Fax)

Oliver-Alexander Press

Copenhagen Business School - Department of Finance ( email )

Solbjerg Plads 3, SOL/A4.17
Copenhagen, Frederiksberg 2000

HOME PAGE: http://https://www.cbs.dk/node/541960

Tina Prodromou

The University of Wollongong ( email )

Northfields Avenue
Wollongong, NSW 2522
Australia

HOME PAGE: http://https://scholars.uow.edu.au/display/tina_prodromou

Talis J. Putnins

University of Technology Sydney (UTS) ( email )

PO Box 123
Broadway
Sydney
Australia
+61 2 9514 3088 (Phone)

Stockholm School of Economics, Riga ( email )

Strelnieku iela 4a
Riga, LV 1010
Latvia
+371 67015841 (Phone)

Gaurav Raizada

Indian Institute of Management, Ahmedabad ( email )

Vastrapur
Ahmedabad, Gujarat 380015
India

David A. Rakowski

University of Texas at Arlington ( email )

Box 19449 UTA
Arlington, TX 76019
United States

Angelo Ranaldo

University of St. Gallen ( email )

Swiss Institute of Banking and Finance s/bf-HSG
Unterer Graben 21
St. Gallen, 9000
Switzerland
+41712247010 (Phone)

HOME PAGE: http://www.sbf.unisg.ch/Lehrstuehle/Lehrstuhl_Ranaldo/Homepage_Ranaldo.aspx

University of St. Gallen - School of Finance ( email )

Unterer Graben 21
St.Gallen, CH-9000
Switzerland

Luca Regis

University of Turin ( email )

Corso Unione Sovietica 218 bis
Torino, Turin 10100
Italy

Stefan Reitz

University of Kiel

Olshausenstr. 40
D-24118 Kiel, Schleswig-Holstein 24118
Germany

Thomas Renault

Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) ( email )

106-112 Boulevard de l'hopital
106-112 Boulevard de l'Hôpital
Paris Cedex 13, 75647
France

Renjie Wang

VU Amsterdam ( email )

De Boelelaan 1105
Amsterdam, 1081HV
Netherlands
+31205986768 (Phone)

HOME PAGE: http://rexwangrenjie.weebly.com/

Tinbergen Institute ( email )

Burg. Oudlaan 50
Rotterdam, 3062 PA
Netherlands

Roberto Renò

University of Verona - Department of Economics ( email )

Via dell'Artigliere, 8
37129 Verona
Italy

Steven Riddiough

University of Toronto at Scarborough - Division of Management ( email )

1265 Military Trial
Scarborough, Ontario M1C 1A4
Canada

University of Toronto - Rotman School of Management ( email )

105 St. George Street
Toronto, Ontario M5S 3E6 M5S1S4
Canada

Kalle Rinne

Universite du Luxembourg - Department of Finance ( email )

L-1511 Luxembourg
Luxembourg

HOME PAGE: http://https://sites.google.com/view/kallerinne/home

Paul Rintamäki

Aalto University - School of Business ( email )

Finland

Ryan Riordan

Queen's University - Smith School of Business ( email )

Smith School of Business, Queen's University
143 Union Street
Kingston, Ontario K7L 3N6
Canada

Thomas RITTMANNSBERGER

affiliation not provided to SSRN

Iñaki Rodríguez Longarela

Stockholm University - Stockholm Business School ( email )

Stockholm
Sweden

UiT-The Arctic University of Norway - School of Business and Economics ( email )

Tromsø, 9037
Norway

Dominik Rösch

State University of New York at Buffalo - School of Management ( email )

Jacobs Management Center
Buffalo, NY 14222
United States

HOME PAGE: http://dominikroesch.com

Erasmus University - Rotterdam School of Management ( email )

P.O. Box 1738
Rotterdam, 3000 DR
Netherlands

Lavinia Rognone

Alliance Manchester Business School, University of Manchester ( email )

Booth Street West
Manchester, M15 6PB
United Kingdom

HOME PAGE: http://https://www.research.manchester.ac.uk/portal/lavinia.rognone.html

European Central Bank (ECB) ( email )

Sonnemannstrasse 22
Frankfurt am Main, 60314
Germany

Brian Roseman

Oklahoma State University - Department of Finance ( email )

Spears School of Business
Stillwater, OK 74078
United States

Ioanid Rosu

HEC Paris - Finance Department ( email )

1 rue de la Liberation
Jouy-en-Josas Cedex, 78351
France

Saurabh Roy

affiliation not provided to SSRN

Nicolas Rudolf

University of Lausanne ( email )

Quartier Chambronne
Lausanne, Vaud CH-1015
Switzerland

Stephen Rush

Bowling Green State University - Department of Finance ( email )

212 Business Administration
Bowling Green, OH 43403
United States

HOME PAGE: http://bgsu.edu

Vietnam National University - Ho Chi Minh City (VNU-HCM) - University of Economics and Law ( email )

Vietnam National University - Ho Chi Minh City
Linh Xuan Ward, Thu Duc
Ho Chi Minh City
Vietnam

HOME PAGE: http://uel.edu.vn

Khaladdin Rzayev

University of Edinburgh ( email )

Old College
South Bridge
Edinburgh, Scotland EH8 9JY
United Kingdom

Koc University ( email )

Rumelifeneri Yolu
34450 Sar?yer
Istanbul, 34450
Turkey

Aleksandra Rzeźnik

York University, Schulich School of Business ( email )

4700 Keele Street
Toronto, Ontario M3J 1P3
Canada

Anthony Sanford

University of Maryland ( email )

4113AA Van Munching Hall
College Park, MD 20742
United States

HOME PAGE: http://www.terpconnect.umd.edu/~sanfoan/

Harikumar Sankaran

New Mexico State University ( email )

Las Cruces, NM 88003
United States

Asani Sarkar

Federal Reserve Bank of New York ( email )

Research Department
33 Liberty Street
New York, NY 10045
United States
212-720-8943 (Phone)
212-720-1582 (Fax)

HOME PAGE: http://www.newyorkfed.org/research/economists/sarkar/pub.html

Lucio Sarno

University of Cambridge - Judge Business School ( email )

Trumpington Street
Cambridge, CB2 1AG
United Kingdom

Centre for Economic Policy Research (CEPR)

London
United Kingdom

Olivier Scaillet

University of Geneva GSEM and GFRI ( email )

40 Boulevard du Pont d'Arve
Geneva 4, Geneva 1211
Switzerland
+ 41 22 379 88 16 (Phone)
+41 22 389 81 04 (Fax)

HOME PAGE: http://www.scaillet.ch

Swiss Finance Institute

c/o University of Geneva
40, Bd du Pont-d'Arve
CH-1211 Geneva 4
Switzerland

University of Geneva - Research Center for Statistics

Geneva
Switzerland

Stefan Scharnowski

University of Mannheim ( email )

Mannheim, 68161
Germany

Klaus Reiner Schenk-Hoppé

University of Manchester - Department of Economics ( email )

Arthur Lewis Building
Oxford Road
Manchester, M13 9PL
United Kingdom

Norwegian School of Economics (NHH) - Department of Finance ( email )

Helleveien 30
N-5045 Bergen
Norway

Andrea Schertler

Leuphana University of Lueneburg ( email )

Scharnhorststrasse 1
Lüneburg, 21314
Germany

Michael Schneider

Goethe University Frankfurt - House of Finance ( email )

Grüneburgplatz 1
Frankfurt am Main, DE 60323
Germany

Florian Schroeder

affiliation not provided to SSRN

Norman Schürhoff

University of Lausanne ( email )

Extranef 228
CH-1015 Lausanne
Switzerland
+41 (0)21 692 3447 (Phone)
+41 (0)21 692 3435 (Fax)

Swiss Finance Institute ( email )

c/o University of Geneva
40, Bd du Pont-d'Arve
CH-1211 Geneva 4
Switzerland

Centre for Economic Policy Research (CEPR) ( email )

London
United Kingdom

Philipp Schuster

University of Stuttgart, Institute of Business Administration ( email )

Keplerstraße 17
D-70174 Stuttgart
Germany
+49 711 685-86001 (Phone)

Marco A. Schwarz

Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE) ( email )

Universitaetsstr. 1
Duesseldorf, NRW 40225
Germany

CESifo (Center for Economic Studies and Ifo Institute) ( email )

Poschinger Str. 5
Munich, DE-81679
Germany

Mark S. Seasholes

ASU WP Carey School of Business ( email )

Dept of Finance, BAC 501
400 E. Lemon St.
Tempe, AZ 85287-3906
United States

Norman Seeger

VU University Amsterdam ( email )

