Sandra Nolte (Lechner)

Lancaster University Management School

Lecturer in Finance

Lancaster, Lancashire LA1 4YX

United Kingdom

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 17,685

SSRN RANKINGS

Top 17,685

in Total Papers Downloads

3,470

SSRN CITATIONS

7

CROSSREF CITATIONS

4

Scholarly Papers (20)

1.

Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform

Number of pages: 46 Posted: 15 Jun 2006 Last Revised: 20 Jul 2009
Sandra Nolte (Lechner) and Ingmar Nolte
Lancaster University Management School and Lancaster University - Department of Accounting and Finance
Downloads 460 (77,046)

Abstract:

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Customer Dataset, Order Flow, Price Changes, Foreign Exchange Market

2.

How Do Individual Investors Trade?

Number of pages: 35 Posted: 20 Jan 2010 Last Revised: 18 Feb 2010
Ingmar Nolte and Sandra Nolte (Lechner)
Lancaster University - Department of Accounting and Finance and Lancaster University Management School
Downloads 353 (104,685)
Citation 3

Abstract:

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Trading Activity Dataset, Order Flow, Foreign Exchange Market, Monitoring Effect

3.

High-Frequency Volatility Modelling: A Markov-Switching Autoregressive Conditional Intensity Model

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 52 Posted: 27 May 2016 Last Revised: 25 Jan 2021
Yifan Li, Ingmar Nolte and Sandra Nolte (Lechner)
University of Manchester - Alliance Manchester Business School, Lancaster University - Department of Accounting and Finance and Lancaster University Management School
Downloads 306 (122,355)

Abstract:

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Regime Switch, Intensity Modelling, Invariance, Stock Return Volatility.

4.

High-Frequency Volatility Estimation and the Relative Importance of Market Microstructure Variables

Number of pages: 63 Posted: 26 Sep 2015 Last Revised: 27 May 2018
Yifan Li, Ingmar Nolte and Sandra Nolte (Lechner)
University of Manchester - Alliance Manchester Business School, Lancaster University - Department of Accounting and Finance and Lancaster University Management School
Downloads 281 (133,824)

Abstract:

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High-Frequency Volatility Estimation, Market Microstructure Variables, ACD Model, Best Subset Regression.

5.

Diversifying away the Risk of War and Cross-Border Political Crisis

Number of pages: 56 Posted: 21 Nov 2012 Last Revised: 26 Feb 2016
Ayman Omar, Tomasz Piotr Wisniewski and Sandra Nolte (Lechner)
University of Leicester, Open University, UK and Lancaster University Management School
Downloads 255 (147,746)
Citation 4

Abstract:

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Crude Oil Price, Safe Haven, International Crises, Wars

6.

Entrepreneur's Wealth, Firm Performance and Cost of Capital: A Bayesian Approach to the Capital Structure of Entrepreneurial Ventures

Number of pages: 39 Posted: 04 Dec 2011 Last Revised: 11 Nov 2016
Andrea Moro, Sandra Nolte (Lechner) and Alexandra Diaz
Cranfield University - School of Management, Lancaster University Management School and University of Leicester
Downloads 243 (154,868)

Abstract:

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SMEs, Expected Return on Equity, Entrepreneur

7.

Where Do the Joneses Go on Vacation? Social Distance and the Influence of Online Reviews on Product Sales

Number of pages: 45 Posted: 03 Sep 2011 Last Revised: 27 Oct 2011
Leif Brandes, Ingmar Nolte and Sandra Nolte (Lechner)
University of Lucerne, Lancaster University - Department of Accounting and Finance and Lancaster University Management School
Downloads 231 (162,611)
Citation 3

Abstract:

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social distance, online word of mouth, heuristic processing, hotel bookings

8.

What Determines Forecasters’ Forecasting Errors?

Number of pages: 34 Posted: 26 Jan 2010 Last Revised: 21 Jul 2018
Ingmar Nolte, Sandra Nolte (Lechner) and Winfried Pohlmeier
Lancaster University - Department of Accounting and Finance, Lancaster University Management School and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)
Downloads 201 (185,509)
Citation 4

Abstract:

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Expectations, Tendency Survey, Forecasting Errors, Misclassification, GLARMA

9.

The Information Content of Retail Investors' Order Flow

Number of pages: 35 Posted: 18 Jul 2012 Last Revised: 18 Nov 2013
Ingmar Nolte and Sandra Nolte (Lechner)
Lancaster University - Department of Accounting and Finance and Lancaster University Management School
Downloads 184 (200,763)
Citation 1

Abstract:

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Retail Investors, Trading Activity Dataset, Information Processing, Order Flow, Foreign Exchange Market

10.

The Multiplicative Simulation-Extrapolation Approach

Number of pages: 22 Posted: 10 Mar 2007 Last Revised: 11 Nov 2007
Sandra Nolte (Lechner)
Lancaster University Management School
Downloads 175 (209,716)

Abstract:

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multiplicative error-in-variables, SIMEX, disclosure limitation

11.

