What Drove the Increase in Idiosyncratic Volatility during the Internet Boom?

By Jason Fink, Kristin E. Fink, Gustavo Grullon, J. Weston. Journal of Financial and Quantitative Analysis, 2010

140 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2132f5c411bab790d71c9fdda00273d2ee493c22

Citations in the corpus

• Aggregate Idiosyncratic Volatility (2012, unknown): “For example, one of the reasons suggested for the trend in aggregate idiosyncratic variance is that small firms may have sought public funding at an earlier stage in their life cycle than before (see Fink et al. (2010)).”