Sandra Nolte (Lechner) : Citation Profile

Lancaster University

5

H index

3

i10 index

136

Citations

RESEARCH PRODUCTION:

14

Articles

4

Papers

RESEARCH ACTIVITY:

   23 years (2003 - 2026). See details.
   Cites by year: 5
   Journals where Sandra Nolte (Lechner) has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 1 (0.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple244
   Updated: 2026-05-02    RAS profile: 2026-04-13    
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Relations with other researchers

Works with:

Nolte, Ingmar (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sandra Nolte (Lechner).

Is cited by:

bouoiyour, jamal (4)

Lee, Chien-Chiang (4)

Selmi, Refk (4)

Rime, Dagfinn (4)

Philippas, Dionisis (3)

Dragomirescu-Gaina, Catalin (3)

Nolte, Ingmar (3)

King, Michael (3)

Carayol, Nicolas (2)

Ledenyov, Viktor (2)

Wang, Yudong (2)

Cites to:

Andersen, Torben (7)

Reis, Ricardo (7)

Bollerslev, Tim (6)

Kilian, Lutz (6)

Lunde, Asger (5)

Mankiw, N. Gregory (5)

Szafarz, Ariane (5)

Renò, Roberto (4)

Diebold, Francis (4)

Podolskij, Mark (4)

Christensen, Kim (4)

Main data

Where Sandra Nolte (Lechner) has published?

Journals with more than one article published# docs
The European Journal of Finance3
Journal of Econometrics2
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)2

Working Papers Series with more than one paper published# docs
CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)2

Recent works citing Sandra Nolte (Lechner) (2026 and 2025)

YearTitle of citing document
2024High-Frequency Volatility Estimation with Fast Multiple Change Points Detection. (2024). Polak, Pawel ; Balabhadra, Greeshma ; Ainasse, El Mehdi. In: Papers. RePEc:arx:papers:2303.10550.

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2025Beyond Returns: A Candlestick-Based Approach to Spot Covariance Estimation. (2025). Simsek, Yasin. In: Papers. RePEc:arx:papers:2510.12911.

Full description at Econpapers || Download paper

2026Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process. (2026). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2604.00346.

Full description at Econpapers || Download paper

2025Nobody (even stock markets) likes war: Evidence from the Israel-Hamas war. (2025). Sangka, Khresna Bayu ; Rapih, Subroto ; Boungou, Whelsy ; Wahyono, Budi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00559.

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2025Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223.

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2025Hedging geopolitical risks with diverse commodities. (2025). Parnes, Dror. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002169.

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2025On the efficiency contributions of analyst recommendations to financial markets. (2025). Lee, Suzanne S ; Choi, Youngmin. In: Journal of Financial Markets. RePEc:eee:finmar:v:75:y:2025:i:c:s1386418125000254.

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2025News and intraday retail investor order flow in foreign exchange markets. (2025). Kaourma, Theofilia ; Milidonis, Andreas ; Nishiotis, George ; Panayides, Marios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000368.

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2025The dynamic nexus between economic policy uncertainty, geopolitical risk, and natural resource rents of ASEAN-5 countries: Insights from the novel Fourier augmented ARDL method (FAARDL). (2025). Fikru, Mahelet ; Kisswani, Khalid M. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s030142072400816x.

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2025From wars to dynamic waves: Scrutinizing connectedness between geopolitical risk index, green and non-green crypto volatility by quantile spillovers. (2025). Ha, Le Thanh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:679:y:2025:i:c:s0378437125006533.

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2025Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000201.

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2025How do selected asset classes react to sudden shocks? Evidence from Israel-Hamas conflict using Event Study approach. (2025). Shroff, Sumita ; Agrawal, Nidhi ; Paliwal, Udai Lal ; Yadav, Miklesh Prasad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005051.

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2025Is uncertainty in the European stock market resilient to geopolitical risk? A non-homogeneous regime-switching analysis. (2025). Neto, David. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:4:d:10.1007_s10663-025-09651-5.

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2026Is complexity always better? A model-free assessment of range-based volatility estimators. (2026). Korkusuz, Burak. In: Empirical Economics. RePEc:spr:empeco:v:70:y:2026:i:3:d:10.1007_s00181-025-02873-3.

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2026Volatility spillovers and portfolio diversification strategies after the 2023 Israel–Hamas conflict. (2026). Han, Seungoh. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00850-4.

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Works by Sandra Nolte (Lechner):

YearTitleTypeCited
2025Decoupling Interday and Intraday Volatility Dynamics With Price Durations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2007Bicameral Conflict Resolution in the European Union: An Empirical Analysis of Conciliation Committee Bargains In: British Journal of Political Science.
[Full Text][Citation analysis]		article24
2021High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article4
2025Realized candlestick wicks In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2026Testing for jumps in a discretely observed price process with endogenous sampling times In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2017Diversifying away the risk of war and cross-border political crisis In: Energy Economics.
[Full Text][Citation analysis]		article61
2019What determines forecasters’ forecasting errors? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
2014Sell-side analysts’ career concerns during banking stresses In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2008Multiplicative Measurement Error and the Simulation Extrapolation Method In: IAW Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Data 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]		article2
2025Editorial: 2024 Best Paper Award In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2024Factor Timing with Portfolio Characteristics In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article0
2012How do individual investors trade? In: The European Journal of Finance.
[Full Text][Citation analysis]		article8
2016The information content of retail investors order flow In: The European Journal of Finance.
[Full Text][Citation analysis]		article4
2026The risk of falling short: implementation shortfall variance in portfolio construction In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2003A model of the anchoring effect in dichotomous choice valuation with follow-up. In: Working Papers of BETA.
[Full Text][Citation analysis]		paper12
2003Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten In: CoFE Discussion Papers.
[Full Text][Citation analysis]		paper5
2007Customer trading in the foreign exchange market empirical evidence from an internet trading platform In: CoFE Discussion Papers.
[Full Text][Citation analysis]		paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team