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. doi:10.1016/j.jbankfin.2011.03.022 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. doi:10.1111/j.1468-5957.2011.02244.x 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). doi:10.2202/1558-3708.1781 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. 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.

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.

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 .