Nolte, Ingmar, Payne, R. and Vasios, Michalis (2012) Can Investors Benefit from Market Transparency? An Asset Allocation Perspective. Working Paper. Unpublished. (Working Paper Series.

Nolte, Ingmar and Voev, Valeri. (2012) Least squares inference on integrated volatility and the relationship between efficient prices and noise. Journal of Business & Economic Statistics , Vol.30 (No.1). pp. 94-108. ISSN 0735-0015

Britten-Jones, Mark, Neuberger, Anthony and Nolte, Ingmar. (2011) Improved inference and estimation in regression with overlapping observations. Journal of Business Finance & Accounting, Vol.38 (No.5-6). pp. 657-683. ISSN 0306-686X

Adam-Müller, Axel F.A. and Nolte, Ingmar. (2011) Cross hedging under multiplicative basis risk. Journal of Banking & Finance, Vol.35 (No.11). pp. 2956-2964. ISSN 0378-4266

Nolte, Ingmar and Nolte, Sandra. (2011) How do individual investors trade? European Journal of Finance, Vol. 18 (No. 10). pp. 921-947. ISSN 1351-847X

Nolte, I. and Voev, V.. (2011) Trading Dynamics in the Foreign Exchange Market: A Latent Factor Panel Intensity Approach. Journal of Financial Econometrics, Vol.9 (No.4). pp. 685-716. ISSN 1479-8409

Nolte, Ingmar. (2011) A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach. European Journal of Finance, Vol. 18 (No. 10). pp. 1-35. ISSN 1351-847X

Bien, Katarzyna, Nolte, Ingmar and Pohlmeier, Winfried. (2009) An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics. Journal of Applied Econometrics, Volume 26 (Number 4). pp. 669-707. ISSN 0883-7252

Nolte, Ingmar. (2008) Modeling a Multivariate Transaction Process. Journal of Financial Econometrics, Vol.6 (No.1). pp. 143-170. ISSN 1479-8409