Home > Research > Researchers > Professor Ingmar Nolte > Publications

Professor Ingmar Nolte

Professor of Finance & Econometrics, Director

  1. E-pub ahead of print

    Can Capital Adjustment Costs Explain the Decline in Investment-Cash Flow Sensitivity?

    Liao, S., Nolte, I. & Pawlina, G., 11/04/2023, (E-pub ahead of print) In: Journal of Financial and Quantitative Analysis. 48 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Published

    Modelling financial transaction price movements: a dynamic integer count data model

    Liesenfeld, R., Nolte, I. & Pohlmeier, W., 01/2006, In: Empirical Economics. 30, 4, p. 795-825 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach

    Nolte, I., 2012, In: European Journal of Finance. 18, 10, p. 885-919 35 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Least Squares inference on integrated volatility and the relationship between efficient Prices and noise

    Nolte, I. & Voev, V., 2012, In: Journal of Business and Economic Statistics. 30, 1, p. 94-108 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    How do individual investors trade?

    Nolte, I. & Nolte, S., 2012, In: European Journal of Finance. 18, 10, p. 921-947 27 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Trading dynamics in the foreign exchange market: a latent factor panel intensity approach

    Nolte, I. & Voev, V., 2011, In: Journal of Financial Econometrics. 9, 4, p. 685-716 32 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    Modeling a multivariate transaction process

    Nolte, I., 2008, In: Journal of Financial Econometrics. 6, 1, p. 143-170 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Using forecasts of forecasters to forecast

    Nolte, I. & Pohlmeier, W., 01/2007, In: International Journal of Forecasting. 23, 1, p. 15-28 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Sell-side analysts' career concerns during banking stresses

    Nolte, I., Nolte, S. & Vasios, M., 12/2014, In: Journal of Banking and Finance. 49, p. 424-441 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    The information content of retail investors' order flow

    Nolte, I. & Nolte, S., 2016, In: European Journal of Finance. 22, 2, p. 80-104 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

Back to top