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Sandra Nolte (Lechner)
Sandra Nolte (Lechner)
Senior Lecturer in Finance, Lancaster University Management School
Verified email at lancaster.ac.uk
Title
Cited by
Cited by
Year
Bicameral Conflict Resolution in the European Union: An Empirical Analysis of Conciliation Committee Bargains
TE König, B Hörl, S Lechner, W Pohleier
British Journal of Political Science 37, 281-312, 2007
1302007
Diversifying away the Risk of War and Cross-Border Political Crisis
A Omar, T Wisniewski, S Nolte
Energy Economics, forthcoming, 2016
1132016
Dimensions and location of high‐involvement management: fresh evidence from the UK Commission's 2011 Employer Skills Survey
S Wood, M Burridge, D Rudloff, W Green, S Nolte
Human Resource Management Journal 25 (2), 166-183, 2015
372015
How do individual investors trade?
I Nolte, S Nolte
Routledge, 2011
292011
Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten
S Lechner, W Pohlmeier
262003
Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform
I Nolte
17*2009
Sell-side analysts’ career concerns during banking stresses
I Nolte, S Nolte, M Vasios
Journal of Banking & Finance 49, 424-441, 2014
162014
The multiplicative simulation extrapolation approach
S Nolte
Center for Quantitative Methods and Survey Research, University of Konstanz …, 2007
152007
To blank or not to blank? A comparison of the effects of disclosure limitation methods on nonlinear regression estimates
S Lechner, W Pohlmeier
International Workshop on Privacy in Statistical Databases, 187-200, 2004
152004
A model of the anchoring effect in dichotomous choice valuation with follow-up
NL Sandra, A Rozan, F Laisney
Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, 2003
14*2003
The information content of retail investors’ order flow
I Nolte, S Nolte
The European Journal of Finance 22 (2), 80-104, 2016
102016
Data masking by noise addition and the estimation of nonparametric regression models
S Lechner, W Pohlmeier
Jahrbücher für Nationalökonomie und Statistik 225 (5), 517-528, 2005
102005
High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model
Y Li, I Nolte, S Nolte
Journal of Economic Dynamics and Control 124, 104077, 2021
92021
Perturbation by multiplicative noise and the Simulation Extrapolation method
E Biewen, S Nolte, M Rosemann
AStA Advances in Statistical Analysis 92 (4), 375-389, 2008
92008
High performance working in the employer skills surveys
S Wood, M Burridge, W Green, S Nolte, D Rudloff, AN Luanaigh
UKCES Evidence Report 71, 2013
82013
Macro Factor Investing with Style
A Swade, H Lohre, M Shackleton, S Nolte, S Hixon, J Raol
The Journal of Portfolio Management, 2021
72021
The good, the bad and the ugly: analyzing forecasting behavior within a misclassified quantal response framework
I Nolte, S Nolte, W Pohlmeier
72012
High-Frequency Volatility Estimation and the Relative Importance of Market Microstructure Variables: An Autoregressive Conditional Intensity Approach
Y Li, I Nolte, S Nolte
Sandra, High-Frequency Volatility Estimation and the Relative Importance of …, 2015
52015
Combining blanking and noise addition as a data disclosure limitation method
A Flossmann, S Lechner
Privacy in Statistical Databases, 152-163, 2006
52006
What Determines Forecasters’ Forecasting Errors?
W Nolte, Ingmar, Nolte, Sandra, Pohlmeier
International Journal of Forecasting 35 (1), 11-24, 2019
4*2019
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