5
H index
3
i10 index
101
Citations
Lancaster University | 5 H index 3 i10 index 101 Citations RESEARCH PRODUCTION: 8 Articles 4 Papers RESEARCH ACTIVITY: 18 years (2003 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ple244 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sandra Nolte (Lechner). | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
The European Journal of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE) | 2 |
Year | Title of citing document |
---|---|
2023 | High-Frequency Volatility Estimation with Fast Multiple Change Points Detection. (2023). Polak, Pawel ; Ainasse, El Mehdi ; Balabhadra, Greeshma. In: Papers. RePEc:arx:papers:2303.10550. Full description at Econpapers || Download paper |
2023 | Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x. Full description at Econpapers || Download paper |
2023 | The impact of the Russian-Ukrainian war on global financial markets. (2023). Sivaprasad, Sheeja ; Petropoulou, Athina ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300114x. Full description at Econpapers || Download paper |
2023 | Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715. Full description at Econpapers || Download paper |
2023 | Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659. Full description at Econpapers || Download paper |
2023 | Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. (2023). Li, Bin ; Wang, Yudong ; Zhang, Zhikai. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004129. Full description at Econpapers || Download paper |
2023 | Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine. (2023). Silva, Thiago ; Tabak, Benjamin Miranda ; Berri, Paulo Victor. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000612. Full description at Econpapers || Download paper |
2023 | Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983. Full description at Econpapers || Download paper |
2023 | Political Instability and Stock Market: An Event Study. (2023). Khan, Azam Anwar ; Jivani, Tooba ; Ahmed, Faiza. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:339-345. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2007 | Bicameral Conflict Resolution in the European Union: An Empirical Analysis of Conciliation Committee Bargains In: British Journal of Political Science. [Full Text][Citation analysis] | article | 23 |
2021 | High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
2017 | Diversifying away the risk of war and cross-border political crisis In: Energy Economics. [Full Text][Citation analysis] | article | 36 |
2019 | What determines forecasters’ forecasting errors? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2014 | Sell-side analysts’ career concerns during banking stresses In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2008 | Multiplicative Measurement Error and the Simulation Extrapolation Method In: IAW Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Data Masking by Noise Addition and the Estimation of Nonparametric Regression Models In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 2 |
2012 | How do individual investors trade? In: The European Journal of Finance. [Full Text][Citation analysis] | article | 7 |
2016 | The information content of retail investors order flow In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2003 | A model of the anchoring effect in dichotomous choice valuation with follow-up. In: Working Papers of BETA. [Full Text][Citation analysis] | paper | 12 |
2003 | Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2007 | Customer trading in the foreign exchange market empirical evidence from an internet trading platform In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team