The relation between the informational content of implied volatility and arbitrage costs: Evidence from the Oslo Stock Exchange

Parvez Ahmed, Steve Swidler

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)465-480
Number of pages16
JournalInternational Review of Economics and Finance
Volume7
Issue number4
DOIs
StatePublished - 1998
Externally publishedYes

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

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