@article {Britten-Jones/Neuberger/Nolte2011,
author = {Britten-Jones, Mark and Neuberger, Anthony and Nolte, Ingmar},
title = {Improved Inference in Regression with Overlapping Observations},
journal = {Journal of Business Finance & Accounting},
volume = {38},
number = {5-6},
doi = {10.1111/j.1468-5957.2011.02244.x},
pages = {657-683},
year = {2011}
}