Journal Article

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

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

Chu, Ba M. and Kozhan, Roman. (2011) Spurious regressions of stationary AR(p) processes with structural breaks. Studies in Nonlinear Dynamics & Econometrics, Vol.15 (No.1). ISSN 1558-3708

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

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

Working or Discussion Paper

Kozhan, Roman, Neuberger, Anthony and Schneider, Paul (2011) Understanding the skew in option prices. Working Paper. United States: American Finance Association. (AFA 2011 Denver Meetings Paper .