Lecturer in Accounting and Finance

Contact Details

• Tel: +44 (0) 116 252 5634
• Email: sandra.nolte@le.ac.uk
• Office: Room 515, Level 5, Ken Edwards Building
• Office Hours: See office door for details

Biography

Sandra Nolte (maiden name Lechner) joined the School of Management in August 2010, having previously been a Post-Doc Researcher and a Visiting Fellow at the Financial Econometrics Research Centre (FERC) at Warwick Business School. She holds a BSc in Econometrics and an MSc in Econometrics from the University Louis Pasteur of Strasbourg in France and a PhD in Econometrics from the University of Konstanz in Germany. 

Research Interests

In Finance my research focuses on the analysis of individual trading behaviour, the relationship between order flows and price changes, the information content of high-frequency sentiment indicators, 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.

In Microeconometrics my research concentrates on the analysis of the consequences of missing data on the properties of econometric estimators, and the use of propensity score matching techniques to analyze the gender wage gap.

PhD Supervision

Ayman Omar

Teaching

Foundations of Financial Analysis and Investment
Financial Option Pricing

Administrative Responsibilities

Programme Leader MSc Finance (Distance Learning) Semester One

Most Recent Publications

Nolte I, S. Nolte and W. Pohlmeier (2010) "The Good, the Bad and the Ugly: Analyzing Forecasting Behavior within a Quantal Response Framework with Misclassification"

Lechner S., and I. Nolte (2009) "Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform"

Nolte S. (2007) "The Multiplicative Simulation Extrapolation Approach"

Full listing of publications

Books

Nolte S. (2010) "Measurement Error in Nonlinear Models: An Application to Disclosure Limitation Techniques", Applied Econometrics, LIT Verlag Muenster.

Publications in Refereed Journals

Nolte, I. and S. Nolte (2010): "How Do Individual Investors Trade", forthcoming European Journal of Finance. (link to working paper version).

Flossmann, A. and S. Nolte (2008) "Make Assurance Double Sure: Combination of Two Disclosure Limitation Methods and estimation of General Regression Models", ASTA Advances in Statistical Analysis, Vol. 92(4), pp. 405-422. (link to working paper version).

Biewen, E., S. Nolte and M. Rosemann (2008) "Perturbation by Multiplicative Noise and the Simulation Extrapolation Method", ASTA Advances in Statistical Analysis, Vol. 92(4), pp. 375-389. (link to working paper version).

Koenig, T.,  B. Lindberg, S. Lechner and W. Pohlmeier (2007) "Bicameral Conflict Resolution in the European Union: An Empirical Analysis of Conciliation Committee Bargains", British Journal of Political Science, Vol. 37, pp. 281-312.  (link to working paper version).

Lechner S. And W. Pohlmeier (2005) "Data Masking by Noise Addition and the Estimation of Nonlinear Regression Models", Journal of Economics and Statistics, Vol. 225(5), pp. 517-528. (link to working paper version).

Chapters in Books

Lechner S. and W. Pohlmeier (2007) "Ökonometrische Analyse mit anonymisierten Mikrodaten", in Zwick, M. and J. Merz: MITAX -Mikroanalysen und Steuerpolitik, pp. 183-193, Statistisches Bundesamt, Band 7, Wiesbaden.

Flossmann A. and S. Lechner (2006) "Combining Blanking and Noise Addition as a Data Disclosure Limitation Method", in Domingo-Ferrer, J. and Franconi, L: Privacy in Statistical Databases, pp. 152-163, Springer Verlag Lecture Notes in Computer Science, LNCS 4302.

Lechner S. and W. Pohlmeier (2004) "To Blank or not to Blank? A Comparison of the Effects of Disclosure Limitation Methods on nonlinear Regression estimates", in Domingo-Ferrer, J. und Torra, V: Privacy in Statistical Databases, pp. 187-200, Springer Verlag Lecture Notes in Computer Science, LNCS 3050.

Lechner S. and W. Pohlmeier (2003) "Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten", in Gnoss R. and G. Ronning: Anonymisierung wirtschaftsstatistischer Einzelndaten, pp. 115-137, Forum der Bundesstatistik, Band 42, Wiesbaden, 2003.

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