De Boelelaan 1105
Amsterdam, 1081 HV
Netherlands
+31 20 598 1512 (Phone)

HOME PAGE: http://www.norman-seeger.com

Or Shachar

Federal Reserve Bank of New York ( email )

33 Liberty Street
New York, NY 10045
United States
(212) 720-6974 (Phone)
(212) 720-1582 (Fax)

Andriy Shkilko

Wilfrid Laurier University - Lazaridis School of Business and Economics ( email )

LH 4050
75 University Ave. W.
Waterloo, Ontario N2L3C5
Canada
519.884.0710 ext. 2462 (Phone)
519.884.0201 (Fax)

Jessica Shui

affiliation not provided to SSRN

Mario Sikic

University of Zurich ( email )

Rämistrasse 71
Zürich, CH-8006
Switzerland

Giorgia Simion

WU Vienna University of Economics and Business ( email )

Welthandelsplatz 1, Building D1, 3rd Floor
Vienna, 1020
Austria

Lee A. Smales

University of Western Australia ( email )

UWA Business School
35 Stirling Highway
Perth, Western Australia 6009
Australia

Paul Söderlind

University of St. Gallen ( email )

Rosenbergstrasse 52
St. Gallen, 9000
Switzerland
+41 71 224 7064 (Phone)
+41 71 224 7088 (Fax)

HOME PAGE: http://https://sites.google.com/site/paulsoderlindecon/home

Centre for Economic Policy Research (CEPR)

London
United Kingdom

University of St. Gallen - School of Finance ( email )

Unterer Graben 21
St.Gallen, CH-9000
Switzerland

Elvira Sojli

UNSW Australia Business School, School of Banking and Finance ( email )

Sydney, NSW 2052
Australia

Konstantin Sokolov

University of Memphis - Fogelman College of Business and Economics ( email )

Memphis, TN 38152
United States

Laima Spokeviciute

affiliation not provided to SSRN

Denitsa Stefanova

Luxembourg School of Finance ( email )

4 Rue Albert Borschette
Luxembourg, L-1246
Luxembourg

Marti G. Subrahmanyam

New York University (NYU) - Department of Finance ( email )

Stern School of Business,
44 West 4th Street, Suite 9-68
New York, NY 10012-1126
United States
212-998-0348 (Phone)
212-995-4233 (Fax)

Sebastian Neusüss

Aalto University ( email )

P.O. Box 21210
Helsinki, 00101
Finland

Barnabas Szaszi

Eötvös Loránd University ( email )

Pazmany Peter setany 1A
Budapest, -- H1117
Hungary

Oleksandr Talavera

Swansea University - School of Management ( email )

Haldane Building
Singleton Park
Swansea, SA2 8PP
United Kingdom

Yuehua Tang

University of Florida - Department of Finance ( email )

P.O. Box 117168
Gainesville, FL 32611
United States

HOME PAGE: http://sites.google.com/site/yuehuatang

Nicholas Taylor

University of Bristol - School of Economics, Finance and Management ( email )

United Kingdom

Wing Wah Tham

University of New South Wales (UNSW) ( email )

Kensington
High St
Sydney, NSW 2052
Australia

Erik Theissen

University of Mannheim - Finance Area ( email )

Mannheim, 68131
Germany

Julian Thimme

Karlsruhe Institute of Technology ( email )

Kaiserstraße 12
Karlsruhe, Baden Württemberg 76131
Germany

HOME PAGE: http://julianthimme.de

Ian Tonks

University of Bristol ( email )

Department of Finance and Accounting
15-19 Tyndalls Park Road
Bristol, BS8 1PQ
United Kingdom

Hai Tran

Loyola Marymount University - Department of Finance ( email )

Los Angeles, CA 90045
United States

Luca Trapin

Catholic University of Milan ( email )

Largo gemelli 1
Milan, MI Milano 20123
Italy

Anders B. Trolle

Copenhagen Business School - Department of Finance ( email )

Solbjerg Plads 3
Frederiksberg, DK-2000
Denmark

Maria Vaduva

University Constantin Brancusi of Targu-Jiu ( email )

Eroilor Street No.30
Targu Jiu, Gorj
Romania

Giorgio Valente

Hong Kong Institute for Monetary and Financial Research (HKIMR) ( email )

