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Research

Professor Sandra Nolte

Personal Chair, Head of Department

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  1. Chapter
  2. Published

    Data masking by noise addition and the estimation of nonparametric regression models

    Lechner, S. & Pohlmeier, W., 21/11/2016, Econometrics of Anonymized Micro Data: Sonderheft 5/2005 Jahrbücher für Nationalökonomie und Statistik. De Gruyter, p. 517-528 12 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  3. Published

    How do individual investors trade?

    Nolte, I. & Nolte, S., 14/04/2016, High Frequency Trading and Limit Order Book Dynamics. Taylor and Francis Inc., p. 189-215 27 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  4. Published

    How do individual investors trade?

    Nolte, I. & Nolte, S., 2014, High frequency trading and limit order book dynamics. Nolte, I., Salmon, M. & Adcock, C. (eds.). London: Routledge, p. 189-215 27 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  5. Published

    High Performance Working in the Employer Skills Surveys: Evidence Report 71

    Wood, S., Burridge, M., Green, W., Nolte, S., Rudloff, D. & Ni Luanaigh, A., 07/2013, High Performance Working in the Employer Skills Surveys. p. 1-86 86 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  6. Published

    To blank or not to blank? A comparison of the effects of disclosure limitation methods on nonlinear regression estimates

    Lechner, S. & Pohlmeier, W., 31/12/2004, International Workshop on Privacy in Statistical Databases: PSD 2004: Privacy in Statistical Databases . Domingo-Ferrer, J. & Torra, V. (eds.). Berlin: Springer-Verlag, p. 187-200 14 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 3050).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  7. Conference contribution/Paper
  8. Published

    Combining blanking and noise addition as a data disclosure limitation method

    Flossmann, A. & Lechner, S., 2006, Privacy in Statistical Databases - CENEX-SDC Project International Conference, PSD 2006, Proceedings. Domingo-Ferrer, J. & Franconi, L. (eds.). Springer-Verlag, p. 152-163 12 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 4302).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review

  9. Journal article
  10. Published

    Transaction Cost-Optimized Equity Factors Around the World

    Basic, F., Lohre, H., Martin Utrera, A., Nolte, I. & Nolte, S., 1/04/2024, In: Journal of Portfolio Management. 50, 6, p. 40-73

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  11. Published

    Factor Timing with Portfolio Characteristics

    Kagkadis, A., Nolte, I., Nolte, S. & Vasilas, N., 31/03/2024, In: Review of Asset Pricing Studies. 14, 1, p. 84-118 35 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. Published

    A Century of Macro Factor Investing - Diversified Multi-Asset Multi-Factor Strategies through the Cycles

    Swade, A., Lohre, H., Nolte, S., Shackleton, M. & Swinkels, L., 29/02/2024, In: Journal of Portfolio Management. 50, 5, p. 37-56 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  13. E-pub ahead of print

    ControversyBERT: Detecting Social Controversies and their Impact on Stock Returns

    Lohre, H., Nolte, S., Ranganathan, A., Rother, C. & Steiner, M., 26/07/2023, (E-pub ahead of print) In: Journal of Impact & ESG Investing.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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