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Sökning: WFRF:(Theissen Erik)

  • Resultat 1-3 av 3
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1.
  • Menkveld, Albert J., et al. (författare)
  • Nonstandard Errors
  • 2024
  • Ingår i: JOURNAL OF FINANCE. - : Wiley-Blackwell. - 0022-1082 .- 1540-6261. ; 79:3, s. 2339-2390
  • Tidskriftsartikel (refereegranskat)abstract
    • In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across researchers adds uncertainty-nonstandard errors (NSEs). We study NSEs by letting 164 teams test the same hypotheses on the same data. NSEs turn out to be sizable, but smaller for more reproducible or higher rated research. Adding peer-review stages reduces NSEs. We further find that this type of uncertainty is underestimated by participants.
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2.
  • Betzer, André, et al. (författare)
  • Stealth trading and trade reporting by corporate insiders
  • 2015
  • Ingår i: Review of Finance. - : Oxford University Press (OUP): Policy F - Oxford Open Option D. - 1573-692X .- 1572-3097. ; 19:2, s. 865-905
  • Tidskriftsartikel (refereegranskat)abstract
    • Regulations in the pre-Sarbanes-Oxley era allowed corporate insiders considerable flexibility in timing their trades and engaging in stealth trading, for example, by executing several trades and reporting them jointly after the last trade. We document that even these lax reporting requirements were frequently violated and stealth trading was common. Event study abnormal returns are larger after reports of stealth trades than after reports of otherwise similar non-stealth trades. Our results imply that delayed reporting impedes the adjustment of prices to the information revealed by insider trades. They lend strong support to the more stringent reporting requirements established by the Sarbanes-Oxley Act.
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3.
  • The Seventeenth Data Release of the Sloan Digital Sky Surveys : Complete Release of MaNGA, MaStar, and APOGEE-2 Data
  • 2022
  • Ingår i: Astrophysical Journal Supplement Series. - : Institute of Physics (IOP). - 0067-0049 .- 1538-4365. ; 259:2
  • Tidskriftsartikel (refereegranskat)abstract
    • This paper documents the seventeenth data release (DR17) from the Sloan Digital Sky Surveys; the fifth and final release from the fourth phase (SDSS-IV). DR17 contains the complete release of the Mapping Nearby Galaxies at Apache Point Observatory (MaNGA) survey, which reached its goal of surveying over 10,000 nearby galaxies. The complete release of the MaNGA Stellar Library accompanies this data, providing observations of almost 30,000 stars through the MaNGA instrument during bright time. DR17 also contains the complete release of the Apache Point Observatory Galactic Evolution Experiment 2 survey that publicly releases infrared spectra of over 650,000 stars. The main sample from the Extended Baryon Oscillation Spectroscopic Survey (eBOSS), as well as the subsurvey Time Domain Spectroscopic Survey data were fully released in DR16. New single-fiber optical spectroscopy released in DR17 is from the SPectroscipic IDentification of ERosita Survey subsurvey and the eBOSS-RM program. Along with the primary data sets, DR17 includes 25 new or updated value-added catalogs. This paper concludes the release of SDSS-IV survey data. SDSS continues into its fifth phase with observations already underway for the Milky Way Mapper, Local Volume Mapper, and Black Hole Mapper surveys.
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