One Pacific Place, 10th Floor
88 Queensway
Hong Kong
China

Robert A. Van Ness

University of Mississippi - Department of Finance ( email )

Oxford, MS 38677
United States

Aurelio Vasquez

Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration ( email )

Rio Hondo No. 1
Col. Tizapan-San Angel, 01000
Mexico

Thanos Verousis

Essex Business School ( email )

United Kingdom

Patrick Verwijmeren

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) ( email )

P.O. Box 1738
3000 DR Rotterdam, NL 3062 PA
Netherlands

Anders Vilhelmsson

Lund University - Department of Economics ( email )

Lund
Sweden

Grigory Vilkov

Frankfurt School of Finance & Management ( email )

Adickesallee 32-34
Frankfurt am Main, 60322
Germany

HOME PAGE: http://www.vilkov.net

Vladimir Vladimirov

University of Amsterdam Business School ( email )

Roetersstraat 18
Amsterdam, 1018WB
Netherlands

Centre for Economic Policy Research (CEPR) ( email )

London
United Kingdom

Sebastian Vogel

Swiss Finance Institute ( email )

c/o University of Geneva
40, Bd du Pont-d'Arve
CH-1211 Geneva 4
Switzerland

Ecole Polytechnique Fédérale de Lausanne ( email )

EXTRA 127
Quartier UNIL-Dorigny
Lausanne, CH-1015
Switzerland

Stefan Voigt

University of Copenhagen ( email )

Øster Farimagsgade 5, Bygn 26
Copenhagen, 1353
Denmark

HOME PAGE: http://voigtstefan.me

Danish Finance Institute ( email )

Copenhagen

Wolf Wagner

Erasmus University Rotterdam (EUR) ( email )

Burgemeester Oudlaan 50
3000 DR Rotterdam, Zuid-Holland 3062PA
Netherlands

Centre for Economic Policy Research (CEPR) ( email )

London
United Kingdom

Thomas Walther

Utrecht University - School of Economics ( email )

Kriekenpitplein 21-22
Adam Smith Building
Utrecht, +31 30 253 7373 3584 EC
Netherlands

HOME PAGE: http://www.thomas-walther.info

Patrick Weiss

Vienna University of Economics and Business - Department of Finance, Accounting & Statistics ( email )

Welthandelsplatz 1
Vienna, 1020
Austria
+43 1 313 36 / 5996 (Phone)

HOME PAGE: http://https://sites.google.com/view/patrick-weiss

Vienna Graduate School of Finance (VGSF) ( email )

Welthandelsplatz 1
Vienna 1020
Austria
+43 1 31336 5996 (Phone)

HOME PAGE: http://sites.google.com/view/patrick-weiss

Michel Van der Wel

Erasmus University Rotterdam ( email )

Burg. Oudlaan 50
Rotterdam, NL 3062 PA
Netherlands

CREATES ( email )

School of Economics and Management
Building 1322, Bartholins Alle 10
DK-8000 Aarhus C
Denmark

ERIM ( email )

P.O. Box 1738
3000 DR Rotterdam
Netherlands

Tinbergen Institute ( email )

Burg. Oudlaan 50
Rotterdam, 3062 PA
Netherlands

Ingrid M. Werner

The Ohio State University - Fisher College of Business ( email )

2100 Neil Avenue
Columbus, OH 43210-1144
United States
614-292-6460 (Phone)
614-292-2418 (Fax)

CEPR ( email )

London
United Kingdom

P. Joakim Westerholm

University of Sydney Business School ( email )

Cnr. of Codrington and Rose Streets
Sydney, NSW 2006
Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School
St Lucia, 4071 Brisbane
Queensland
Australia

HOME PAGE: http://www.firn.org.au

Christian Westheide

University of Vienna - Department of Finance ( email )

Bruennerstrasse 72
Vienna, 1210
Austria

Leibniz Institute for Financial Research SAFE ( email )

(http://www.safe-frankfurt.de)
Theodor-W.-Adorno-Platz 3
Frankfurt am Main, 60323
Germany

Evert Wipplinger

Vrije Universiteit Amsterdam, School of Business and Economics ( email )

De Boelelaan 1105
Amsterdam, 1081HV
Netherlands

Michael Wolf

University of Zurich - Department of Economics ( email )

