Dr Sandra Nolte

Lecturer

Research Overview

Personal Webpage: www.lancs.ac.uk/staff/noltes/

My research interests lie in the areas of empirical finance, applied econometrics and behavioral finance. I focus on the analysis of individual trading behaviour, the relationship between order flows and price changes, and the information content of high-frequency sentiment indicators. I am also interested in the analysis of qualitative survey data applied to problems of nonlinear forecasting methods in the presence of misclassification, the learning behaviour of individual forecasters, their degree of rationality and their reaction to news sentiment.

How do individual investors trade?
Nolte, S., Nolte, I. 2014 In: High frequency trading and limit order book dynamics. London : Routledge ISBN: 1138829382, 9781138829381.
Chapter

The dimensions and locations of high performance work systems: fresh evidence from the UK commission’s 2011
Wood, S., Nolte, S., Burridge, M., Rudloff, D., Green, W. 2014 In: Human Resource Management Journal.
Journal article

The information content of retail investors' order flow
Nolte, I., Nolte, S. 2014 In: European Journal of Finance.
Journal article

Sell-side analysts' career concerns during banking stresses
Nolte, I., Nolte, S., Vasios, M. 2014 In: Journal of Banking and Finance.
Journal article

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 In: High Performance Working in the Employer Skills Surveys. p. 1-86. 86 p. ISBN: 978-1-908418-50-0.
Chapter

How do individual investors trade?
Nolte, I., Nolte, S. 2012 In: European Journal of Finance. 18, 10, p. 921-947. 27 p.
Journal article

Measurement error in nonlinear models: an application to disclosure limitation techniques
Nolte, S. 2010 Berlin : Lit Verlag. 149 p. ISBN: 978-3643900463.
Book

Perturbation by multiplicative noise and the Simulation Extrapolation method
Biewen, E., Nolte, S., Rosemann, M. 12/2008 In: AStA Advances in Statistical Analysis. 92, 4, p. 375-389. 15 p.
Journal article

Make assurance double sure: combination of two disclosure limitation methods and estimation of general regression models
Nolte, S., Flossmann, A. 12/2008 In: AStA Advances in Statistical Analysis. 92, 4, p. 405-422. 18 p.
Journal article