معرفی
Professor Sandra Nolte holds the position of Personal Chair and Heads the Department of Accounting and Finance at Lancaster University Management School. Her research focuses on empirical finance, applied econometrics, and behavioral finance, with specific interests in individual trading behavior, order flow dynamics, high-frequency sentiment indicators, and forecasting methodologies. She investigates how qualitative survey data can address nonlinear forecasting challenges involving misclassification and studies the learning patterns and rationality of individual forecasters.
Her publications demonstrate strong focus on financial econometrics, market microstructure, and forecasting techniques, with recent work exploring high-frequency volatility modeling and factor investing strategies. The research spans theoretical econometrics and practical financial applications, consistently addressing market behavior and prediction methodologies.
Awards:
- CQA 2023 Best Paper Award - Power Sorting
She supervises PhD students including Marco Cinquetti and has led research projects on labor market surveys and econometric methods. She participates in research groups including the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy.
