Professor Sandra Nolte
Personal Chair, Head of DepartmentResearch Overview
Personal Webpage:
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
01/01/2012 → 12/07/2013
Other
01/01/2009 → 31/12/2009
Other
Participation in conference -Mixed Audience
Participation in workshop, seminar, course
Participation in workshop, seminar, course
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in workshop, seminar, course
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Invited talk
Invited talk
Participation in conference -Mixed Audience
Participation in workshop, seminar, course
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in workshop, seminar, course
Participation in workshop, seminar, course
Prize (including medals and awards)
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