Dr Sandra Nolte

Senior 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.

  • Accounting, Finance, Governance and Banking
  • Asset Pricing and Financial Econometrics
  • Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy