The relations between the informational content of implied volatility and arbitrage costs : evidence from the Oslo Stock Exchange
Parvez Ahmed
| Year of publication: |
1998
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|---|---|
| Authors: | Ahmed, Parvez ; Swidler, Steven Mark |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 7.1998, 4, p. 465-480
|
| Subject: | Kapitaleinkommen | Capital income | Aktie | Share | Volatilität | Volatility | Aktienoption | Stock option | Informationswert | Information value | Transaktionskosten | Transaction costs | Norwegen | Norway | 1990-1993 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International review of economics & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001427818