What Drove the Increase in Idiosyncratic Volatility during the Internet Boom?
Jason Fink; Kristin Fink; Gustavo Grullon; James Weston · 2010 · Journal of Financial and Quantitative Analysis
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
The study found no significant effect — useful as a negative control or null benchmark for your own design.
Abstract (excerpt)
Abstract Aggregate idiosyncratic volatility spiked nearly fivefold during the Internet boom of the late 1990s, dwarfing in magnitude a moderately increasing trend. While some researchers argue that this rise in idiosyncratic risk was the…
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Metadata source: OpenAlex · DOI 10.1017/s0022109010000487