Journal Article

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. doi:10.1080/10473289.2011.637876 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. doi:10.1111/j.1468-5957.2011.02244.x 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. doi:10.1016/j.jbankfin.2011.03.022 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. doi:10.1080/1351847X.2011.601647 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. doi:10.1093/jjfinec/nbq033 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. doi:10.1080/1351847X.2011.601635 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. doi:10.1002/jae.1122 ISSN 0883-7252.

Nolte, Ingmar (2008) Modeling a Multivariate Transaction Process. Journal of Financial Econometrics, Vol.6 (No.1). pp. 143-170. doi:10.1093/jjfinec/nbm020 ISSN 1479-8409.

Working or Discussion Paper

Nolte, Ingmar, Payne, Richard and Vasios, Michalis (2012) Can investors benefit from market transparency? : an asset allocation perspective. Working Paper. Unpublished. Working Paper Series .