Multiplicative Measurement Error and the Simulation Extrapolation Method

Number of pages: 24 Posted: 09 May 2008
Elena Biewen, Sandra Nolte (Lechner) and Martin Rosemann
Institute for Applied Economic Research (IAW), Lancaster University Management School and ISG Institut für Sozialforschung und Gesellschaftspolitik
Downloads 166 (219,374)
Citation 1

Abstract:

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Errors-in-variables in nonlinear models, disclosure limitation methods, multiplicative error

12.

Renewal Based Volatility Estimation

Number of pages: 41 Posted: 22 Feb 2018 Last Revised: 25 Sep 2019
Yifan Li, Ingmar Nolte and Sandra Nolte (Lechner)
University of Manchester - Alliance Manchester Business School, Lancaster University - Department of Accounting and Finance and Lancaster University Management School
Downloads 161 (225,068)

Abstract:

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High-Frequency Volatility Estimation, Realized Volatility, Renewal Theory

13.

Industry Survival Rate, Entrepreneur Historical Performance and Personal Wealth: A Probabilistic Model for Optimizing SMEs Capital Structure

Number of pages: 31 Posted: 14 Mar 2012
Andrea Moro and Sandra Nolte (Lechner)
Cranfield University - School of Management and Lancaster University Management School
Downloads 150 (238,722)

Abstract:

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14.

A Model of the Anchoring Effect in Dichotomous Choice Valuation with Follow-Up

University of Strasbourg Working Paper No. 2003-07
Number of pages: 18 Posted: 17 Jul 2006
Sandra Nolte (Lechner), Anne Rozan and Francois Laisney
Lancaster University Management School, BETA-UMR, Universite Louis Pasteur, Strasbourg and ZEW – Leibniz Centre for European Economic Research
Downloads 108 (305,402)
Citation 1

Abstract:

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Contingent valuation, willingness-to-pay, binary-choice, anchoring effect

15.

Sell-Side Analysts' Career Concerns During Banking Stresses

Journal of Banking and Finance, Volume 49, December 2014, Pages 424–441
Number of pages: 64 Posted: 08 Mar 2014 Last Revised: 10 Jan 2015
Ingmar Nolte, Sandra Nolte (Lechner) and Michalis Vasios
Lancaster University - Department of Accounting and Finance, Lancaster University Management School and European Securities and Markets Authority
Downloads 105 (311,337)

Abstract:

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Sell-side Analysts, News Flows, Career Concerns, Financial Crisis

16.

Combining Blanking and Noise Addition as a Data Disclosure Limitation Method

Number of pages: 14 Posted: 12 Sep 2006
Anton Flossmann and Sandra Nolte (Lechner)
University of Konstanz - Department of Economics and Lancaster University Management School
Downloads 56 (445,421)
Citation 1

Abstract:

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disclosure limitation technique, error-in-variables, blanking, SIMEX, IPW

17.

Make Assurance Double Sure: Combination of Two Disclosure Limitation Methods and Estimation of General Regression Models

Number of pages: 25 Posted: 09 May 2008 Last Revised: 25 Sep 2008
Anton Flossmann and Sandra Nolte (Lechner)
University of Konstanz - Department of Economics and Lancaster University Management School
Downloads 35 (536,018)

Abstract:

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Disclosure limitation technique, Multiplicative measurement error, Blanking, Simulation-Extrapolation, Inverse Probability Weighting

18.

Bicameral Conflict Resolution in the European Union: An Empirical Analysis of Conciliation Committee Bargains

British Journal of Political Science, Forthcoming
Posted: 19 Jul 2006
Winfried Pohlmeier, Sandra Nolte (Lechner), Thomas E. König and Björn Hörl
University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE), Lancaster University Management School, affiliation not provided to SSRN and affiliation not provided to SSRN

Abstract:

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19.

Data Masking by Noise Addition and the Estimation of Nonparametric Regression Models

Journal of Economics and Statistics, Vol. 225, No. 5, pp. 517-528, 2005
Posted: 17 Jul 2006
Sandra Nolte (Lechner) and Winfried Pohlmeier
Lancaster University Management School and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)

Abstract:

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data masking, errors-in-variables, SIMEX, local polynomial regression

20.

To Blank or Not to Blank? A Comparison of the Effects of Disclosure Limitation Methods on Nonlinear Regression Estimates

Josep Domingo-Ferrer, Vicenç Torra: PRIVACY IN STATISTICAL DATABASES, Springer Verlag Lecture Notes in Computer Science, 2004
Posted: 17 Jul 2006
Sandra Nolte (Lechner) and Winfried Pohlmeier
Lancaster University Management School and University of Konstanz - Department of Economics & Center of Finance & Econometrics (CoFE)

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disclosure limitation, blanking, semi-parametric selection models, errors in variables in nonlinear models