Wilfriedstrasse 6
Zurich, 8032
Switzerland

Christian C. P. Wolff

University of Luxembourg - Luxembourg School of Finance ( email )

4, rue Albert Borschette
Luxembourg, 1246
Luxembourg

HOME PAGE: http://www.lsf.lu

Centre for Economic Policy Research (CEPR)

London
United Kingdom

Leonard Wolk

Department of Finance, School of Business and Economics ( email )

De Boelelaan 1105
Amsterdam, ND North Holland 1081 HV
Netherlands

Wing Keung Wong

Asia University - Department of Finance ( email )

Wufeng, 41354
Taiwan

Jan Wrampelmeyer

Vrije Universiteit Amsterdam, School of Business and Economics ( email )

De Boelelaan 1105
Amsterdam, 1081HV
Netherlands

Tinbergen Institute ( email )

Burg. Oudlaan 50
Rotterdam, 3062 PA
Netherlands

Zhen-Xing Wu

Zhongnan University of Economics and Law - School of Finance ( email )

WenQuan Building, 182# Nanhu Avenue
East Lake High-tech Development Zone
Wuhan, Hubei 430073
China

Shuo Xia

Halle Institute for Economic Research ( email )

P.O. Box 11 03 61
Kleine Maerkerstrasse 8
D-06017 Halle, 06108
Germany

University of Leipzig - Faculty of Economics and Management Science ( email )

Leipzig, 04109
Germany

Dacheng Xiu

University of Chicago - Booth School of Business ( email )

5807 S. Woodlawn Avenue
Chicago, IL 60637
United States

Ke Xu

University of Victoria ( email )

3800 Finnerty Rd
Victoria, British Columbia V8P 5C2
Canada

Caihong Xu

Stockholm University - Stockholm Business School ( email )

Roslagsvägen 1010
Stockholm, SE-106 91
Sweden

Pradeep K. Yadav

University of Oklahoma Price College of Business ( email )

307 W.Brooks, Room 3270 Division of Finance
Norman, OK 73019
United States
4053255591 (Phone)
4053255491 (Fax)

HOME PAGE: http://www.ou.edu/price/finance/faculty/pradeep_yadav.html

José Yagüe

University of Murcia ( email )

Department of Management and Finance
Campus de Espinardo s/n
Murcia, 30100
Spain
+34 868883862 (Phone)
+34 868887537 (Fax)

Cheng Yan

University of Essex - Essex Business School ( email )

Wivenhoe Park
Colchester, CO4 3SQ
United Kingdom

Antti Yang

Erasmus University Rotterdam ( email )

Netherlands

Woongsun Yoo

Central Michigan University ( email )

Mount Pleasant, MI 48859
United States

Wenjia Yu

Aalto University School of Business ( email )

Ekonominaukio 1
Espoo, 02150
Finland

Shihao Yu

Tinbergen Institute ( email )

Gustav Mahlerplein 117
Amsterdam, Noord-Holland 1082 MS
Netherlands
+31 205984722 (Phone)

HOME PAGE: http://www.shihaoyu.org

VU Amsterdam ( email )

De Boelelaan 1105
Amsterdam, ND North Holland 1081 HV
Netherlands
+31 613509697 (Phone)

HOME PAGE: http://www.shihaoyu.org

Bart Zhou Yueshen

INSEAD - Finance ( email )

Boulevard de Constance
F-77305 Fontainebleau Cedex
France

Darya Yuferova

Norwegian School of Economics (NHH) - Department of Finance ( email )

Helleveien 30
N-5045 Bergen
Norway

Marcin Zamojski

VU University Amsterdam - Department of Finance and Financial Sector Management ( email )

De Boelelaan 1105
NL-1081HV Amsterdam
Netherlands

University of Gothenburg, Centre for Finance ( email )

Box 640
Gothenburg, 405 30
Sweden

Abalfazl Zareei

Stockholm University ( email )

Universitetsvägen 10
Stockholm, Stockholm SE-106 91
Sweden

Stefan Zeisberger

Radboud University, Institute for Management Research ( email )

Nijmegen
Netherlands

University of Zurich, Department of Banking and Finance ( email )

Zürich
Switzerland

Sarah Zhang

University of Manchester - Alliance Manchester Business School ( email )

Crawford House
Oxford Road
Manchester M13 9PL
United Kingdom

Xiaoyu Zhang

Vrije Universiteit Amsterdam (VU Amsterdam) ( email )

