Professor Sandra Nolte
Personal Chair, Head of DepartmentResearch 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.
PhD Supervision Interests
All areas in Empirical Finance and Applied Econometrics
Analysis of High Performance Working Survey Indicators
01/01/2012 → 12/07/2013
Other
Measurement Error in Nonlinear Regression Models and Business Tendency Data
01/01/2009 → 31/12/2009
Other
Workshop in Financial Econometrics
Participation in workshop, seminar, course
Konstanz-Lancaster-Manchester-Warwick Joint PhD Workshop on Quantitative Finance and Econometrics
Participation in workshop, seminar, course
3rd Workshop on Macroeconomic and Financial Time Series Analysis
Participation in conference -Mixed Audience
Mutual Funds, Hedge Funds and Factor Investing Conference
Participation in conference -Mixed Audience
Finance-Econometrics Workshops at CREATES
Participation in workshop, seminar, course
Financial Econometrics Conference: Market Micro-structure
Participation in conference -Mixed Audience
Limit Order Books and Derivative Markets
Participation in conference -Mixed Audience
Faculty Seminar
Invited talk
Faculty Seminar
Invited talk
CFE Conference
Participation in conference -Mixed Audience
Financial Econometrics and Empirical Asset Pricing
Participation in workshop, seminar, course
Econometric conference in honour of François Laisney
Participation in conference -Mixed Audience
68th European Meeting of the Econometric Society
Participation in conference -Mixed Audience
1st International Association for Applied Econometrics Conference
Participation in conference -Mixed Audience
2013 British Accounting and Finance Association Annual Conference
Participation in conference -Mixed Audience
European Financial Management Association, 2012 Annual Meetings
Participation in conference -Mixed Audience
30th CIRET Conference
Participation in conference -Mixed Audience
25th Annual Congress of the European Economic Association
Participation in conference -Mixed Audience
Qualitative Survey Data: New Methods and Application Conference
Participation in conference -Mixed Audience
Individual Decision Making, High Frequency Econometrics and Limit Order Book Dynamics, Warwick Business School
Participation in workshop, seminar, course
Complexity and Agent-Based Models in Economics and Finance workshop
Participation in workshop, seminar, course
Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
- Accounting, Finance, Governance and Banking
- Asset Pricing and Financial Econometrics
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy