LUMS Inaugural Lecture: Professor Sandra Nolte

Thursday 7 November 2024, 4:00pm to 5:00pm

Venue

Live Online

Open to

All Lancaster University (non-partner) students, Alumni, Applicants, External Organisations, Families and young people, Postgraduates, Prospective International Students, Prospective Postgraduate Students, Prospective Undergraduate Students, Public, Staff, Undergraduates

Registration

Free to attend - registration required

Event Details

A Tale of Coincidences and Candlesticks: Professor Nolte shares her journey to becoming Professor in Finance and Econometrics at Lancaster University.

Lancaster University Management School is excited to invite you to our Inaugural Lecture Series, a special set of public lectures that celebrates the careers of our newest Professors. Each lecture will feature a brief presentation by one of our Professors, offering an overview of their research and a glimpse into their personal academic journey.The lectures will be held online throughout the academic year, allowing us to make them accessible to a broad audience, including staff, students, and the wider public. Each session will last approximately 60 minutes, including time for both the presentation and a Q&A session.

Join Professor Sandra Nolte for her Inaugural lecture, A tale of coincidences and Candlesticks. Sandra Nolte shares her journey to becoming Professor in Finance and Econometrics at Lancaster University. Her research interests lie in developing new methods in financial econometrics and new research approaches to factor investing. Her work in financial econometrics focuses on point process-based volatility modelling using high-frequency data. The work is important because volatility modelling is critical for asset pricing, portfolio management, risk management and other areas in economics and finance. Her research on factor investing produces superior portfolio allocations with lower transaction costs. It also helps construct superior portfolio insurance strategies, which is particularly important in crisis periods and near-zero interest rates regimes. She has also introduced methods in other disciplines including Human Resources and Political Science.

An inaugural lecture is a distinguished academic event, marking the promotion of a colleague to professorship—a significant milestone in their career. These events provide a unique opportunity for our newly appointed Professors to share their pioneering research, highlight their achievements in research, innovation, engagement, and teaching, and showcase the societal impact of their work.

The series is free of charge and open to everyone. Whether you are an expert in the field or simply curious, we warmly welcome all staff, students, their guests, and members of the local community to join us in celebrating these academic milestones.

Please note you will be sent a TEAMS link to join the session following registration.

Speaker

Sandra Nolte

Accounting and Finance, Lancaster University

Professor Nolte's research interests lie in the areas of empirical finance, applied econometrics and behavioural finance. She focuses on the analysis of individual trading behaviour, the relationship between order flows and price changes, and the information content of high-frequency sentiment indicators.

Contact Details

Name Sonia Stevenson
Email

s.stevenson1@lancaster.ac.uk