De Boelelaan 1105
Amsterdam, ND North Holland 1081 HV
Netherlands

Zhuo Zhong

University of Melbourne - Department of Finance ( email )

Faculty of Economics and Commerce
Parkville, Victoria 3010 3010
Australia

Z. Ivy Zhou

University of Wollongong - School of Accounting, Economics & Finance ( email )

Northfields Avenue
Wollongong, NSW 2522
Australia

Chen Zhou

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) ( email )

P.O. Box 1738
3000 DR Rotterdam, NL 3062 PA
Netherlands

Xingyu Zhu

Stockholm School of Economics - Swedish House of Finance ( email )

111 60 Stockholm
Sweden

Stockholm School of Economics ( email )

111 60 Stockholm
Sweden

Bank for International Settlements (BIS) ( email )

Centralbahnplatz 2
Basel, Basel-Stadt 4002
Switzerland
0763508422 (Phone)

Marius Zoican

University of Toronto at Mississauga - Department of Management ( email )


Canada

University of Toronto - Rotman School of Management ( email )

105 St. George Street
Toronto, Ontario M5S 3E6 M5S1S4
Canada

HOME PAGE: http://www.mariuszoican.org

Remco C.J. Zwinkels

Vrije Universiteit Amsterdam ( email )

De Boelelaan 1105
Amsterdam, NL-1081HV
Netherlands
+31 20 59 85220 (Phone)

HOME PAGE: http://research.vu.nl/en/persons/remco-zwinkels

Tinbergen Institute ( email )

Gustav Mahlerplein 117
Amsterdam, 1082 MS
Netherlands

Jian Chen

Queen's University ( email )

Kingston, Ontario K7L 3N6
Canada

Teodor Duevski

HEC Paris ( email )

1 rue de la Liberation
Jouy-en-Josas Cedex, 78351
France

Ge Gao

University of Birmingham ( email )

Edgbaston, Birmingham B15 2TT
United Kingdom

Roland Gemayel

King's College London ( email )

Strand
London, England WC2R 2LS
United Kingdom

Dudley Gilder

Cardiff University ( email )

Aberconway Building
Colum Drive
Cardiff, Wales CF10 3EU
United Kingdom

Paul Kuhle

Universidad Autonoma de Madrid ( email )

Facultad de Ciencias Económicas y Empresariales
Departamento de Economia y Hacienda Publica
Madrid, 28049
Spain

Emiliano Pagnotta

Singapore Management University ( email )

Li Ka Shing Library
70 Stamford Road
Singapore, 178899
Singapore

HOME PAGE: http://www.emilianopagnotta.com

Imperial College Business School ( email )

Imperial College Business School, Tanaka Building
London, SW7 2AZ
Great Britain
+447478734028 (Phone)

Michele Pelli

University of Zurich - Department of Banking and Finance ( email )

Plattenstrasse 14
Zurich, 8032
Switzerland

Swiss Finance Institute

c/o University of Geneva
42, Bd du Pont d`Arve
Geneva, 1211
Switzerland

Jantje Sönksen

University of Tübingen ( email )

Sigwartstr. 18
Tübingen, Baden-Wuerttemberg 72076
Germany

Lu Zhang

University of Luxembourg ( email )

Kirchberg, 6, rue Richard Coudenhove-Kalergi
Luxembourg
Luxembourg

Konrad Ilczuk

Aalto University ( email )

P.O. Box 21210
Helsinki, 00101
Finland

Dimitar Bogoev

EDF Energy, United Kingdom ( email )

Barnwood, Gloucestershire
United Kingdom

Ya Qian

Aalto University ( email )

P.O. Box 21210
Helsinki, 00101
Finland

Hans C. Wika

Norges Bank ( email )

P.O. Box 1179
Oslo, N-0107
Norway

Yihe Yu

University at Buffalo, SUNY ( email )

12 Capen Hall
Buffalo, NY 14260
United States

Lu Zhao

Southwestern University of Finance and Economics (SWUFE) ( email )

55 Guanghuacun St,
Chengdu, Sichuan 610074
China

Michael Mi

The University of Sydney ( email )

University of Sydney
Sydney, NSW 2006
Australia

NGS Super ( email )

14 Martin Place
Sydney
Australia

Li Bao

University of Toulouse Capitole

France

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