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The England striker has been linked with moves to Liverpool and Manchester United as well as a possible return to former club Chelsea after scoring seven goals for a struggling Hammers side this season.
Cole is hoping to make his return from a knee ligament injury in mid-January and insists that reports of a transfer window departure
are pure speculation.
"It's just paper talk and I haven't heard anything about a move," he told the London Evening Standard.
"I love West Ham. I just want to get back to playing and I can't do anything while I'm injured."
Cole has scored 28 goals in 105 appearances for the Hammers since arriving from Chelsea for an undisclosed fee in 2006.
Source: DSG