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.

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

Mutual Funds, Hedge Funds and Factor Investing Conference
Participation in conference

Finance-Econometrics Workshops at CREATES
Participation in workshop, seminar, course

Financial Econometrics Conference: Market Micro-structure
Participation in conference

Limit Order Books and Derivative Markets
Participation in conference

CFE Conference
Participation in conference

Faculty Seminar
Invited talk

Faculty Seminar
Invited talk

Financial Econometrics and Empirical Asset Pricing
Participation in workshop, seminar, course

Econometric conference in honour of Fran├žois Laisney
Participation in conference

68th European Meeting of the Econometric Society
Participation in conference

1st International Association for Applied Econometrics Conference
Participation in conference

2013 British Accounting and Finance Association Annual Conference
Participation in conference

European Financial Management Association, 2012 Annual Meetings
Participation in conference

30th CIRET Conference
Participation in conference

25th Annual Congress of the European Economic Association
Participation in conference

Qualitative Survey Data: New Methods and Application Conference
Participation in conference

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

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