Details about Sandra Nolte (Lechner)

Access statistics for papers by Sandra Nolte (Lechner).

Last updated 2026-04-13. Update your information in the RePEc Author Service.

Short-id: ple244

Working Papers

2008

1. Multiplicative Measurement Error and the Simulation Extrapolation Method
   IAW Discussion Papers, Institut für Angewandte Wirtschaftsforschung (IAW)

2007

2. Customer trading in the foreign exchange market empirical evidence from an internet trading platform
   CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE) View citations (5)

2003

3. A model of the anchoring effect in dichotomous choice valuation with follow-up
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg View citations (12)
4. Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten
   CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE) View citations (3)

Journal Articles

2026

1. Testing for jumps in a discretely observed price process with endogenous sampling times
   Journal of Econometrics, 2026, 254, (PA)
2. The risk of falling short: implementation shortfall variance in portfolio construction
   The European Journal of Finance, 2026, 32, (4-6), 546-563

2025

3. Decoupling Interday and Intraday Volatility Dynamics With Price Durations
   Journal of Time Series Analysis, 2025, 46, (6), 1224-1250
4. Editorial: 2024 Best Paper Award
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2025, 245, (3), 247-249
5. Realized candlestick wicks
   Journal of Econometrics, 2025, 250, (C) View citations (2)

2024

6. Factor Timing with Portfolio Characteristics
   The Review of Asset Pricing Studies, 2024, 14, (1), 84-118

2021

7. High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model
   Journal of Economic Dynamics and Control, 2021, 124, (C) View citations (4)

2019

8. What determines forecasters’ forecasting errors?
   International Journal of Forecasting, 2019, 35, (1), 11-24 View citations (2)

2017

9. Diversifying away the risk of war and cross-border political crisis
   Energy Economics, 2017, 64, (C), 494-510 View citations (60)

2016

10. The information content of retail investors' order flow
    The European Journal of Finance, 2016, 22, (2), 80-104 View citations (4)

2014

11. Sell-side analysts’ career concerns during banking stresses
    Journal of Banking & Finance, 2014, 49, (C), 424-441 View citations (7)

2012

12. How do individual investors trade?
    The European Journal of Finance, 2012, 18, (10), 921-947 View citations (8)

2007

13. Bicameral Conflict Resolution in the European Union: An Empirical Analysis of Conciliation Committee Bargains
    British Journal of Political Science, 2007, 37, (2), 281-312 View citations (24)

2005

14. Data Masking by Noise Addition and the Estimation of Nonparametric Regression Models
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2005, 225, (5), 517-528 View citations (2)