Suivre
Sandra Nolte (Lechner)
Sandra Nolte (Lechner)
Senior Lecturer in Finance, Lancaster University Management School
Adresse e-mail validée de lancaster.ac.uk
Titre
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Année
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
1312007
Diversifying away the Risk of War and Cross-Border Political Crisis
A Omar, T Wisniewski, S Nolte
Energy Economics, forthcoming, 2016
1182016
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
382015
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
Sell-side analysts’ career concerns during banking stresses
I Nolte, S Nolte, M Vasios
Journal of Banking & Finance 49, 424-441, 2014
172014
Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform
I Nolte
17*2009
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
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
102021
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
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
Macro Factor Investing with Style
A Swade, H Lohre, M Shackleton, S Nolte, S Hixon, J Raol
The Journal of Portfolio Management, 2021
82021
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
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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