5
H index
3
i10 index
119
Citations
Lancaster University | 5 H index 3 i10 index 119 Citations RESEARCH PRODUCTION: 8 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 ![]() |
---|---|
2024 | 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 |
2024 | Do geopolitical risks always harm energy security? Their non-linear effects and mechanism. (2024). Lee, Chien-Chiang ; He, Zhi-Wen ; Yuan, Zihao ; Xiao, FU. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007430. Full description at Econpapers || Download paper |
2024 | Betting on war? Oil prices, stock returns, and extreme geopolitical events. (2024). Sorensen, Lars Qvigstad ; Nygaard, Knut. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003670. Full description at Econpapers || Download paper |
2024 | Geopolitical risk and corporate cash Holdings in China: Precautionary motive and agency problem perspectives. (2024). Wu, Haoran ; Wang, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001674. Full description at Econpapers || Download paper |
2024 | Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934. Full description at Econpapers || Download paper |
2024 | The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Elsayed, Ahmed ; Khalfaoui, Rabeh ; Helmi, Mohamad Husam. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100. Full description at Econpapers || Download paper |
2024 | Global equity, commodities and bond market response to Israel-Hamas war. (2024). Martins, Antonio Miguel. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009309. Full description at Econpapers || Download paper |
2024 | Geopolitical risks and crude oil futures volatility: Evidence from machine learning. (2024). Niu, Zibo ; Wang, Wentao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007414. Full description at Econpapers || Download paper |
2024 | Navigating the tides of uncertainty: exploring the complex relationship between global economic policy and crude oil transportation. (2024). Sun, Ling ; Zhang, Wenjing ; Qi, Xinzhou ; Ning, Zhong ; Hu, Zijiang. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:4:d:10.1057_s41278-023-00274-w. 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 | 24 |
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 | 53 |
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. Last updated February, 4 2025. Contact: CitEc Team