Data
The #fincap experiment that resulted in the publication Nonstandard Errors has from the very beginning been run in the spirit of Open Science. The Journal of Finance further encourages the sharing of data for all articles it publishes. The raw data, however, cannot be shared, because of privacy protection that had been guaranteed to all participants ex-ante. It is for this reason that only anonymized data have been made available for further research. Please find the zip file here.