Ingmar Nolte

701 total citations
57 papers, 387 citations indexed

About

Ingmar Nolte is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Ingmar Nolte has authored 57 papers receiving a total of 387 indexed citations (citations by other indexed papers that have themselves been cited), including 45 papers in Finance, 33 papers in Economics and Econometrics and 13 papers in Management Science and Operations Research. Recurrent topics in Ingmar Nolte's work include Financial Risk and Volatility Modeling (33 papers), Financial Markets and Investment Strategies (18 papers) and Complex Systems and Time Series Analysis (15 papers). Ingmar Nolte is often cited by papers focused on Financial Risk and Volatility Modeling (33 papers), Financial Markets and Investment Strategies (18 papers) and Complex Systems and Time Series Analysis (15 papers). Ingmar Nolte collaborates with scholars based in United Kingdom, Germany and United States. Ingmar Nolte's co-authors include Winfried Pohlmeier, Roman Liesenfeld, Anthony Neuberger, Mark Britten‐Jones, Fabian Krüger, Valeri Voev, Harald Lohre, Yifan Li, Stephen J. Taylor and Nikolaus Hautsch and has published in prestigious journals such as Journal of Econometrics, Journal of Banking & Finance and Journal of Financial and Quantitative Analysis.

In The Last Decade

Ingmar Nolte

49 papers receiving 365 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Ingmar Nolte United Kingdom	12	272	226	95	69	68	57	387
Ángel León Spain	13	387 1.4×	322 1.4×	127 1.3×	94 1.4×	52 0.8×	35	562
Zhuo Qiao Macao	14	389 1.4×	418 1.8×	130 1.4×	69 1.0×	150 2.2×	40	575
Quan Gan Australia	7	196 0.7×	238 1.1×	27 0.3×	59 0.9×	50 0.7×	24	356
Pierre Guérin Canada	11	147 0.5×	364 1.6×	197 2.1×	45 0.7×	72 1.1×	28	489
Wang Tan Canada	6	413 1.5×	423 1.9×	115 1.2×	97 1.4×	117 1.7×	8	634
Burak Saltoğlu Türkiye	11	312 1.1×	290 1.3×	132 1.4×	33 0.5×	59 0.9×	23	449
Jan Werner United States	13	257 0.9×	500 2.2×	181 1.9×	49 0.7×	119 1.8×	39	611
Karsten R. Gerdrup Norway	11	229 0.8×	276 1.2×	239 2.5×	51 0.7×	54 0.8×	20	464
Erick W. Rengifo United States	8	170 0.6×	102 0.5×	70 0.7×	87 1.3×	26 0.4×	38	287
Alex Weissensteiner Italy	12	242 0.9×	158 0.7×	57 0.6×	85 1.2×	144 2.1×	63	380

Countries citing papers authored by Ingmar Nolte

Since Specialization

Citations

This map shows the geographic impact of Ingmar Nolte's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ingmar Nolte with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ingmar Nolte more than expected).

Fields of papers citing papers by Ingmar Nolte

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ingmar Nolte. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ingmar Nolte. The network helps show where Ingmar Nolte may publish in the future.

Co-authorship network of co-authors of Ingmar Nolte

This figure shows the co-authorship network connecting the top 25 collaborators of Ingmar Nolte. A scholar is included among the top collaborators of Ingmar Nolte based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ingmar Nolte. Ingmar Nolte is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Nolte, Ingmar, et al.. (2025). The risk of falling short: implementation shortfall variance in portfolio construction. European Journal of Finance. 1–18.

Nolte, Ingmar, et al.. (2023). Can Capital Adjustment Costs Explain the Decline in Investment–Cash Flow Sensitivity?. Journal of Financial and Quantitative Analysis. 59(5). 2399–2424.

Izzeldin, Marwan, et al.. (2022). A generalized heterogeneous autoregressive model using market information. Quantitative Finance. 22(8). 1513–1534. 2 indexed citations

Li, Yifan, et al.. (2021). Testing for Jumps in a Discretely Observed Price Process with Endogenous Sampling Times. SSRN Electronic Journal. 2 indexed citations

Lohre, Harald, et al.. (2020). Estimating portfolio risk for tail risk protection strategies. European Financial Management. 26(4). 1107–1146. 17 indexed citations

Nolte, Ingmar, et al.. (2020). Can Capital Adjustment Costs Explain the Decline in Investment-Cash Flow Sensitivity?. SSRN Electronic Journal. 1 indexed citations

Izzeldin, Marwan, et al.. (2020). Bolstering the Modelling and Forecasting of Realized Covariance Matrices using (Directional) Common Jumps. SSRN Electronic Journal. 3 indexed citations

Nolte, Ingmar, et al.. (2018). What determines forecasters’ forecasting errors?. International Journal of Forecasting. 35(1). 11–24. 2 indexed citations

Nolte, Ingmar & Valeri Voev. (2012). Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise. Journal of Business and Economic Statistics. 30(1). 94–108. 8 indexed citations

10.

Nolte, Ingmar, et al.. (2012). The Information Content of Retail Investors' Order Flow. SSRN Electronic Journal. 1 indexed citations

11.

Nolte, Ingmar, et al.. (2012). How do individual investors trade?. European Journal of Finance. 18(10). 921–947. 15 indexed citations

12.

Brandes, Leif, et al.. (2011). Where Do the Joneses Go on Vacation? Social Distance and the Influence of Online Reviews on Product Sales. SSRN Electronic Journal. 6 indexed citations

13.

Nolte, Ingmar, et al.. (2011). Cross hedging under multiplicative basis risk. Journal of Banking & Finance. 35(11). 2956–2964. 26 indexed citations

14.

Nolte, Ingmar. (2011). A Detailed Investigation of the Disposition Effect and Individual Trading Behavior: A Panel Survival Approach. SSRN Electronic Journal. 3 indexed citations

15.

Britten‐Jones, Mark, Anthony Neuberger, & Ingmar Nolte. (2011). Improved Inference in Regression with Overlapping Observations. Journal of Business Finance & Accounting. 38(5-6). 657–683. 41 indexed citations

16.

Nolte, Ingmar. (2011). A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach. European Journal of Finance. 18(10). 885–919. 18 indexed citations

17.

Britten‐Jones, Mark, Anthony Neuberger, & Ingmar Nolte. (2010). Improved Inference in Regression with Overlapping Observations. SSRN Electronic Journal. 2 indexed citations

18.

Nolte, Ingmar, et al.. (2010). The Good, the Bad and the Ugly: Analyzing Forecasting Behavior within a Quantal Response Framework with Misclassification. SSRN Electronic Journal. 4 indexed citations

19.

Nolte, Ingmar, et al.. (2009). An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics. Journal of Applied Econometrics. 26(4). 669–707. 16 indexed citations

20.

Nolte, Ingmar, et al.. (2007). A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics. SSRN Electronic Journal. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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